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OEPIX vs. GLPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OEPIX vs. GLPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oil Equipment & Services UltraSector ProFund (OEPIX) and Goldman Sachs MLP Energy Infrastructure Fund (GLPIX). The values are adjusted to include any dividend payments, if applicable.

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OEPIX vs. GLPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OEPIX
Oil Equipment & Services UltraSector ProFund
65.25%-1.85%-15.41%-3.76%88.50%14.90%-91.88%-4.45%-58.58%-22.70%
GLPIX
Goldman Sachs MLP Energy Infrastructure Fund
16.94%4.45%28.00%19.67%26.06%39.89%-31.08%7.04%-14.57%-5.13%

Returns By Period

In the year-to-date period, OEPIX achieves a 65.25% return, which is significantly higher than GLPIX's 16.94% return. Over the past 10 years, OEPIX has underperformed GLPIX with an annualized return of -20.24%, while GLPIX has yielded a comparatively higher 10.37% annualized return.


OEPIX

1D
-4.86%
1M
3.27%
YTD
65.25%
6M
96.48%
1Y
90.65%
3Y*
15.75%
5Y*
17.42%
10Y*
-20.24%

GLPIX

1D
-0.59%
1M
2.56%
YTD
16.94%
6M
19.22%
1Y
13.69%
3Y*
22.54%
5Y*
22.87%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OEPIX vs. GLPIX - Expense Ratio Comparison

OEPIX has a 1.65% expense ratio, which is higher than GLPIX's 1.20% expense ratio.


Return for Risk

OEPIX vs. GLPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OEPIX
OEPIX Risk / Return Rank: 7676
Overall Rank
OEPIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
OEPIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
OEPIX Omega Ratio Rank: 7676
Omega Ratio Rank
OEPIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
OEPIX Martin Ratio Rank: 5858
Martin Ratio Rank

GLPIX
GLPIX Risk / Return Rank: 3535
Overall Rank
GLPIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GLPIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
GLPIX Omega Ratio Rank: 4040
Omega Ratio Rank
GLPIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
GLPIX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OEPIX vs. GLPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oil Equipment & Services UltraSector ProFund (OEPIX) and Goldman Sachs MLP Energy Infrastructure Fund (GLPIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


OEPIXGLPIXDifference

Sharpe ratio

Return per unit of total volatility

1.52

0.87

+0.64

Sortino ratio

Return per unit of downside risk

1.97

1.18

+0.79

Omega ratio

Gain probability vs. loss probability

1.29

1.18

+0.11

Calmar ratio

Return relative to maximum drawdown

2.18

0.96

+1.22

Martin ratio

Return relative to average drawdown

5.61

2.41

+3.20

OEPIX vs. GLPIX - Sharpe Ratio Comparison

The current OEPIX Sharpe Ratio is 1.52, which is higher than the GLPIX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of OEPIX and GLPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OEPIXGLPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

0.87

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

1.20

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.30

0.40

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.19

-0.44

Correlation

The correlation between OEPIX and GLPIX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OEPIX vs. GLPIX - Dividend Comparison

OEPIX's dividend yield for the trailing twelve months is around 0.53%, less than GLPIX's 6.21% yield.


TTM20252024202320222021202020192018201720162015
OEPIX
Oil Equipment & Services UltraSector ProFund
0.53%0.87%0.00%0.00%0.00%0.00%0.16%0.00%2.56%2.36%0.05%0.00%
GLPIX
Goldman Sachs MLP Energy Infrastructure Fund
6.21%7.03%6.60%6.70%6.00%6.26%9.72%8.67%8.02%7.49%11.46%6.62%

Drawdowns

OEPIX vs. GLPIX - Drawdown Comparison

The maximum OEPIX drawdown since its inception was -99.30%, which is greater than GLPIX's maximum drawdown of -75.98%. Use the drawdown chart below to compare losses from any high point for OEPIX and GLPIX.


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Drawdown Indicators


OEPIXGLPIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.30%

-75.98%

-23.32%

Max Drawdown (1Y)

Largest decline over 1 year

-39.36%

-13.62%

-25.74%

Max Drawdown (5Y)

Largest decline over 5 years

-65.50%

-20.89%

-44.61%

Max Drawdown (10Y)

Largest decline over 10 years

-97.79%

-70.48%

-27.31%

Current Drawdown

Current decline from peak

-97.86%

-1.00%

-96.86%

Average Drawdown

Average peak-to-trough decline

-71.84%

-23.44%

-48.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.28%

5.41%

+9.87%

Volatility

OEPIX vs. GLPIX - Volatility Comparison

Oil Equipment & Services UltraSector ProFund (OEPIX) has a higher volatility of 11.57% compared to Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) at 3.17%. This indicates that OEPIX's price experiences larger fluctuations and is considered to be riskier than GLPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OEPIXGLPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.57%

3.17%

+8.40%

Volatility (6M)

Calculated over the trailing 6-month period

33.14%

7.52%

+25.62%

Volatility (1Y)

Calculated over the trailing 1-year period

60.15%

15.45%

+44.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.70%

19.22%

+38.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.61%

26.09%

+40.52%