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PSPFX vs. GLPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSPFX vs. GLPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Global Investors Global Resources Fund (PSPFX) and Goldman Sachs MLP Energy Infrastructure Fund (GLPIX). The values are adjusted to include any dividend payments, if applicable.

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PSPFX vs. GLPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSPFX
U.S. Global Investors Global Resources Fund
5.05%80.27%-3.74%-7.67%-12.39%13.97%37.05%7.80%-24.97%19.62%
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, PSPFX achieves a 5.05% return, which is significantly lower than GLPIX's 16.94% return. Over the past 10 years, PSPFX has underperformed GLPIX with an annualized return of 9.17%, while GLPIX has yielded a comparatively higher 10.37% annualized return.


PSPFX

1D
-1.01%
1M
-13.48%
YTD
5.05%
6M
24.43%
1Y
84.82%
3Y*
18.58%
5Y*
9.40%
10Y*
9.17%

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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PSPFX vs. GLPIX - Expense Ratio Comparison

PSPFX has a 1.54% expense ratio, which is higher than GLPIX's 1.20% expense ratio.


Return for Risk

PSPFX vs. GLPIX — Risk / Return Rank

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

PSPFX
PSPFX Risk / Return Rank: 9797
Overall Rank
PSPFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PSPFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PSPFX Omega Ratio Rank: 9595
Omega Ratio Rank
PSPFX Calmar Ratio Rank: 9898
Calmar Ratio Rank
PSPFX Martin Ratio Rank: 9898
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.

PSPFX vs. GLPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Global Investors Global Resources Fund (PSPFX) 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.


PSPFXGLPIXDifference

Sharpe ratio

Return per unit of total volatility

3.15

0.87

+2.28

Sortino ratio

Return per unit of downside risk

3.48

1.18

+2.30

Omega ratio

Gain probability vs. loss probability

1.54

1.18

+0.36

Calmar ratio

Return relative to maximum drawdown

4.64

0.96

+3.68

Martin ratio

Return relative to average drawdown

18.63

2.41

+16.22

PSPFX vs. GLPIX - Sharpe Ratio Comparison

The current PSPFX Sharpe Ratio is 3.15, which is higher than the GLPIX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of PSPFX 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


PSPFXGLPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.15

0.87

+2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

1.20

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.40

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.19

0.00

Correlation

The correlation between PSPFX and GLPIX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PSPFX vs. GLPIX - Dividend Comparison

PSPFX's dividend yield for the trailing twelve months is around 0.79%, less than GLPIX's 6.21% yield.


TTM20252024202320222021202020192018201720162015
PSPFX
U.S. Global Investors Global Resources Fund
0.79%0.83%4.34%0.00%15.68%18.92%5.49%1.90%4.70%3.01%3.33%1.12%
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

PSPFX vs. GLPIX - Drawdown Comparison

The maximum PSPFX drawdown since its inception was -79.09%, roughly equal to the maximum GLPIX drawdown of -75.98%. Use the drawdown chart below to compare losses from any high point for PSPFX and GLPIX.


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Drawdown Indicators


PSPFXGLPIXDifference

Max Drawdown

Largest peak-to-trough decline

-79.09%

-75.98%

-3.11%

Max Drawdown (1Y)

Largest decline over 1 year

-17.96%

-13.62%

-4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-39.15%

-20.89%

-18.26%

Max Drawdown (10Y)

Largest decline over 10 years

-56.80%

-70.48%

+13.68%

Current Drawdown

Current decline from peak

-15.91%

-1.00%

-14.91%

Average Drawdown

Average peak-to-trough decline

-42.65%

-23.44%

-19.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

5.41%

-0.94%

Volatility

PSPFX vs. GLPIX - Volatility Comparison

U.S. Global Investors Global Resources Fund (PSPFX) has a higher volatility of 10.47% compared to Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) at 3.17%. This indicates that PSPFX'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


PSPFXGLPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.47%

3.17%

+7.30%

Volatility (6M)

Calculated over the trailing 6-month period

23.43%

7.52%

+15.91%

Volatility (1Y)

Calculated over the trailing 1-year period

27.28%

15.45%

+11.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.85%

19.22%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.64%

26.09%

-4.45%