SVPFX vs. GLEIX
SVPFX (Goldman Sachs Strategic Volatility Premium Fund) and GLEIX (Goldman Sachs Energy Infrastructure Fund) are both mutual funds - SVPFX is a Large Cap Blend Equities fund managed by Goldman Sachs, while GLEIX is a Energy Equities fund managed by Goldman Sachs. Over the past 5 years, SVPFX returned 2.10%/yr vs 24.89%/yr for GLEIX. At a 0.00 correlation, their price movements are largely independent. SVPFX charges 0.38%/yr vs 1.23%/yr for GLEIX.
Performance
SVPFX vs. GLEIX - Performance Comparison
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Returns By Period
In the year-to-date period, SVPFX achieves a 1.80% return, which is significantly lower than GLEIX's 27.39% return.
SVPFX
- 1D
- -0.20%
- 1M
- 0.20%
- 6M
- 1.69%
- YTD
- 1.80%
- 1Y
- 5.51%
- 3Y*
- 4.51%
- 5Y*
- 2.10%
- 10Y*
- —
GLEIX
- 1D
- 1.94%
- 1M
- 2.29%
- 6M
- 26.81%
- YTD
- 27.39%
- 1Y
- 30.21%
- 3Y*
- 32.33%
- 5Y*
- 24.89%
- 10Y*
- —
SVPFX vs. GLEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 1.80% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
GLEIX Goldman Sachs Energy Infrastructure Fund | 27.39% | 5.30% | 58.18% | 15.08% | 18.96% | 17.61% |
Correlation
The correlation between SVPFX and GLEIX is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | 0.00 |
The correlation between SVPFX and GLEIX shifts across timeframes, from -0.15 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SVPFX vs. GLEIX — Risk / Return Rank
SVPFX
GLEIX
SVPFX vs. GLEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Strategic Volatility Premium Fund (SVPFX) and Goldman Sachs Energy Infrastructure Fund (GLEIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SVPFX | GLEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.36 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 6.20 | 4.38 | +1.83 |
| Martin ratioReturn relative to average drawdown | 22.83 | 10.10 | +12.73 |
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Drawdowns
SVPFX vs. GLEIX - Drawdown Comparison
The maximum SVPFX drawdown since its inception was -6.37%, smaller than the maximum GLEIX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for SVPFX and GLEIX.
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Drawdown Indicators
| SVPFX | GLEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.37% | -59.27% | +52.90% |
Max Drawdown (1Y)Largest decline over 1 year | -0.91% | -7.29% | +6.38% |
Max Drawdown (3Y)Largest decline over 3 years | -5.32% | -17.07% | +11.75% |
Max Drawdown (5Y)Largest decline over 5 years | -6.37% | -21.89% | +15.52% |
Current DrawdownCurrent decline from peak | -0.41% | -1.77% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -1.89% | -8.49% | +6.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 3.15% | -2.76% |
Volatility
SVPFX vs. GLEIX - Volatility Comparison
The current volatility for Goldman Sachs Strategic Volatility Premium Fund (SVPFX) is 0.82%, while Goldman Sachs Energy Infrastructure Fund (GLEIX) has a volatility of 5.49%. This indicates that SVPFX experiences smaller price fluctuations and is considered to be less risky than GLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVPFX | GLEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.82% | 5.49% | -4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 1.76% | 11.65% | -9.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.23% | 15.04% | -12.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.62% | 20.61% | -14.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.47% | 25.39% | -19.92% |
SVPFX vs. GLEIX - Expense Ratio Comparison
SVPFX has a 0.38% expense ratio, which is lower than GLEIX's 1.23% expense ratio.
Dividends
SVPFX vs. GLEIX - Dividend Comparison
SVPFX's dividend yield for the trailing twelve months is around 3.20%, less than GLEIX's 8.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GLEIX Goldman Sachs Energy Infrastructure Fund | 8.12% | 10.00% | 25.43% | 10.22% | 4.70% | 8.41% | 4.17% | 4.83% | 3.54% | 0.68% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 3.20% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SVPFX and GLEIX have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLEIX has higher volatility (5.49%) compared to SVPFX (0.82%). In terms of maximum drawdown, SVPFX dropped -6.37% vs GLEIX's -59.27%.
SVPFX currently has the higher Sharpe Ratio (2.53 vs 2.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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