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EINC vs. EMLP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EINC vs. EMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Energy Income ETF (EINC) and First Trust North American Energy Infrastructure Fund (EMLP). The values are adjusted to include any dividend payments, if applicable.

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EINC vs. EMLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EINC
VanEck Energy Income ETF
23.05%7.11%42.79%15.55%19.18%38.05%-19.89%16.98%-19.85%-3.45%
EMLP
First Trust North American Energy Infrastructure Fund
16.08%9.67%33.39%8.05%10.39%23.20%-13.36%23.40%-8.70%1.07%

Returns By Period

In the year-to-date period, EINC achieves a 23.05% return, which is significantly higher than EMLP's 16.08% return. Over the past 10 years, EINC has outperformed EMLP with an annualized return of 13.88%, while EMLP has yielded a comparatively lower 11.51% annualized return.


EINC

1D
-1.62%
1M
3.53%
YTD
23.05%
6M
21.56%
1Y
23.37%
3Y*
29.78%
5Y*
24.01%
10Y*
13.88%

EMLP

1D
-0.59%
1M
0.43%
YTD
16.08%
6M
15.69%
1Y
20.09%
3Y*
22.08%
5Y*
17.72%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EINC vs. EMLP - Expense Ratio Comparison

EINC has a 0.45% expense ratio, which is lower than EMLP's 0.96% expense ratio.


Return for Risk

EINC vs. EMLP — Risk / Return Rank

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

EINC
EINC Risk / Return Rank: 6868
Overall Rank
EINC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EINC Sortino Ratio Rank: 6868
Sortino Ratio Rank
EINC Omega Ratio Rank: 7373
Omega Ratio Rank
EINC Calmar Ratio Rank: 6666
Calmar Ratio Rank
EINC Martin Ratio Rank: 5858
Martin Ratio Rank

EMLP
EMLP Risk / Return Rank: 7878
Overall Rank
EMLP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EMLP Sortino Ratio Rank: 7777
Sortino Ratio Rank
EMLP Omega Ratio Rank: 8181
Omega Ratio Rank
EMLP Calmar Ratio Rank: 7373
Calmar Ratio Rank
EMLP Martin Ratio Rank: 8181
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.

EINC vs. EMLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Energy Income ETF (EINC) and First Trust North American Energy Infrastructure Fund (EMLP). 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.


EINCEMLPDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.51

-0.21

Sortino ratio

Return per unit of downside risk

1.66

1.94

-0.28

Omega ratio

Gain probability vs. loss probability

1.26

1.30

-0.04

Calmar ratio

Return relative to maximum drawdown

1.59

1.83

-0.23

Martin ratio

Return relative to average drawdown

5.55

8.54

-2.99

EINC vs. EMLP - Sharpe Ratio Comparison

The current EINC Sharpe Ratio is 1.29, which is comparable to the EMLP Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of EINC and EMLP, 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


EINCEMLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.51

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

1.23

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.65

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.58

-0.55

Correlation

The correlation between EINC and EMLP is 0.73, 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

EINC vs. EMLP - Dividend Comparison

EINC's dividend yield for the trailing twelve months is around 3.75%, more than EMLP's 2.75% yield.


TTM20252024202320222021202020192018201720162015
EINC
VanEck Energy Income ETF
3.75%4.51%3.33%3.77%2.89%6.03%6.69%9.66%11.31%8.53%9.71%28.53%
EMLP
First Trust North American Energy Infrastructure Fund
2.75%3.18%3.19%3.92%3.15%3.29%4.70%3.71%4.71%3.80%3.62%4.63%

Drawdowns

EINC vs. EMLP - Drawdown Comparison

The maximum EINC drawdown since its inception was -87.55%, which is greater than EMLP's maximum drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for EINC and EMLP.


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Drawdown Indicators


EINCEMLPDifference

Max Drawdown

Largest peak-to-trough decline

-87.55%

-43.61%

-43.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.67%

-11.27%

-3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-14.59%

-5.28%

Max Drawdown (10Y)

Largest decline over 10 years

-68.85%

-43.61%

-25.24%

Current Drawdown

Current decline from peak

-3.21%

-0.59%

-2.62%

Average Drawdown

Average peak-to-trough decline

-44.79%

-5.81%

-38.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

2.41%

+1.80%

Volatility

EINC vs. EMLP - Volatility Comparison

VanEck Energy Income ETF (EINC) has a higher volatility of 3.21% compared to First Trust North American Energy Infrastructure Fund (EMLP) at 2.80%. This indicates that EINC's price experiences larger fluctuations and is considered to be riskier than EMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EINCEMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.80%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

6.79%

+3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

13.41%

+4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.47%

14.46%

+5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.48%

17.72%

+7.76%