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EMLP vs. FDL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMLP vs. FDL - Performance Comparison

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

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EMLP vs. FDL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FDL
First Trust Morningstar Dividend Leaders Index Fund
15.49%14.79%17.98%2.94%6.66%26.10%-4.30%24.41%-5.99%12.02%

Returns By Period

The year-to-date returns for both stocks are quite close, with EMLP having a 16.08% return and FDL slightly lower at 15.49%. Both investments have delivered pretty close results over the past 10 years, with EMLP having a 11.51% annualized return and FDL not far ahead at 11.60%.


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%

FDL

1D
0.43%
1M
0.01%
YTD
15.49%
6M
19.42%
1Y
21.84%
3Y*
18.00%
5Y*
14.12%
10Y*
11.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMLP vs. FDL - Expense Ratio Comparison

EMLP has a 0.96% expense ratio, which is higher than FDL's 0.45% expense ratio.


Return for Risk

EMLP vs. FDL — Risk / Return Rank

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

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

FDL
FDL Risk / Return Rank: 7979
Overall Rank
FDL Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FDL Sortino Ratio Rank: 8282
Sortino Ratio Rank
FDL Omega Ratio Rank: 7979
Omega Ratio Rank
FDL Calmar Ratio Rank: 7777
Calmar Ratio Rank
FDL Martin Ratio Rank: 7676
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.

EMLP vs. FDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust North American Energy Infrastructure Fund (EMLP) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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.


EMLPFDLDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.47

+0.03

Sortino ratio

Return per unit of downside risk

1.94

2.06

-0.12

Omega ratio

Gain probability vs. loss probability

1.30

1.29

+0.02

Calmar ratio

Return relative to maximum drawdown

1.83

1.96

-0.13

Martin ratio

Return relative to average drawdown

8.54

7.63

+0.90

EMLP vs. FDL - Sharpe Ratio Comparison

The current EMLP Sharpe Ratio is 1.51, which is comparable to the FDL Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of EMLP and FDL, 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


EMLPFDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.47

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.99

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.68

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.46

+0.12

Correlation

The correlation between EMLP and FDL is 0.69, 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

EMLP vs. FDL - Dividend Comparison

EMLP's dividend yield for the trailing twelve months is around 2.75%, less than FDL's 3.61% yield.


TTM20252024202320222021202020192018201720162015
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%
FDL
First Trust Morningstar Dividend Leaders Index Fund
3.61%4.04%4.96%4.58%3.58%4.59%4.48%3.75%3.97%3.18%2.93%3.65%

Drawdowns

EMLP vs. FDL - Drawdown Comparison

The maximum EMLP drawdown since its inception was -43.61%, smaller than the maximum FDL drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for EMLP and FDL.


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Drawdown Indicators


EMLPFDLDifference

Max Drawdown

Largest peak-to-trough decline

-43.61%

-65.93%

+22.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-11.58%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-14.59%

-16.46%

+1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-43.61%

-41.40%

-2.21%

Current Drawdown

Current decline from peak

-0.59%

-0.10%

-0.49%

Average Drawdown

Average peak-to-trough decline

-5.81%

-9.73%

+3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

3.10%

-0.69%

Volatility

EMLP vs. FDL - Volatility Comparison

First Trust North American Energy Infrastructure Fund (EMLP) has a higher volatility of 2.80% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 2.56%. This indicates that EMLP's price experiences larger fluctuations and is considered to be riskier than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMLPFDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

2.56%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

6.79%

8.16%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

13.41%

14.96%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

14.31%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

17.09%

+0.63%