EMLP vs. SWPPX
Compare and contrast key facts about First Trust North American Energy Infrastructure Fund (EMLP) and Schwab S&P 500 Index Fund (SWPPX).
EMLP is an actively managed fund by First Trust. It was launched on Jun 21, 2012. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMLP or SWPPX.
Key characteristics
| EMLP | SWPPX | |
|---|---|---|
| YTD Return | 33.31% | 27.25% |
| 1Y Return | 40.74% | 37.82% |
| 3Y Return (Ann) | 17.20% | 10.34% |
| 5Y Return (Ann) | 12.25% | 16.03% |
| 10Y Return (Ann) | 6.78% | 13.43% |
| Sharpe Ratio | 3.57 | 3.22 |
| Sortino Ratio | 4.95 | 4.26 |
| Omega Ratio | 1.65 | 1.61 |
| Calmar Ratio | 8.12 | 4.73 |
| Martin Ratio | 27.79 | 21.35 |
| Ulcer Index | 1.48% | 1.87% |
| Daily Std Dev | 11.56% | 12.36% |
| Max Drawdown | -43.61% | -55.06% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between EMLP and SWPPX is 0.60, 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.
Performance
EMLP vs. SWPPX - Performance Comparison
In the year-to-date period, EMLP achieves a 33.31% return, which is significantly higher than SWPPX's 27.25% return. Over the past 10 years, EMLP has underperformed SWPPX with an annualized return of 6.78%, while SWPPX has yielded a comparatively higher 13.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EMLP vs. SWPPX - Expense Ratio Comparison
EMLP has a 0.96% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
EMLP vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust North American Energy Infrastructure Fund (EMLP) and Schwab S&P 500 Index Fund (SWPPX). 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.
Dividends
EMLP vs. SWPPX - Dividend Comparison
EMLP's dividend yield for the trailing twelve months is around 3.11%, more than SWPPX's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMLP First Trust North American Energy Infrastructure Fund | 3.11% | 3.92% | 3.15% | 3.29% | 4.70% | 3.71% | 4.71% | 3.80% | 3.62% | 4.63% | 3.08% | 3.30% |
SWPPX Schwab S&P 500 Index Fund | 1.12% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
EMLP vs. SWPPX - Drawdown Comparison
The maximum EMLP drawdown since its inception was -43.61%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for EMLP and SWPPX. For additional features, visit the drawdowns tool.
Volatility
EMLP vs. SWPPX - Volatility Comparison
First Trust North American Energy Infrastructure Fund (EMLP) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 3.71% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.