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EMLP vs. SWPPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.6

Performance

EMLP vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust North American Energy Infrastructure Fund (EMLP) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
197.13%
414.65%
EMLP
SWPPX

Key characteristics

Sharpe Ratio

EMLP:

1.77

SWPPX:

0.54

Sortino Ratio

EMLP:

2.27

SWPPX:

0.88

Omega Ratio

EMLP:

1.34

SWPPX:

1.13

Calmar Ratio

EMLP:

2.44

SWPPX:

0.56

Martin Ratio

EMLP:

9.11

SWPPX:

2.29

Ulcer Index

EMLP:

3.08%

SWPPX:

4.55%

Daily Std Dev

EMLP:

15.87%

SWPPX:

19.42%

Max Drawdown

EMLP:

-43.61%

SWPPX:

-55.06%

Current Drawdown

EMLP:

-3.94%

SWPPX:

-9.86%

Returns By Period

In the year-to-date period, EMLP achieves a 3.15% return, which is significantly higher than SWPPX's -5.68% return. Over the past 10 years, EMLP has underperformed SWPPX with an annualized return of 6.89%, while SWPPX has yielded a comparatively higher 11.82% annualized return.


EMLP

YTD

3.15%

1M

-2.22%

6M

8.63%

1Y

26.95%

5Y*

17.48%

10Y*

6.89%

SWPPX

YTD

-5.68%

1M

-3.18%

6M

-4.25%

1Y

10.90%

5Y*

16.04%

10Y*

11.82%

*Annualized

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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.


Expense ratio chart for EMLP: current value is 0.96%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMLP: 0.96%
Expense ratio chart for SWPPX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWPPX: 0.02%

Risk-Adjusted Performance

EMLP vs. SWPPX — Risk-Adjusted Performance Rank

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

EMLP
The Risk-Adjusted Performance Rank of EMLP is 9292
Overall Rank
The Sharpe Ratio Rank of EMLP is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of EMLP is 9191
Sortino Ratio Rank
The Omega Ratio Rank of EMLP is 9292
Omega Ratio Rank
The Calmar Ratio Rank of EMLP is 9595
Calmar Ratio Rank
The Martin Ratio Rank of EMLP is 9292
Martin Ratio Rank

SWPPX
The Risk-Adjusted Performance Rank of SWPPX is 6161
Overall Rank
The Sharpe Ratio Rank of SWPPX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SWPPX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SWPPX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SWPPX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SWPPX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for EMLP, currently valued at 1.77, compared to the broader market-1.000.001.002.003.004.00
EMLP: 1.77
SWPPX: 0.54
The chart of Sortino ratio for EMLP, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.00
EMLP: 2.27
SWPPX: 0.88
The chart of Omega ratio for EMLP, currently valued at 1.34, compared to the broader market0.501.001.502.002.50
EMLP: 1.34
SWPPX: 1.13
The chart of Calmar ratio for EMLP, currently valued at 2.44, compared to the broader market0.002.004.006.008.0010.0012.00
EMLP: 2.44
SWPPX: 0.56
The chart of Martin ratio for EMLP, currently valued at 9.11, compared to the broader market0.0020.0040.0060.00
EMLP: 9.11
SWPPX: 2.29

The current EMLP Sharpe Ratio is 1.77, which is higher than the SWPPX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EMLP and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.77
0.54
EMLP
SWPPX

Dividends

EMLP vs. SWPPX - Dividend Comparison

EMLP's dividend yield for the trailing twelve months is around 3.22%, more than SWPPX's 1.30% yield.


TTM20242023202220212020201920182017201620152014
EMLP
First Trust North American Energy Infrastructure Fund
3.22%3.20%3.92%3.15%3.29%4.70%3.71%4.71%3.80%3.62%4.63%3.08%
SWPPX
Schwab S&P 500 Index Fund
1.30%1.23%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.94%
-9.86%
EMLP
SWPPX

Volatility

EMLP vs. SWPPX - Volatility Comparison

The current volatility for First Trust North American Energy Infrastructure Fund (EMLP) is 10.10%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 14.19%. This indicates that EMLP experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.10%
14.19%
EMLP
SWPPX