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FSTEX vs. MLOZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTEX vs. MLOZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Energy Fund (FSTEX) and Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX). The values are adjusted to include any dividend payments, if applicable.

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FSTEX vs. MLOZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTEX
Invesco Energy Fund
37.73%12.31%6.00%0.28%52.85%55.99%-32.13%4.78%-26.82%-8.26%
MLOZX
Cohen & Steers MLP & Energy Opportunity Fund, Inc.
28.28%17.35%12.16%10.49%21.10%39.09%-26.70%12.62%-13.43%0.33%

Returns By Period

In the year-to-date period, FSTEX achieves a 37.73% return, which is significantly higher than MLOZX's 28.28% return. Over the past 10 years, FSTEX has underperformed MLOZX with an annualized return of 8.68%, while MLOZX has yielded a comparatively higher 11.92% annualized return.


FSTEX

1D
-0.81%
1M
10.37%
YTD
37.73%
6M
41.41%
1Y
41.72%
3Y*
19.74%
5Y*
24.88%
10Y*
8.68%

MLOZX

1D
0.32%
1M
5.97%
YTD
28.28%
6M
32.61%
1Y
50.15%
3Y*
22.84%
5Y*
21.07%
10Y*
11.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTEX vs. MLOZX - Expense Ratio Comparison

FSTEX has a 1.36% expense ratio, which is higher than MLOZX's 0.90% expense ratio.


Return for Risk

FSTEX vs. MLOZX — Risk / Return Rank

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

FSTEX
FSTEX Risk / Return Rank: 8585
Overall Rank
FSTEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FSTEX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FSTEX Omega Ratio Rank: 8383
Omega Ratio Rank
FSTEX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FSTEX Martin Ratio Rank: 7979
Martin Ratio Rank

MLOZX
MLOZX Risk / Return Rank: 9595
Overall Rank
MLOZX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MLOZX Sortino Ratio Rank: 9494
Sortino Ratio Rank
MLOZX Omega Ratio Rank: 9494
Omega Ratio Rank
MLOZX Calmar Ratio Rank: 9393
Calmar Ratio Rank
MLOZX Martin Ratio Rank: 9595
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.

FSTEX vs. MLOZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Energy Fund (FSTEX) and Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX). 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.


FSTEXMLOZXDifference

Sharpe ratio

Return per unit of total volatility

1.93

2.59

-0.66

Sortino ratio

Return per unit of downside risk

2.43

3.10

-0.67

Omega ratio

Gain probability vs. loss probability

1.35

1.51

-0.16

Calmar ratio

Return relative to maximum drawdown

2.30

3.14

-0.84

Martin ratio

Return relative to average drawdown

8.32

13.97

-5.64

FSTEX vs. MLOZX - Sharpe Ratio Comparison

The current FSTEX Sharpe Ratio is 1.93, which is comparable to the MLOZX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of FSTEX and MLOZX, 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


FSTEXMLOZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.59

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

1.16

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.50

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.27

0.00

Correlation

The correlation between FSTEX and MLOZX is 0.81, 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

FSTEX vs. MLOZX - Dividend Comparison

FSTEX's dividend yield for the trailing twelve months is around 1.61%, more than MLOZX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
FSTEX
Invesco Energy Fund
1.61%2.22%4.03%2.11%0.89%1.80%2.21%1.53%3.05%2.22%1.10%1.58%
MLOZX
Cohen & Steers MLP & Energy Opportunity Fund, Inc.
1.09%1.71%10.24%4.61%3.66%3.08%6.57%6.21%4.44%3.86%3.72%6.05%

Drawdowns

FSTEX vs. MLOZX - Drawdown Comparison

The maximum FSTEX drawdown since its inception was -83.31%, which is greater than MLOZX's maximum drawdown of -72.01%. Use the drawdown chart below to compare losses from any high point for FSTEX and MLOZX.


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Drawdown Indicators


FSTEXMLOZXDifference

Max Drawdown

Largest peak-to-trough decline

-83.31%

-72.01%

-11.30%

Max Drawdown (1Y)

Largest decline over 1 year

-18.57%

-16.08%

-2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-26.88%

-20.84%

-6.04%

Max Drawdown (10Y)

Largest decline over 10 years

-73.41%

-64.94%

-8.47%

Current Drawdown

Current decline from peak

-1.35%

-0.24%

-1.11%

Average Drawdown

Average peak-to-trough decline

-25.28%

-20.91%

-4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

3.62%

+1.51%

Volatility

FSTEX vs. MLOZX - Volatility Comparison

Invesco Energy Fund (FSTEX) and Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) have volatilities of 4.41% and 4.27%, 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.


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Volatility by Period


FSTEXMLOZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

4.27%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

10.97%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

22.26%

19.98%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.29%

18.26%

+7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.77%

24.16%

+5.61%