FSTEX vs. TMLPX
FSTEX (Invesco Energy Fund) and TMLPX (Transamerica Energy Infrastructure) are both Energy Equities funds. Over the past 10 years, FSTEX returned 6.17%/yr vs 9.45%/yr for TMLPX. A 0.77 correlation means they provide meaningful diversification when combined. FSTEX charges 1.36%/yr vs 1.26%/yr for TMLPX.
Performance
FSTEX vs. TMLPX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FSTEX having a 21.72% return and TMLPX slightly lower at 21.52%. Over the past 10 years, FSTEX has underperformed TMLPX with an annualized return of 6.17%, while TMLPX has yielded a comparatively higher 9.45% annualized return.
FSTEX
- 1D
- 0.21%
- 1M
- -9.24%
- YTD
- 21.72%
- 6M
- 22.82%
- 1Y
- 30.68%
- 3Y*
- 17.02%
- 5Y*
- 19.25%
- 10Y*
- 6.17%
TMLPX
- 1D
- 0.38%
- 1M
- -4.63%
- YTD
- 21.52%
- 6M
- 21.94%
- 1Y
- 23.44%
- 3Y*
- 23.95%
- 5Y*
- 15.32%
- 10Y*
- 9.45%
FSTEX vs. TMLPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSTEX Invesco Energy Fund | 21.72% | 12.31% | 6.00% | 0.28% | 52.85% | 55.99% | -32.13% | 4.78% | -26.82% | -8.26% |
TMLPX Transamerica Energy Infrastructure | 21.52% | 3.87% | 38.51% | 5.07% | 9.12% | 23.54% | -11.25% | 15.66% | -15.29% | -0.19% |
Correlation
The correlation between FSTEX and TMLPX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.77 |
The correlation between FSTEX and TMLPX shifts across timeframes, from 0.61 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FSTEX vs. TMLPX — Risk / Return Rank
FSTEX
TMLPX
FSTEX vs. TMLPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Energy Fund (FSTEX) and Transamerica Energy Infrastructure (TMLPX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSTEX | TMLPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 3.48 | -1.40 |
| Martin ratioReturn relative to average drawdown | 7.60 | 9.01 | -1.41 |
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Drawdowns
FSTEX vs. TMLPX - Drawdown Comparison
The maximum FSTEX drawdown since its inception was -83.31%, which is greater than TMLPX's maximum drawdown of -67.18%. Use the drawdown chart below to compare losses from any high point for FSTEX and TMLPX.
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Drawdown Indicators
| FSTEX | TMLPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.31% | -67.18% | -16.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.09% | -7.12% | -6.97% |
Max Drawdown (3Y)Largest decline over 3 years | -18.58% | -16.60% | -1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -26.88% | -16.60% | -10.28% |
Max Drawdown (10Y)Largest decline over 10 years | -73.41% | -55.61% | -17.80% |
Current DrawdownCurrent decline from peak | -12.82% | -5.23% | -7.59% |
Average DrawdownAverage peak-to-trough decline | -25.17% | -22.50% | -2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.90% | 2.75% | +1.15% |
Volatility
FSTEX vs. TMLPX - Volatility Comparison
Invesco Energy Fund (FSTEX) has a higher volatility of 7.06% compared to Transamerica Energy Infrastructure (TMLPX) at 5.23%. This indicates that FSTEX's price experiences larger fluctuations and is considered to be riskier than TMLPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSTEX | TMLPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 5.23% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 15.96% | 10.75% | +5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 14.03% | +5.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.14% | 17.20% | +7.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.66% | 21.78% | +7.88% |
FSTEX vs. TMLPX - Expense Ratio Comparison
FSTEX has a 1.36% expense ratio, which is higher than TMLPX's 1.26% expense ratio.
Dividends
FSTEX vs. TMLPX - Dividend Comparison
FSTEX's dividend yield for the trailing twelve months is around 1.82%, less than TMLPX's 2.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTEX Invesco Energy Fund | 1.82% | 2.22% | 4.03% | 2.11% | 0.89% | 1.80% | 2.21% | 1.53% | 3.05% | 2.22% | 1.10% | 1.58% |
TMLPX Transamerica Energy Infrastructure | 2.83% | 4.33% | 3.71% | 7.34% | 4.83% | 4.33% | 6.09% | 5.65% | 6.10% | 5.51% | 3.95% | 5.58% |
Frequently Asked Questions
FSTEX and TMLPX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSTEX has higher volatility (7.06%) compared to TMLPX (5.23%). In terms of maximum drawdown, FSTEX dropped -83.31% vs TMLPX's -67.18%.
TMLPX currently has the higher Sharpe Ratio (1.77 vs 1.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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