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IEZ vs. TNGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEZ vs. TNGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Oil Equipment & Services ETF (IEZ) and Tortoise Energy Fund (TNGY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEZ achieves a 47.84% return, which is significantly higher than TNGY's 15.21% return.


IEZ

1D
0.03%
1M
-3.54%
YTD
47.84%
6M
42.02%
1Y
85.10%
3Y*
19.17%
5Y*
13.91%
10Y*
-0.13%

TNGY

1D
0.39%
1M
-3.15%
YTD
15.21%
6M
12.60%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEZ vs. TNGY - Yearly Performance Comparison


2026 (YTD)2025
IEZ
iShares U.S. Oil Equipment & Services ETF
47.84%17.22%
TNGY
Tortoise Energy Fund
15.21%1.81%

Correlation

The correlation between IEZ and TNGY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.49

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Return for Risk

IEZ vs. TNGY — Risk / Return Rank

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

IEZ
IEZ Risk / Return Rank: 8787
Overall Rank
IEZ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IEZ Sortino Ratio Rank: 8282
Sortino Ratio Rank
IEZ Omega Ratio Rank: 7777
Omega Ratio Rank
IEZ Calmar Ratio Rank: 9595
Calmar Ratio Rank
IEZ Martin Ratio Rank: 9292
Martin Ratio Rank

TNGY
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.

IEZ vs. TNGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Oil Equipment & Services ETF (IEZ) and Tortoise Energy Fund (TNGY). 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.


IEZTNGYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

8.29

Martin ratioReturn relative to average drawdown

22.60

IEZ vs. TNGY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IEZTNGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

1.15

-1.19

Drawdowns

IEZ vs. TNGY - Drawdown Comparison

The maximum IEZ drawdown since its inception was -92.52%, which is greater than TNGY's maximum drawdown of -8.86%. Use the drawdown chart below to compare losses from any high point for IEZ and TNGY.


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Drawdown Indicators


IEZTNGYDifference

Max Drawdown

Largest peak-to-trough decline

-92.52%

-8.86%

-83.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

Max Drawdown (3Y)

Largest decline over 3 years

-40.25%

Max Drawdown (5Y)

Largest decline over 5 years

-40.25%

Max Drawdown (10Y)

Largest decline over 10 years

-88.29%

Current Drawdown

Current decline from peak

-51.21%

-3.92%

-47.29%

Average Drawdown

Average peak-to-trough decline

-48.26%

-2.18%

-46.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

Volatility

IEZ vs. TNGY - Volatility Comparison


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Volatility by Period


IEZTNGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

Volatility (6M)

Calculated over the trailing 6-month period

20.11%

Volatility (1Y)

Calculated over the trailing 1-year period

28.62%

15.70%

+12.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.35%

15.70%

+20.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.56%

15.70%

+25.86%

IEZ vs. TNGY - Expense Ratio Comparison

IEZ has a 0.42% expense ratio, which is lower than TNGY's 0.85% expense ratio.


Dividends

IEZ vs. TNGY - Dividend Comparison

IEZ's dividend yield for the trailing twelve months is around 1.18%, less than TNGY's 3.41% yield.


PositionTTM20252024202320222021202020192018201720162015
IEZ
iShares U.S. Oil Equipment & Services ETF
1.18%1.87%1.76%0.97%0.65%1.20%2.07%2.28%1.81%3.42%0.91%2.40%
TNGY
Tortoise Energy Fund
3.41%2.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEZ and TNGY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEZ is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEZ is cheaper with a 0.42% expense ratio, compared with 0.85% for TNGY.

TNGY has the higher dividend yield at 3.41%, compared with 1.18% for IEZ.

They also come from different issuers: iShares and Tortoise Capital. Their fees differ too: 0.42% for IEZ and 0.85% for TNGY.

Portfolio Optimizer

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