PortfoliosLab logoPortfoliosLab logo
IFED vs. MLPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFED vs. MLPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS IFED Invest with the Fed TR Index ETN (IFED) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IFED vs. MLPR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IFED
ETRACS IFED Invest with the Fed TR Index ETN
-10.70%15.02%23.04%20.78%-1.46%8.46%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
24.29%9.83%31.57%35.87%41.04%2.13%

Returns By Period

In the year-to-date period, IFED achieves a -10.70% return, which is significantly lower than MLPR's 24.29% return.


IFED

1D
2.06%
1M
-5.98%
YTD
-10.70%
6M
-11.02%
1Y
5.41%
3Y*
14.83%
5Y*
10Y*

MLPR

1D
-1.21%
1M
1.32%
YTD
24.29%
6M
30.59%
1Y
15.78%
3Y*
32.28%
5Y*
32.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IFED vs. MLPR - Expense Ratio Comparison

IFED has a 0.45% expense ratio, which is lower than MLPR's 0.95% expense ratio.


Return for Risk

IFED vs. MLPR — Risk / Return Rank

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

IFED
IFED Risk / Return Rank: 2020
Overall Rank
IFED Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1919
Sortino Ratio Rank
IFED Omega Ratio Rank: 2020
Omega Ratio Rank
IFED Calmar Ratio Rank: 2020
Calmar Ratio Rank
IFED Martin Ratio Rank: 2121
Martin Ratio Rank

MLPR
MLPR Risk / Return Rank: 3030
Overall Rank
MLPR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 3131
Sortino Ratio Rank
MLPR Omega Ratio Rank: 3434
Omega Ratio Rank
MLPR Calmar Ratio Rank: 2828
Calmar Ratio Rank
MLPR Martin Ratio Rank: 2323
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.

IFED vs. MLPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS IFED Invest with the Fed TR Index ETN (IFED) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). 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.


IFEDMLPRDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.57

-0.28

Sortino ratio

Return per unit of downside risk

0.52

0.86

-0.35

Omega ratio

Gain probability vs. loss probability

1.07

1.13

-0.06

Calmar ratio

Return relative to maximum drawdown

0.39

0.62

-0.23

Martin ratio

Return relative to average drawdown

1.24

1.44

-0.20

IFED vs. MLPR - Sharpe Ratio Comparison

The current IFED Sharpe Ratio is 0.29, which is lower than the MLPR Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of IFED and MLPR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IFEDMLPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.57

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.93

-0.35

Correlation

The correlation between IFED and MLPR is 0.51, 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.


Dividends

IFED vs. MLPR - Dividend Comparison

IFED has not paid dividends to shareholders, while MLPR's dividend yield for the trailing twelve months is around 9.14%.


TTM202520242023202220212020
IFED
ETRACS IFED Invest with the Fed TR Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.14%10.85%9.57%10.08%7.49%10.69%4.21%

Drawdowns

IFED vs. MLPR - Drawdown Comparison

The maximum IFED drawdown since its inception was -22.36%, smaller than the maximum MLPR drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for IFED and MLPR.


Loading graphics...

Drawdown Indicators


IFEDMLPRDifference

Max Drawdown

Largest peak-to-trough decline

-22.36%

-48.98%

+26.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.65%

-24.45%

+9.80%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

Current Drawdown

Current decline from peak

-12.52%

-4.17%

-8.35%

Average Drawdown

Average peak-to-trough decline

-5.70%

-9.09%

+3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

10.53%

-5.89%

Volatility

IFED vs. MLPR - Volatility Comparison

ETRACS IFED Invest with the Fed TR Index ETN (IFED) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) have volatilities of 4.91% and 4.93%, 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.


Loading graphics...

Volatility by Period


IFEDMLPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

4.93%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

14.06%

-3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

28.04%

-9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

29.60%

-9.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

34.01%

-14.29%