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IGE vs. TNGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGE vs. TNGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares North American Natural Resources ETF (IGE) 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, IGE achieves a 22.98% return, which is significantly higher than TNGY's 15.21% return.


IGE

1D
-0.15%
1M
-0.36%
YTD
22.98%
6M
23.36%
1Y
43.74%
3Y*
20.25%
5Y*
17.22%
10Y*
9.79%

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)

IGE vs. TNGY - Yearly Performance Comparison


2026 (YTD)2025
IGE
iShares North American Natural Resources ETF
22.98%12.62%
TNGY
Tortoise Energy Fund
15.21%1.81%

Correlation

The correlation between IGE and TNGY is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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Return for Risk

IGE vs. TNGY — Risk / Return Rank

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

IGE
IGE Risk / Return Rank: 8484
Overall Rank
IGE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IGE Sortino Ratio Rank: 8080
Sortino Ratio Rank
IGE Omega Ratio Rank: 7575
Omega Ratio Rank
IGE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IGE Martin Ratio Rank: 8888
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.

IGE vs. TNGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares North American Natural Resources ETF (IGE) 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.


IGETNGYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

7.93

Martin ratioReturn relative to average drawdown

19.51

IGE vs. TNGY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IGETNGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.15

-0.85

Drawdowns

IGE vs. TNGY - Drawdown Comparison

The maximum IGE drawdown since its inception was -67.55%, which is greater than TNGY's maximum drawdown of -8.86%. Use the drawdown chart below to compare losses from any high point for IGE and TNGY.


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Drawdown Indicators


IGETNGYDifference

Max Drawdown

Largest peak-to-trough decline

-67.55%

-8.86%

-58.69%

Max Drawdown (1Y)

Largest decline over 1 year

-5.54%

Max Drawdown (3Y)

Largest decline over 3 years

-19.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.72%

Max Drawdown (10Y)

Largest decline over 10 years

-60.57%

Current Drawdown

Current decline from peak

-2.86%

-3.92%

+1.06%

Average Drawdown

Average peak-to-trough decline

-18.90%

-2.18%

-16.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

Volatility

IGE vs. TNGY - Volatility Comparison


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Volatility by Period


IGETNGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

15.70%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

15.70%

+6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.94%

15.70%

+9.24%

IGE vs. TNGY - Expense Ratio Comparison

IGE has a 0.39% expense ratio, which is lower than TNGY's 0.85% expense ratio.


Dividends

IGE vs. TNGY - Dividend Comparison

IGE's dividend yield for the trailing twelve months is around 1.89%, less than TNGY's 3.41% yield.


PositionTTM20252024202320222021202020192018201720162015
IGE
iShares North American Natural Resources ETF
1.89%2.32%2.54%2.85%2.96%2.92%3.34%5.55%2.68%2.11%1.66%3.08%
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


IGE and TNGY have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGE is cheaper with a 0.39% expense ratio, compared with 0.85% for TNGY.

TNGY has the higher dividend yield at 3.41%, compared with 1.89% for IGE.

They also come from different issuers: iShares and Tortoise Capital. Their fees differ too: 0.39% for IGE and 0.85% for TNGY.

Portfolio Optimizer

Find the right allocation for IGE and TNGY

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