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IMLPX vs. MLPOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMLPX vs. MLPOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainGate MLP Fund (IMLPX) and Invesco SteelPath MLP Alpha Fund (MLPOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMLPX achieves a 23.80% return, which is significantly higher than MLPOX's 21.85% return. Both investments have delivered pretty close results over the past 10 years, with IMLPX having a 9.83% annualized return and MLPOX not far behind at 9.35%.


IMLPX

1D
0.25%
1M
3.28%
6M
15.71%
YTD
23.80%
1Y
24.31%
3Y*
21.80%
5Y*
23.56%
10Y*
9.83%
ALL TIME*
7.85%

MLPOX

1D
0.19%
1M
3.43%
6M
14.95%
YTD
21.85%
1Y
23.45%
3Y*
23.81%
5Y*
23.74%
10Y*
9.35%
ALL TIME*
7.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

IMLPX vs. MLPOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMLPX
MainGate MLP Fund
23.80%2.77%34.76%20.26%33.69%44.24%-27.81%7.14%-22.20%-7.92%
MLPOX
Invesco SteelPath MLP Alpha Fund
21.85%4.47%40.63%20.44%29.45%39.81%-30.40%6.71%-14.77%-6.96%

Correlation

The correlation between IMLPX and MLPOX is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.98

Correlation (3Y)
Balances recent behavior with more history.

0.97

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.98

Correlation (10Y)
Provides a long-term view across more market conditions.

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2011

0.96

The correlation between IMLPX and MLPOX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

IMLPX vs. MLPOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IMLPX
IMLPX Risk / Return Rank: 7373
Overall Rank
IMLPX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IMLPX Sortino Ratio Rank: 6969
Sortino Ratio Rank
IMLPX Omega Ratio Rank: 6464
Omega Ratio Rank
IMLPX Calmar Ratio Rank: 9292
Calmar Ratio Rank
IMLPX Martin Ratio Rank: 6565
Martin Ratio Rank

MLPOX
MLPOX Risk / Return Rank: 8181
Overall Rank
MLPOX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MLPOX Sortino Ratio Rank: 7878
Sortino Ratio Rank
MLPOX Omega Ratio Rank: 7575
Omega Ratio Rank
MLPOX Calmar Ratio Rank: 9393
Calmar Ratio Rank
MLPOX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IMLPX vs. MLPOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainGate MLP Fund (IMLPX) and Invesco SteelPath MLP Alpha Fund (MLPOX). 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.


IMLPXMLPOXDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.29

1.34

-0.04

Calmar ratioReturn relative to maximum drawdown

3.72

3.90

-0.18

Martin ratioReturn relative to average drawdown

8.46

9.38

-0.92

IMLPX vs. MLPOX - Sharpe Ratio Comparison

The current IMLPX Sharpe Ratio is 1.73, which is comparable to the MLPOX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of IMLPX and MLPOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IMLPX vs. MLPOX - Drawdown Comparison

The maximum IMLPX drawdown since its inception was -76.39%, roughly equal to the maximum MLPOX drawdown of -76.99%. Use the drawdown chart below to compare losses from any high point for IMLPX and MLPOX.


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Drawdown Indicators


IMLPXMLPOXDifference

Max Drawdown

Largest peak-to-trough decline

-76.39%

-76.99%

+0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-5.93%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-15.93%

-15.18%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-21.17%

-0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-72.19%

-72.41%

+0.22%

Current Drawdown

Current decline from peak

-2.53%

-1.47%

-1.06%

Average Drawdown

Average peak-to-trough decline

-17.54%

-16.29%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.46%

+0.38%

Volatility

IMLPX vs. MLPOX - Volatility Comparison

MainGate MLP Fund (IMLPX) has a higher volatility of 4.92% compared to Invesco SteelPath MLP Alpha Fund (MLPOX) at 3.90%. This indicates that IMLPX's price experiences larger fluctuations and is considered to be riskier than MLPOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMLPXMLPOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

3.90%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

9.22%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

11.73%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

19.05%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.44%

25.96%

+0.48%

IMLPX vs. MLPOX - Expense Ratio Comparison

IMLPX has a 1.44% expense ratio, which is higher than MLPOX's 1.29% expense ratio.


Dividends

IMLPX vs. MLPOX - Dividend Comparison

IMLPX's dividend yield for the trailing twelve months is around 4.53%, less than MLPOX's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
IMLPX
MainGate MLP Fund
4.53%4.55%4.22%5.04%5.75%7.22%11.02%9.83%9.65%6.98%6.02%7.01%
MLPOX
Invesco SteelPath MLP Alpha Fund
4.75%5.31%4.26%5.55%6.19%7.52%13.39%10.42%10.08%8.00%7.18%7.85%

Frequently Asked Questions


With a correlation of 0.98, IMLPX and MLPOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IMLPX has higher volatility (4.92%) compared to MLPOX (3.90%). In terms of maximum drawdown, IMLPX dropped -76.39% vs MLPOX's -76.99%.

MLPOX currently has the higher Sharpe Ratio (1.97 vs 1.73), 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.

Portfolio Optimizer

Find the right allocation for IMLPX and MLPOX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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