MLOZX vs. STLG
MLOZX (Cohen & Steers MLP & Energy Opportunity Fund, Inc.) and STLG (iShares Factors US Growth Style ETF) are both funds - MLOZX is a Energy Equities fund managed by Cohen & Steers, while STLG is a Large Cap Growth Equities fund tracking the Russell US Large Cap Factors Growth Style Index. Over the past 5 years, MLOZX returned 17.75%/yr vs 19.16%/yr for STLG. At a 0.38 correlation, their price movements are largely independent. MLOZX charges 0.90%/yr vs 0.25%/yr for STLG.
Performance
MLOZX vs. STLG - Performance Comparison
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Returns By Period
In the year-to-date period, MLOZX achieves a 32.43% return, which is significantly higher than STLG's 18.65% return.
MLOZX
- 1D
- 0.00%
- 1M
- -2.68%
- YTD
- 32.43%
- 6M
- 34.51%
- 1Y
- 47.80%
- 3Y*
- 23.88%
- 5Y*
- 17.75%
- 10Y*
- 10.43%
STLG
- 1D
- -1.63%
- 1M
- 5.19%
- YTD
- 18.65%
- 6M
- 20.08%
- 1Y
- 38.09%
- 3Y*
- 31.18%
- 5Y*
- 19.16%
- 10Y*
- —
MLOZX vs. STLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MLOZX Cohen & Steers MLP & Energy Opportunity Fund, Inc. | 32.43% | 17.35% | 12.16% | 10.49% | 21.10% | 39.09% | -27.88% |
STLG iShares Factors US Growth Style ETF | 18.65% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | 26.51% |
Correlation
The correlation between MLOZX and STLG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2020 | 0.38 |
The correlation between MLOZX and STLG shifts across timeframes, from 0.25 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MLOZX vs. STLG — Risk / Return Rank
MLOZX
STLG
MLOZX vs. STLG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) and iShares Factors US Growth Style ETF (STLG). 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.
| MLOZX | STLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.34 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 10.34 | 2.80 | +7.55 |
| Martin ratioReturn relative to average drawdown | 30.30 | 10.93 | +19.36 |
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Drawdowns
MLOZX vs. STLG - Drawdown Comparison
The maximum MLOZX drawdown since its inception was -72.01%, which is greater than STLG's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for MLOZX and STLG.
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Drawdown Indicators
| MLOZX | STLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.01% | -31.34% | -40.67% |
Max Drawdown (1Y)Largest decline over 1 year | -4.71% | -13.69% | +8.98% |
Max Drawdown (3Y)Largest decline over 3 years | -20.84% | -23.73% | +2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -30.61% | +9.77% |
Max Drawdown (10Y)Largest decline over 10 years | -64.94% | — | — |
Current DrawdownCurrent decline from peak | -3.19% | -2.89% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -20.59% | -7.34% | -13.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.50% | -1.90% |
Volatility
MLOZX vs. STLG - Volatility Comparison
The current volatility for Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) is 4.59%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 8.14%. This indicates that MLOZX experiences smaller price fluctuations and is considered to be less risky than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MLOZX | STLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 8.14% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 15.34% | -3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 19.02% | -4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.40% | 22.17% | -3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.10% | 23.97% | +0.13% |
MLOZX vs. STLG - Expense Ratio Comparison
MLOZX has a 0.90% expense ratio, which is higher than STLG's 0.25% expense ratio.
Dividends
MLOZX vs. STLG - Dividend Comparison
MLOZX's dividend yield for the trailing twelve months is around 1.84%, more than STLG's 0.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MLOZX Cohen & Steers MLP & Energy Opportunity Fund, Inc. | 1.84% | 1.71% | 10.24% | 4.61% | 3.66% | 3.08% | 6.57% | 6.21% | 4.44% | 3.86% | 3.72% | 6.05% |
STLG iShares Factors US Growth Style ETF | 0.27% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MLOZX and STLG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLG has higher volatility (8.14%) compared to MLOZX (4.59%). In terms of maximum drawdown, MLOZX dropped -72.01% vs STLG's -31.34%.
MLOZX currently has the higher Sharpe Ratio (3.33 vs 2.02), 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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