MLOZX vs. STLG

Last updated Apr 1, 2026

Compare and contrast key facts about Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) and iShares Factors US Growth Style ETF (STLG).

MLOZX is managed by Cohen & Steers. It was launched on Dec 19, 2013. STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020.

Performance

MLOZX vs. STLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) and iShares Factors US Growth Style ETF (STLG). The values are adjusted to include any dividend payments, if applicable.

MLOZX vs. STLG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MLOZX Cohen & Steers MLP & Energy Opportunity Fund, Inc.	27.86%	17.35%	12.16%	10.49%	21.10%	39.09%	-28.35%
STLG iShares Factors US Growth Style ETF	-6.01%	21.49%	37.42%	42.86%	-26.75%	27.99%	26.51%

Returns By Period

In the year-to-date period, MLOZX achieves a 27.86% return, which is significantly higher than STLG's -6.01% return.

MLOZX

• 1D: -0.56%
• 1M: 7.55%
• YTD: 27.86%
• 6M: 33.46%
• 1Y: 50.75%
• 3Y*: 22.70%
• 5Y*: 21.24%
• 10Y*: 11.89%

STLG

• 1D: 3.86%
• 1M: -5.81%
• YTD: -6.01%
• 6M: -2.39%
• 1Y: 25.79%
• 3Y*: 25.22%
• 5Y*: 15.18%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MLOZX vs. STLG - Expense Ratio Comparison

MLOZX has a 0.90% expense ratio, which is higher than STLG's 0.25% expense ratio.

MLOZX

Cohen & Steers MLP & Energy Opportunity Fund, Inc.

STLG

iShares Factors US Growth Style ETF

Return for Risk

MLOZX vs. STLG — Risk / Return Rank

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

MLOZX

MLOZX Risk / Return Rank: 95
MLOZX Sharpe Ratio Rank: 97
MLOZX Sortino Ratio Rank: 95
MLOZX Omega Ratio Rank: 95
MLOZX Calmar Ratio Rank: 94
MLOZX Martin Ratio Rank: 95

STLG

STLG Risk / Return Rank: 67
STLG Sharpe Ratio Rank: 62
STLG Sortino Ratio Rank: 66
STLG Omega Ratio Rank: 63
STLG Calmar Ratio Rank: 74
STLG Martin Ratio Rank: 70

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.

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.

	MLOZX	STLG	Difference
Sharpe ratio Return per unit of total volatility	2.59	1.06	+1.53
Sortino ratio Return per unit of downside risk	3.10	1.62	+1.49
Omega ratio Gain probability vs. loss probability	1.51	1.23	+0.28
Calmar ratio Return relative to maximum drawdown	3.05	1.87	+1.17
Martin ratio Return relative to average drawdown	13.54	6.91	+6.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MLOZX vs. STLG - Sharpe Ratio Comparison

The current MLOZX Sharpe Ratio is 2.59, which is higher than the STLG Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of MLOZX and STLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MLOZX	STLG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.59	1.06	+1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.17	0.70	+0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.71	-0.45

Correlation

The correlation between MLOZX and STLG is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

MLOZX vs. STLG - Dividend Comparison

MLOZX's dividend yield for the trailing twelve months is around 1.09%, more than STLG's 0.32% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MLOZX Cohen & Steers MLP & Energy Opportunity Fund, Inc.	1.09%	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	0.32%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	MLOZX	STLG	Difference
Max Drawdown Largest peak-to-trough decline	-72.01%	-31.34%	-40.67%
Max Drawdown (1Y) Largest decline over 1 year	-16.08%	-13.69%	-2.39%
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 Drawdown Current decline from peak	-0.56%	-10.35%	+9.79%
Average Drawdown Average peak-to-trough decline	-20.92%	-7.53%	-13.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.62%	3.71%	-0.09%

Volatility

MLOZX vs. STLG - Volatility Comparison

The current volatility for Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) is 4.54%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 7.52%. 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.

Volatility by Period

	MLOZX	STLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.54%	7.52%	-2.98%
Volatility (6M) Calculated over the trailing 6-month period	10.97%	14.44%	-3.47%
Volatility (1Y) Calculated over the trailing 1-year period	20.02%	24.39%	-4.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.26%	21.86%	-3.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.17%	24.02%	+0.15%