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MLOZX vs. VGENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLOZX vs. VGENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) and Vanguard Energy Fund Investor Shares (VGENX). The values are adjusted to include any dividend payments, if applicable.

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MLOZX vs. VGENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLOZX
Cohen & Steers MLP & Energy Opportunity Fund, Inc.
27.86%17.35%12.16%10.49%21.10%39.09%-26.70%12.62%-13.43%0.33%
VGENX
Vanguard Energy Fund Investor Shares
24.04%20.67%30.25%8.78%23.59%27.71%-30.85%13.23%-17.19%3.22%

Returns By Period

In the year-to-date period, MLOZX achieves a 27.86% return, which is significantly higher than VGENX's 24.04% return. Over the past 10 years, MLOZX has outperformed VGENX with an annualized return of 11.89%, while VGENX has yielded a comparatively lower 10.86% annualized 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%

VGENX

1D
0.58%
1M
4.50%
YTD
24.04%
6M
29.22%
1Y
35.84%
3Y*
28.98%
5Y*
24.71%
10Y*
10.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLOZX vs. VGENX - Expense Ratio Comparison

MLOZX has a 0.90% expense ratio, which is higher than VGENX's 0.41% expense ratio.


Return for Risk

MLOZX vs. VGENX — Risk / Return Rank

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

MLOZX
MLOZX Risk / Return Rank: 9595
Overall Rank
MLOZX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MLOZX Sortino Ratio Rank: 9595
Sortino Ratio Rank
MLOZX Omega Ratio Rank: 9595
Omega Ratio Rank
MLOZX Calmar Ratio Rank: 9494
Calmar Ratio Rank
MLOZX Martin Ratio Rank: 9595
Martin Ratio Rank

VGENX
VGENX Risk / Return Rank: 9595
Overall Rank
VGENX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VGENX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VGENX Omega Ratio Rank: 9494
Omega Ratio Rank
VGENX Calmar Ratio Rank: 9494
Calmar Ratio Rank
VGENX Martin Ratio Rank: 9696
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.

MLOZX vs. VGENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) and Vanguard Energy Fund Investor Shares (VGENX). 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.


MLOZXVGENXDifference

Sharpe ratio

Return per unit of total volatility

2.59

2.51

+0.08

Sortino ratio

Return per unit of downside risk

3.10

3.11

-0.01

Omega ratio

Gain probability vs. loss probability

1.51

1.49

+0.02

Calmar ratio

Return relative to maximum drawdown

3.05

3.03

+0.02

Martin ratio

Return relative to average drawdown

13.54

14.75

-1.21

MLOZX vs. VGENX - Sharpe Ratio Comparison

The current MLOZX Sharpe Ratio is 2.59, which is comparable to the VGENX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of MLOZX and VGENX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MLOZXVGENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

2.51

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

1.33

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.47

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.45

-0.18

Correlation

The correlation between MLOZX and VGENX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MLOZX vs. VGENX - Dividend Comparison

MLOZX's dividend yield for the trailing twelve months is around 1.09%, less than VGENX's 6.91% yield.


TTM20252024202320222021202020192018201720162015
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%
VGENX
Vanguard Energy Fund Investor Shares
6.91%4.71%33.96%6.83%4.63%3.63%4.46%3.30%2.96%2.96%1.84%2.63%

Drawdowns

MLOZX vs. VGENX - Drawdown Comparison

The maximum MLOZX drawdown since its inception was -72.01%, which is greater than VGENX's maximum drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for MLOZX and VGENX.


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Drawdown Indicators


MLOZXVGENXDifference

Max Drawdown

Largest peak-to-trough decline

-72.01%

-65.37%

-6.64%

Max Drawdown (1Y)

Largest decline over 1 year

-16.08%

-12.30%

-3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-19.72%

-1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-64.94%

-61.19%

-3.75%

Current Drawdown

Current decline from peak

-0.56%

0.00%

-0.56%

Average Drawdown

Average peak-to-trough decline

-20.92%

-14.99%

-5.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.53%

+1.09%

Volatility

MLOZX vs. VGENX - Volatility Comparison

Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) has a higher volatility of 4.54% compared to Vanguard Energy Fund Investor Shares (VGENX) at 3.80%. This indicates that MLOZX's price experiences larger fluctuations and is considered to be riskier than VGENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLOZXVGENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

3.80%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

8.61%

+2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

20.02%

14.82%

+5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.26%

18.64%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

23.26%

+0.91%