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MLPFX vs. EMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLPFX vs. EMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco SteelPath MLP Select 40 Fund Class A (MLPFX) and ClearBridge Energy Midstream Opportunity Fund (EMO). The values are adjusted to include any dividend payments, if applicable.

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MLPFX vs. EMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPFX
Invesco SteelPath MLP Select 40 Fund Class A
20.14%8.22%29.99%22.47%21.84%39.44%-25.43%6.90%-9.63%-4.02%
EMO
ClearBridge Energy Midstream Opportunity Fund
20.88%7.38%44.45%31.76%40.13%74.70%-64.47%19.60%-25.73%0.07%

Returns By Period

The year-to-date returns for both investments are quite close, with MLPFX having a 20.14% return and EMO slightly higher at 20.88%. Over the past 10 years, MLPFX has outperformed EMO with an annualized return of 11.36%, while EMO has yielded a comparatively lower 9.52% annualized return.


MLPFX

1D
-0.93%
1M
2.56%
YTD
20.14%
6M
22.49%
1Y
19.91%
3Y*
26.35%
5Y*
24.42%
10Y*
11.36%

EMO

1D
-0.92%
1M
2.78%
YTD
20.88%
6M
23.15%
1Y
19.30%
3Y*
34.99%
5Y*
33.19%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLPFX vs. EMO - Expense Ratio Comparison

MLPFX has a 10.29% expense ratio, which is lower than EMO's 13.90% expense ratio.


Return for Risk

MLPFX vs. EMO — Risk / Return Rank

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

MLPFX
MLPFX Risk / Return Rank: 5454
Overall Rank
MLPFX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MLPFX Sortino Ratio Rank: 5656
Sortino Ratio Rank
MLPFX Omega Ratio Rank: 6060
Omega Ratio Rank
MLPFX Calmar Ratio Rank: 5353
Calmar Ratio Rank
MLPFX Martin Ratio Rank: 3636
Martin Ratio Rank

EMO
EMO Risk / Return Rank: 4242
Overall Rank
EMO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EMO Sortino Ratio Rank: 4343
Sortino Ratio Rank
EMO Omega Ratio Rank: 4848
Omega Ratio Rank
EMO Calmar Ratio Rank: 4242
Calmar Ratio Rank
EMO Martin Ratio Rank: 3030
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.

MLPFX vs. EMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco SteelPath MLP Select 40 Fund Class A (MLPFX) and ClearBridge Energy Midstream Opportunity Fund (EMO). 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.


MLPFXEMODifference

Sharpe ratio

Return per unit of total volatility

1.17

0.91

+0.27

Sortino ratio

Return per unit of downside risk

1.53

1.28

+0.25

Omega ratio

Gain probability vs. loss probability

1.24

1.20

+0.04

Calmar ratio

Return relative to maximum drawdown

1.31

1.07

+0.24

Martin ratio

Return relative to average drawdown

3.91

3.23

+0.69

MLPFX vs. EMO - Sharpe Ratio Comparison

The current MLPFX Sharpe Ratio is 1.17, which is comparable to the EMO Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of MLPFX and EMO, 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


MLPFXEMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.91

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.37

1.25

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.23

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.12

+0.26

Correlation

The correlation between MLPFX and EMO is 0.79, 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

MLPFX vs. EMO - Dividend Comparison

MLPFX's dividend yield for the trailing twelve months is around 5.25%, less than EMO's 8.11% yield.


TTM20252024202320222021202020192018201720162015
MLPFX
Invesco SteelPath MLP Select 40 Fund Class A
5.25%6.11%5.29%6.54%7.34%8.29%13.36%10.42%10.09%8.35%7.41%7.84%
EMO
ClearBridge Energy Midstream Opportunity Fund
8.11%9.41%7.16%6.79%6.71%6.71%15.82%10.94%16.39%10.85%9.76%11.88%

Drawdowns

MLPFX vs. EMO - Drawdown Comparison

The maximum MLPFX drawdown since its inception was -76.01%, smaller than the maximum EMO drawdown of -95.06%. Use the drawdown chart below to compare losses from any high point for MLPFX and EMO.


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Drawdown Indicators


MLPFXEMODifference

Max Drawdown

Largest peak-to-trough decline

-76.01%

-95.06%

+19.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.55%

-18.81%

+4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-18.81%

-28.59%

+9.78%

Max Drawdown (10Y)

Largest decline over 10 years

-72.18%

-93.02%

+20.84%

Current Drawdown

Current decline from peak

-1.39%

-2.55%

+1.16%

Average Drawdown

Average peak-to-trough decline

-13.20%

-32.27%

+19.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

6.22%

-1.36%

Volatility

MLPFX vs. EMO - Volatility Comparison

The current volatility for Invesco SteelPath MLP Select 40 Fund Class A (MLPFX) is 3.71%, while ClearBridge Energy Midstream Opportunity Fund (EMO) has a volatility of 4.63%. This indicates that MLPFX experiences smaller price fluctuations and is considered to be less risky than EMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPFXEMODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

4.63%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

11.12%

-2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

21.39%

-4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

26.78%

-8.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

41.41%

-16.33%