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MLPLX vs. NML
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLPLX vs. NML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco SteelPath MLP Alpha Plus Fund Class A (MLPLX) and Neuberger Berman MLP (NML). The values are adjusted to include any dividend payments, if applicable.

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MLPLX vs. NML - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPLX
Invesco SteelPath MLP Alpha Plus Fund Class A
24.85%4.36%47.10%25.02%38.31%55.18%-46.03%8.79%-21.09%-11.18%
NML
Neuberger Berman MLP
25.95%4.36%40.55%14.61%32.75%61.76%-45.84%10.60%-23.02%7.07%

Returns By Period

The year-to-date returns for both investments are quite close, with MLPLX having a 24.85% return and NML slightly higher at 25.95%. Over the past 10 years, MLPLX has underperformed NML with an annualized return of 12.01%, while NML has yielded a comparatively higher 12.90% annualized return.


MLPLX

1D
-0.68%
1M
4.13%
YTD
24.85%
6M
28.08%
1Y
19.00%
3Y*
32.02%
5Y*
33.16%
10Y*
12.01%

NML

1D
-0.19%
1M
3.44%
YTD
25.95%
6M
25.36%
1Y
26.49%
3Y*
27.91%
5Y*
28.84%
10Y*
12.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLPLX vs. NML - Expense Ratio Comparison

MLPLX has a 17.25% expense ratio, which is higher than NML's 2.72% expense ratio.


Return for Risk

MLPLX vs. NML — Risk / Return Rank

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

MLPLX
MLPLX Risk / Return Rank: 3333
Overall Rank
MLPLX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MLPLX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MLPLX Omega Ratio Rank: 3838
Omega Ratio Rank
MLPLX Calmar Ratio Rank: 3434
Calmar Ratio Rank
MLPLX Martin Ratio Rank: 2020
Martin Ratio Rank

NML
NML Risk / Return Rank: 6767
Overall Rank
NML Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NML Sortino Ratio Rank: 6464
Sortino Ratio Rank
NML Omega Ratio Rank: 6767
Omega Ratio Rank
NML Calmar Ratio Rank: 7373
Calmar Ratio Rank
NML Martin Ratio Rank: 5959
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.

MLPLX vs. NML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco SteelPath MLP Alpha Plus Fund Class A (MLPLX) and Neuberger Berman MLP (NML). 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.


MLPLXNMLDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.22

-0.36

Sortino ratio

Return per unit of downside risk

1.18

1.60

-0.42

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratio

Return relative to maximum drawdown

0.96

1.66

-0.70

Martin ratio

Return relative to average drawdown

2.19

5.64

-3.45

MLPLX vs. NML - Sharpe Ratio Comparison

The current MLPLX Sharpe Ratio is 0.86, which is comparable to the NML Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of MLPLX and NML, 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


MLPLXNMLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.22

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

1.21

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.37

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.08

+0.11

Correlation

The correlation between MLPLX and NML is 0.75, 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

MLPLX vs. NML - Dividend Comparison

MLPLX's dividend yield for the trailing twelve months is around 4.78%, less than NML's 6.67% yield.


TTM20252024202320222021202020192018201720162015
MLPLX
Invesco SteelPath MLP Alpha Plus Fund Class A
4.78%5.70%4.42%5.92%6.79%8.75%22.54%14.33%13.67%9.68%7.88%9.20%
NML
Neuberger Berman MLP
6.67%8.24%7.94%10.19%4.26%3.54%8.33%9.76%9.87%7.04%8.63%15.44%

Drawdowns

MLPLX vs. NML - Drawdown Comparison

The maximum MLPLX drawdown since its inception was -88.76%, roughly equal to the maximum NML drawdown of -90.48%. Use the drawdown chart below to compare losses from any high point for MLPLX and NML.


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Drawdown Indicators


MLPLXNMLDifference

Max Drawdown

Largest peak-to-trough decline

-88.76%

-90.48%

+1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-18.61%

-15.72%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-27.21%

-21.40%

-5.81%

Max Drawdown (10Y)

Largest decline over 10 years

-85.02%

-84.84%

-0.18%

Current Drawdown

Current decline from peak

-1.09%

-0.66%

-0.43%

Average Drawdown

Average peak-to-trough decline

-29.30%

-37.54%

+8.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.17%

4.62%

+3.55%

Volatility

MLPLX vs. NML - Volatility Comparison

Invesco SteelPath MLP Alpha Plus Fund Class A (MLPLX) and Neuberger Berman MLP (NML) have volatilities of 4.20% and 4.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPLXNMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.14%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

12.52%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

22.04%

21.79%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.38%

23.88%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.79%

35.35%

+0.44%