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MLPX vs. TYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLPX vs. TYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MLP & Energy Infrastructure ETF (MLPX) and Tortoise Energy Infrastructure Closed Fund (TYG). The values are adjusted to include any dividend payments, if applicable.

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MLPX vs. TYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPX
Global X MLP & Energy Infrastructure ETF
23.52%4.96%42.90%15.77%21.54%39.63%-20.32%19.04%-15.64%-4.53%
TYG
Tortoise Energy Infrastructure Closed Fund
25.59%8.46%60.18%-0.37%24.20%46.86%-70.31%1.79%-24.74%3.17%

Returns By Period

In the year-to-date period, MLPX achieves a 23.52% return, which is significantly lower than TYG's 25.59% return. Over the past 10 years, MLPX has outperformed TYG with an annualized return of 14.53%, while TYG has yielded a comparatively lower 2.35% annualized return.


MLPX

1D
-0.98%
1M
3.80%
YTD
23.52%
6M
20.89%
1Y
21.69%
3Y*
29.25%
5Y*
24.62%
10Y*
14.53%

TYG

1D
-0.24%
1M
1.04%
YTD
25.59%
6M
22.94%
1Y
29.72%
3Y*
31.98%
5Y*
25.76%
10Y*
2.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLPX vs. TYG - Expense Ratio Comparison

MLPX has a 0.45% expense ratio, which is lower than TYG's 2.90% expense ratio.


Return for Risk

MLPX vs. TYG — Risk / Return Rank

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

MLPX
MLPX Risk / Return Rank: 6262
Overall Rank
MLPX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MLPX Sortino Ratio Rank: 6262
Sortino Ratio Rank
MLPX Omega Ratio Rank: 6767
Omega Ratio Rank
MLPX Calmar Ratio Rank: 6161
Calmar Ratio Rank
MLPX Martin Ratio Rank: 5050
Martin Ratio Rank

TYG
TYG Risk / Return Rank: 7272
Overall Rank
TYG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TYG Sortino Ratio Rank: 7373
Sortino Ratio Rank
TYG Omega Ratio Rank: 7474
Omega Ratio Rank
TYG Calmar Ratio Rank: 6969
Calmar Ratio Rank
TYG Martin Ratio Rank: 7070
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.

MLPX vs. TYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MLP & Energy Infrastructure ETF (MLPX) and Tortoise Energy Infrastructure Closed Fund (TYG). 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.


MLPXTYGDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.33

-0.18

Sortino ratio

Return per unit of downside risk

1.51

1.78

-0.28

Omega ratio

Gain probability vs. loss probability

1.23

1.28

-0.04

Calmar ratio

Return relative to maximum drawdown

1.44

1.56

-0.11

Martin ratio

Return relative to average drawdown

4.48

6.61

-2.13

MLPX vs. TYG - Sharpe Ratio Comparison

The current MLPX Sharpe Ratio is 1.15, which is comparable to the TYG Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of MLPX and TYG, 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


MLPXTYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.33

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

1.09

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.05

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.11

+0.25

Correlation

The correlation between MLPX and TYG 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

MLPX vs. TYG - Dividend Comparison

MLPX's dividend yield for the trailing twelve months is around 4.06%, less than TYG's 9.89% yield.


TTM20252024202320222021202020192018201720162015
MLPX
Global X MLP & Energy Infrastructure ETF
4.06%4.88%4.30%5.22%5.23%5.98%8.32%5.78%5.77%4.36%5.50%4.81%
TYG
Tortoise Energy Infrastructure Closed Fund
9.89%11.25%7.96%9.87%8.94%5.27%10.85%14.61%13.17%9.01%8.54%13.95%

Drawdowns

MLPX vs. TYG - Drawdown Comparison

The maximum MLPX drawdown since its inception was -70.67%, smaller than the maximum TYG drawdown of -95.34%. Use the drawdown chart below to compare losses from any high point for MLPX and TYG.


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Drawdown Indicators


MLPXTYGDifference

Max Drawdown

Largest peak-to-trough decline

-70.67%

-95.34%

+24.67%

Max Drawdown (1Y)

Largest decline over 1 year

-14.92%

-18.76%

+3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-19.72%

-25.08%

+5.36%

Max Drawdown (10Y)

Largest decline over 10 years

-64.70%

-94.98%

+30.28%

Current Drawdown

Current decline from peak

-2.01%

-28.36%

+26.35%

Average Drawdown

Average peak-to-trough decline

-16.81%

-29.40%

+12.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

4.42%

+0.39%

Volatility

MLPX vs. TYG - Volatility Comparison

The current volatility for Global X MLP & Energy Infrastructure ETF (MLPX) is 3.63%, while Tortoise Energy Infrastructure Closed Fund (TYG) has a volatility of 7.81%. This indicates that MLPX experiences smaller price fluctuations and is considered to be less risky than TYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPXTYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

7.81%

-4.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

13.83%

-3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

22.42%

-3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.00%

23.76%

-3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.59%

51.23%

-24.64%