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MLPX vs. VCRM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPX vs. VCRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MLP & Energy Infrastructure ETF (MLPX) and Vanguard Core Tax-Exempt Bond ETF (VCRM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MLPX achieves a 26.75% return, which is significantly higher than VCRM's 1.09% return.


MLPX

1D
0.31%
1M
2.91%
6M
17.40%
YTD
26.75%
1Y
26.87%
3Y*
26.63%
5Y*
22.92%
10Y*
12.35%
ALL TIME*
9.35%

VCRM

1D
-0.02%
1M
-1.65%
6M
0.34%
YTD
1.09%
1Y
5.74%
3Y*
5Y*
10Y*
ALL TIME*
3.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$36.85M$35.99M$31.05M
$17.32M$17.04M$19.24M

MLPX vs. VCRM - Yearly Performance Comparison


2026 (YTD)20252024
MLPX
Global X MLP & Energy Infrastructure ETF
26.75%4.96%-3.25%
VCRM
Vanguard Core Tax-Exempt Bond ETF
1.09%4.91%-0.45%

Correlation

The correlation between MLPX and VCRM is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.23

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2024

-0.09

The correlation between MLPX and VCRM shifts across timeframes, from -0.23 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MLPX vs. VCRM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MLPX
MLPX Risk / Return Rank: 7474
Overall Rank
MLPX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MLPX Sortino Ratio Rank: 7676
Sortino Ratio Rank
MLPX Omega Ratio Rank: 7070
Omega Ratio Rank
MLPX Calmar Ratio Rank: 8585
Calmar Ratio Rank
MLPX Martin Ratio Rank: 6464
Martin Ratio Rank

VCRM
VCRM Risk / Return Rank: 8282
Overall Rank
VCRM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VCRM Sortino Ratio Rank: 8989
Sortino Ratio Rank
VCRM Omega Ratio Rank: 9393
Omega Ratio Rank
VCRM Calmar Ratio Rank: 7070
Calmar Ratio Rank
VCRM Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MLPX vs. VCRM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MLP & Energy Infrastructure ETF (MLPX) and Vanguard Core Tax-Exempt Bond ETF (VCRM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MLPXVCRMDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.29

1.47

-0.18

Calmar ratioReturn relative to maximum drawdown

3.27

2.43

+0.83

Martin ratioReturn relative to average drawdown

7.63

8.53

-0.90

MLPX vs. VCRM - Sharpe Ratio Comparison

The current MLPX Sharpe Ratio is 1.71, which is comparable to the VCRM Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of MLPX and VCRM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MLPX vs. VCRM - Drawdown Comparison

The maximum MLPX drawdown since its inception was -70.67%, which is greater than VCRM's maximum drawdown of -4.12%. Use the drawdown chart below to compare losses from any high point for MLPX and VCRM.


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Drawdown Indicators


MLPXVCRMDifference

Max Drawdown

Largest peak-to-trough decline

-70.67%

-4.12%

-66.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

-2.72%

-5.46%

Max Drawdown (3Y)

Largest decline over 3 years

-16.77%

Max Drawdown (5Y)

Largest decline over 5 years

-19.72%

Max Drawdown (10Y)

Largest decline over 10 years

-64.70%

Current Drawdown

Current decline from peak

-3.27%

-1.65%

-1.62%

Average Drawdown

Average peak-to-trough decline

-16.47%

-1.07%

-15.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

0.78%

+2.71%

Volatility

MLPX vs. VCRM - Volatility Comparison

Global X MLP & Energy Infrastructure ETF (MLPX) has a higher volatility of 5.46% compared to Vanguard Core Tax-Exempt Bond ETF (VCRM) at 1.04%. This indicates that MLPX's price experiences larger fluctuations and is considered to be riskier than VCRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPXVCRMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

1.04%

+4.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

2.39%

+10.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.68%

3.08%

+12.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

3.81%

+16.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.14%

3.81%

+22.33%

MLPX vs. VCRM - Expense Ratio Comparison

MLPX has a 0.45% expense ratio, which is higher than VCRM's 0.12% expense ratio.


Dividends

MLPX vs. VCRM - Dividend Comparison

MLPX's dividend yield for the trailing twelve months is around 4.05%, more than VCRM's 3.69% yield.


PositionTTM20252024202320222021202020192018201720162015
MLPX
Global X MLP & Energy Infrastructure ETF
4.05%4.88%4.30%5.22%5.23%5.98%8.32%5.78%5.77%4.36%5.50%4.81%
VCRM
Vanguard Core Tax-Exempt Bond ETF
3.41%3.42%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MLPX and VCRM have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPX has higher volatility (5.46%) compared to VCRM (1.04%). In terms of maximum drawdown, MLPX dropped -70.67% vs VCRM's -4.12%.

On 1-year performance, MLPX leads with 26.87% vs 5.74% for VCRM. On fees, VCRM is cheaper at 0.12% per year. On volatility, VCRM has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MLPX has performed better with a 26.87% return vs 5.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCRM is cheaper with a 0.12% expense ratio, compared with 0.45% for MLPX.

MLPX has the higher dividend yield at 4.05%, compared with 3.41% for VCRM.

MLPX is categorized as Infrastructure Equities, while VCRM is Municipal Bonds. MLPX tracks Solactive MLP & Energy Infrastructure Index, while VCRM tracks S&P Broad AMT-Free Municipal Bond Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.45% for MLPX and 0.12% for VCRM.

VCRM currently has the higher Sharpe Ratio (2.15 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MLPX and VCRM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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