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MLPZX vs. PRNEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLPZX vs. PRNEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco SteelPath MLP Income Fund (MLPZX) and T. Rowe Price New Era Fund (PRNEX). The values are adjusted to include any dividend payments, if applicable.

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MLPZX vs. PRNEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPZX
Invesco SteelPath MLP Income Fund
17.18%7.88%24.54%20.71%25.10%44.98%-25.49%14.50%-12.92%-8.42%
PRNEX
T. Rowe Price New Era Fund
19.15%26.94%4.41%1.02%7.14%25.35%-2.63%16.91%-16.23%10.57%

Returns By Period

In the year-to-date period, MLPZX achieves a 17.18% return, which is significantly lower than PRNEX's 19.15% return. Over the past 10 years, MLPZX has outperformed PRNEX with an annualized return of 12.32%, while PRNEX has yielded a comparatively lower 10.12% annualized return.


MLPZX

1D
-0.66%
1M
2.29%
YTD
17.18%
6M
20.40%
1Y
16.12%
3Y*
22.48%
5Y*
23.06%
10Y*
12.32%

PRNEX

1D
-1.11%
1M
-1.19%
YTD
19.15%
6M
31.26%
1Y
44.27%
3Y*
17.27%
5Y*
14.17%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLPZX vs. PRNEX - Expense Ratio Comparison

MLPZX has a 1.10% expense ratio, which is higher than PRNEX's 0.56% expense ratio.


Return for Risk

MLPZX vs. PRNEX — Risk / Return Rank

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

MLPZX
MLPZX Risk / Return Rank: 4444
Overall Rank
MLPZX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MLPZX Sortino Ratio Rank: 4545
Sortino Ratio Rank
MLPZX Omega Ratio Rank: 4949
Omega Ratio Rank
MLPZX Calmar Ratio Rank: 4242
Calmar Ratio Rank
MLPZX Martin Ratio Rank: 3030
Martin Ratio Rank

PRNEX
PRNEX Risk / Return Rank: 9393
Overall Rank
PRNEX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PRNEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PRNEX Omega Ratio Rank: 9393
Omega Ratio Rank
PRNEX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRNEX Martin Ratio Rank: 9494
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.

MLPZX vs. PRNEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco SteelPath MLP Income Fund (MLPZX) and T. Rowe Price New Era Fund (PRNEX). 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.


MLPZXPRNEXDifference

Sharpe ratio

Return per unit of total volatility

0.98

2.23

-1.24

Sortino ratio

Return per unit of downside risk

1.33

2.80

-1.47

Omega ratio

Gain probability vs. loss probability

1.20

1.45

-0.25

Calmar ratio

Return relative to maximum drawdown

1.08

2.67

-1.59

Martin ratio

Return relative to average drawdown

3.27

12.65

-9.38

MLPZX vs. PRNEX - Sharpe Ratio Comparison

The current MLPZX Sharpe Ratio is 0.98, which is lower than the PRNEX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of MLPZX and PRNEX, 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


MLPZXPRNEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

2.23

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

0.76

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.49

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.38

-0.06

Correlation

The correlation between MLPZX and PRNEX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MLPZX vs. PRNEX - Dividend Comparison

MLPZX's dividend yield for the trailing twelve months is around 6.06%, less than PRNEX's 12.94% yield.


TTM20252024202320222021202020192018201720162015
MLPZX
Invesco SteelPath MLP Income Fund
6.06%6.87%5.92%7.19%7.98%9.19%16.57%13.12%13.27%10.70%9.79%10.93%
PRNEX
T. Rowe Price New Era Fund
12.94%15.41%4.81%11.46%4.47%2.07%2.54%2.18%1.69%1.89%1.28%2.68%

Drawdowns

MLPZX vs. PRNEX - Drawdown Comparison

The maximum MLPZX drawdown since its inception was -77.56%, which is greater than PRNEX's maximum drawdown of -66.56%. Use the drawdown chart below to compare losses from any high point for MLPZX and PRNEX.


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Drawdown Indicators


MLPZXPRNEXDifference

Max Drawdown

Largest peak-to-trough decline

-77.56%

-66.56%

-11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-14.46%

-16.24%

+1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

-21.50%

+3.60%

Max Drawdown (10Y)

Largest decline over 10 years

-73.62%

-49.64%

-23.98%

Current Drawdown

Current decline from peak

-1.32%

-2.25%

+0.93%

Average Drawdown

Average peak-to-trough decline

-13.65%

-16.35%

+2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

3.42%

+1.36%

Volatility

MLPZX vs. PRNEX - Volatility Comparison

The current volatility for Invesco SteelPath MLP Income Fund (MLPZX) is 3.28%, while T. Rowe Price New Era Fund (PRNEX) has a volatility of 5.01%. This indicates that MLPZX experiences smaller price fluctuations and is considered to be less risky than PRNEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPZXPRNEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

5.01%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

12.38%

-4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

20.21%

-4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

18.82%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.03%

20.69%

+5.34%