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PRNEX vs. TORIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRNEX vs. TORIX - Performance Comparison

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

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PRNEX vs. TORIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TORIX
Tortoise MLP & Pipeline Fund
22.82%4.94%42.91%14.18%22.20%40.84%-29.47%18.33%-15.14%-1.04%

Returns By Period

In the year-to-date period, PRNEX achieves a 19.15% return, which is significantly lower than TORIX's 22.82% return. Over the past 10 years, PRNEX has underperformed TORIX with an annualized return of 10.12%, while TORIX has yielded a comparatively higher 13.24% annualized return.


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%

TORIX

1D
-0.81%
1M
3.91%
YTD
22.82%
6M
22.35%
1Y
20.48%
3Y*
27.94%
5Y*
24.92%
10Y*
13.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRNEX vs. TORIX - Expense Ratio Comparison

PRNEX has a 0.56% expense ratio, which is lower than TORIX's 0.93% expense ratio.


Return for Risk

PRNEX vs. TORIX — Risk / Return Rank

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

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

TORIX
TORIX Risk / Return Rank: 5656
Overall Rank
TORIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TORIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
TORIX Omega Ratio Rank: 6363
Omega Ratio Rank
TORIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
TORIX Martin Ratio Rank: 3535
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.

PRNEX vs. TORIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Era Fund (PRNEX) and Tortoise MLP & Pipeline Fund (TORIX). 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.


PRNEXTORIXDifference

Sharpe ratio

Return per unit of total volatility

2.23

1.14

+1.09

Sortino ratio

Return per unit of downside risk

2.80

1.48

+1.32

Omega ratio

Gain probability vs. loss probability

1.45

1.24

+0.22

Calmar ratio

Return relative to maximum drawdown

2.67

1.37

+1.30

Martin ratio

Return relative to average drawdown

12.65

3.76

+8.89

PRNEX vs. TORIX - Sharpe Ratio Comparison

The current PRNEX Sharpe Ratio is 2.23, which is higher than the TORIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of PRNEX and TORIX, 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


PRNEXTORIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.14

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

1.28

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.53

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.43

-0.04

Correlation

The correlation between PRNEX and TORIX is 0.78, 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

PRNEX vs. TORIX - Dividend Comparison

PRNEX's dividend yield for the trailing twelve months is around 12.94%, more than TORIX's 4.14% yield.


TTM20252024202320222021202020192018201720162015
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%
TORIX
Tortoise MLP & Pipeline Fund
4.14%5.03%4.92%4.36%5.28%4.29%5.63%4.39%4.22%2.92%1.87%5.96%

Drawdowns

PRNEX vs. TORIX - Drawdown Comparison

The maximum PRNEX drawdown since its inception was -66.56%, roughly equal to the maximum TORIX drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for PRNEX and TORIX.


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Drawdown Indicators


PRNEXTORIXDifference

Max Drawdown

Largest peak-to-trough decline

-66.56%

-68.58%

+2.02%

Max Drawdown (1Y)

Largest decline over 1 year

-16.24%

-15.10%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-19.75%

-1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-49.64%

-63.04%

+13.40%

Current Drawdown

Current decline from peak

-2.25%

-0.89%

-1.36%

Average Drawdown

Average peak-to-trough decline

-16.35%

-14.96%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

5.50%

-2.08%

Volatility

PRNEX vs. TORIX - Volatility Comparison

T. Rowe Price New Era Fund (PRNEX) has a higher volatility of 5.01% compared to Tortoise MLP & Pipeline Fund (TORIX) at 4.14%. This indicates that PRNEX's price experiences larger fluctuations and is considered to be riskier than TORIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRNEXTORIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

4.14%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.38%

9.73%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

20.21%

18.37%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.82%

19.59%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.69%

24.99%

-4.30%