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PSCE vs. TNGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSCE vs. TNGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Energy ETF (PSCE) and Tortoise Energy Fund (TNGY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSCE achieves a 43.61% return, which is significantly higher than TNGY's 14.98% return.


PSCE

1D
0.90%
1M
-4.11%
YTD
43.61%
6M
35.01%
1Y
66.01%
3Y*
13.95%
5Y*
10.97%
10Y*
-1.93%

TNGY

1D
-0.19%
1M
-3.25%
YTD
14.98%
6M
11.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSCE vs. TNGY - Yearly Performance Comparison


2026 (YTD)2025
PSCE
Invesco S&P SmallCap Energy ETF
43.61%6.05%
TNGY
Tortoise Energy Fund
14.98%1.81%

Correlation

The correlation between PSCE and TNGY is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.61

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Return for Risk

PSCE vs. TNGY — Risk / Return Rank

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

PSCE
PSCE Risk / Return Rank: 7878
Overall Rank
PSCE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PSCE Sortino Ratio Rank: 6868
Sortino Ratio Rank
PSCE Omega Ratio Rank: 6464
Omega Ratio Rank
PSCE Calmar Ratio Rank: 9494
Calmar Ratio Rank
PSCE Martin Ratio Rank: 8585
Martin Ratio Rank

TNGY
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.

PSCE vs. TNGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Energy ETF (PSCE) and Tortoise Energy Fund (TNGY). 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.


PSCETNGYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

7.05

Martin ratioReturn relative to average drawdown

17.65

PSCE vs. TNGY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PSCETNGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

1.14

-1.22

Drawdowns

PSCE vs. TNGY - Drawdown Comparison

The maximum PSCE drawdown since its inception was -96.21%, which is greater than TNGY's maximum drawdown of -8.86%. Use the drawdown chart below to compare losses from any high point for PSCE and TNGY.


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Drawdown Indicators


PSCETNGYDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-8.86%

-87.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

Max Drawdown (3Y)

Largest decline over 3 years

-44.57%

Max Drawdown (5Y)

Largest decline over 5 years

-45.42%

Max Drawdown (10Y)

Largest decline over 10 years

-90.70%

Current Drawdown

Current decline from peak

-74.48%

-4.10%

-70.38%

Average Drawdown

Average peak-to-trough decline

-58.84%

-2.18%

-56.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

Volatility

PSCE vs. TNGY - Volatility Comparison


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Volatility by Period


PSCETNGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

Volatility (6M)

Calculated over the trailing 6-month period

18.55%

Volatility (1Y)

Calculated over the trailing 1-year period

26.82%

15.67%

+11.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.44%

15.67%

+21.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.25%

15.67%

+27.58%

PSCE vs. TNGY - Expense Ratio Comparison

PSCE has a 0.29% expense ratio, which is lower than TNGY's 0.85% expense ratio.


Dividends

PSCE vs. TNGY - Dividend Comparison

PSCE's dividend yield for the trailing twelve months is around 1.82%, less than TNGY's 3.42% yield.


PositionTTM20252024202320222021202020192018201720162015
PSCE
Invesco S&P SmallCap Energy ETF
1.82%2.39%1.70%2.57%1.70%0.46%0.87%0.14%0.22%0.04%0.22%0.82%
TNGY
Tortoise Energy Fund
3.42%2.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PSCE and TNGY have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PSCE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PSCE is cheaper with a 0.29% expense ratio, compared with 0.85% for TNGY.

TNGY has the higher dividend yield at 3.42%, compared with 1.82% for PSCE.

They also come from different issuers: Invesco and Tortoise Capital. Their fees differ too: 0.29% for PSCE and 0.85% for TNGY.

Portfolio Optimizer

Find the right allocation for PSCE and TNGY

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