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RMLPX vs. DPG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RMLPX vs. DPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Recurrent MLP & Infrastructure Fund (RMLPX) and Duff & Phelps Utility and Infrastructure Fund Inc (DPG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RMLPX achieves a 39.36% return, which is significantly higher than DPG's 17.91% return.


RMLPX

1D
0.60%
1M
7.98%
6M
27.09%
YTD
39.36%
1Y
45.90%
3Y*
28.04%
5Y*
27.53%
10Y*
ALL TIME*
14.04%

DPG

1D
-0.17%
1M
-0.78%
6M
11.10%
YTD
17.91%
1Y
24.29%
3Y*
22.48%
5Y*
9.39%
10Y*
7.88%
ALL TIME*
4.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$938.71K$864.48K$1.05M
$0.00$0.00$0.00

RMLPX vs. DPG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RMLPX
Recurrent MLP & Infrastructure Fund
39.36%8.98%30.03%16.79%35.03%42.56%-28.37%15.33%-15.93%
DPG
Duff & Phelps Utility and Infrastructure Fund Inc
17.91%16.33%38.22%-25.07%3.15%30.37%-8.91%40.68%-15.84%

Correlation

The correlation between RMLPX and DPG is 0.24, which is low. Their historical price movements had little consistent relationship.


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

0.24

Correlation (3Y)
Balances recent behavior with more history.

0.36

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.46

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2018

0.49

Over the past year, the correlation between RMLPX and DPG has dropped to 0.24 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

RMLPX vs. DPG — Risk / Return Rank

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

RMLPX
RMLPX Risk / Return Rank: 9292
Overall Rank
RMLPX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RMLPX Sortino Ratio Rank: 9090
Sortino Ratio Rank
RMLPX Omega Ratio Rank: 8686
Omega Ratio Rank
RMLPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RMLPX Martin Ratio Rank: 9191
Martin Ratio Rank

DPG
DPG Risk / Return Rank: 8484
Overall Rank
DPG Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DPG Sortino Ratio Rank: 8080
Sortino Ratio Rank
DPG Omega Ratio Rank: 7777
Omega Ratio Rank
DPG Calmar Ratio Rank: 9595
Calmar Ratio Rank
DPG Martin Ratio Rank: 8282
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.

RMLPX vs. DPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Recurrent MLP & Infrastructure Fund (RMLPX) and Duff & Phelps Utility and Infrastructure Fund Inc (DPG). 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.


RMLPXDPGDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.43

1.34

+0.09

Calmar ratioReturn relative to maximum drawdown

4.88

4.15

+0.73

Martin ratioReturn relative to average drawdown

13.01

10.04

+2.97

RMLPX vs. DPG - Sharpe Ratio Comparison

The current RMLPX Sharpe Ratio is 2.58, which is comparable to the DPG Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of RMLPX and DPG, 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

RMLPX vs. DPG - Drawdown Comparison

The maximum RMLPX drawdown since its inception was -66.95%, roughly equal to the maximum DPG drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for RMLPX and DPG.


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Drawdown Indicators


RMLPXDPGDifference

Max Drawdown

Largest peak-to-trough decline

-66.95%

-64.61%

-2.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-5.85%

-3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-16.94%

-1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-22.83%

-41.11%

+18.28%

Max Drawdown (10Y)

Largest decline over 10 years

-64.61%

Current Drawdown

Current decline from peak

-2.18%

-3.10%

+0.92%

Average Drawdown

Average peak-to-trough decline

-10.14%

-13.27%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

2.41%

+0.99%

Volatility

RMLPX vs. DPG - Volatility Comparison

Recurrent MLP & Infrastructure Fund (RMLPX) has a higher volatility of 6.09% compared to Duff & Phelps Utility and Infrastructure Fund Inc (DPG) at 2.92%. This indicates that RMLPX's price experiences larger fluctuations and is considered to be riskier than DPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMLPXDPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

2.92%

+3.17%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

9.72%

+4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

12.12%

+5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.25%

20.91%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.92%

28.88%

-0.96%

RMLPX vs. DPG - Expense Ratio Comparison

RMLPX has a 1.25% expense ratio, which is lower than DPG's 2.26% expense ratio.


Dividends

RMLPX vs. DPG - Dividend Comparison

RMLPX's dividend yield for the trailing twelve months is around 4.67%, less than DPG's 5.84% yield.


PositionTTM20252024202320222021202020192018201720162015
DPG
Duff & Phelps Utility and Infrastructure Fund Inc
5.84%6.61%7.19%12.21%10.36%9.70%11.48%9.21%11.81%9.02%9.03%9.50%
RMLPX
Recurrent MLP & Infrastructure Fund
4.67%6.38%7.63%6.49%7.08%8.89%13.48%7.25%5.85%0.00%0.00%0.00%

Frequently Asked Questions


RMLPX and DPG have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RMLPX has higher volatility (6.09%) compared to DPG (2.92%). In terms of maximum drawdown, RMLPX dropped -66.95% vs DPG's -64.61%.

RMLPX currently has the higher Sharpe Ratio (2.58 vs 2.00), 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 RMLPX and DPG

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