RSRFX vs. TMLPX
RSRFX (Reaves Infrastructure Fund) and TMLPX (Transamerica Energy Infrastructure) are both Infrastructure Equities funds. Over the past 10 years, RSRFX returned 5.99%/yr vs 9.58%/yr for TMLPX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. RSRFX charges 1.10%/yr vs 1.26%/yr for TMLPX.
Performance
RSRFX vs. TMLPX - Performance Comparison
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Returns By Period
In the year-to-date period, RSRFX achieves a 13.11% return, which is significantly lower than TMLPX's 25.04% return. Over the past 10 years, RSRFX has underperformed TMLPX with an annualized return of 5.99%, while TMLPX has yielded a comparatively higher 9.58% annualized return.
RSRFX
- 1D
- 2.27%
- 1M
- -4.64%
- 6M
- 8.11%
- YTD
- 13.11%
- 1Y
- 3.01%
- 3Y*
- 12.39%
- 5Y*
- 4.71%
- 10Y*
- 5.99%
- ALL TIME*
- 6.85%
TMLPX
- 1D
- 0.28%
- 1M
- 2.39%
- 6M
- 16.38%
- YTD
- 25.04%
- 1Y
- 26.43%
- 3Y*
- 22.38%
- 5Y*
- 16.43%
- 10Y*
- 9.58%
- ALL TIME*
- 5.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RSRFX vs. TMLPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSRFX Reaves Infrastructure Fund | 13.11% | 3.73% | 20.64% | 1.77% | -16.84% | 14.56% | 1.83% | 31.48% | -7.19% | 5.09% |
TMLPX Transamerica Energy Infrastructure | 25.04% | 3.87% | 38.51% | 5.07% | 9.12% | 23.54% | -11.25% | 15.66% | -15.29% | -0.19% |
Correlation
The correlation between RSRFX and TMLPX is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.59 |
Over the past year, the correlation between RSRFX and TMLPX has dropped to 0.27 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
RSRFX vs. TMLPX — Risk / Return Rank
RSRFX
TMLPX
RSRFX vs. TMLPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Reaves Infrastructure Fund (RSRFX) and Transamerica Energy Infrastructure (TMLPX). 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.
| RSRFX | TMLPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.32 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 3.83 | -3.69 |
| Martin ratioReturn relative to average drawdown | 0.36 | 9.70 | -9.34 |
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Drawdowns
RSRFX vs. TMLPX - Drawdown Comparison
The maximum RSRFX drawdown since its inception was -55.96%, smaller than the maximum TMLPX drawdown of -67.18%. Use the drawdown chart below to compare losses from any high point for RSRFX and TMLPX.
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Drawdown Indicators
| RSRFX | TMLPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.96% | -67.18% | +11.22% |
Max Drawdown (1Y)Largest decline over 1 year | -18.72% | -7.12% | -11.60% |
Max Drawdown (3Y)Largest decline over 3 years | -18.72% | -16.60% | -2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -27.35% | -16.60% | -10.75% |
Max Drawdown (10Y)Largest decline over 10 years | -36.32% | -55.61% | +19.29% |
Current DrawdownCurrent decline from peak | -9.85% | -3.43% | -6.42% |
Average DrawdownAverage peak-to-trough decline | -10.06% | -22.34% | +12.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.12% | 2.81% | +4.31% |
Volatility
RSRFX vs. TMLPX - Volatility Comparison
Reaves Infrastructure Fund (RSRFX) and Transamerica Energy Infrastructure (TMLPX) have volatilities of 5.42% and 5.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSRFX | TMLPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 5.43% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.84% | 11.66% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.45% | 14.34% | +7.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 17.25% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.80% | 21.79% | -3.99% |
RSRFX vs. TMLPX - Expense Ratio Comparison
RSRFX has a 1.10% expense ratio, which is lower than TMLPX's 1.26% expense ratio.
Dividends
RSRFX vs. TMLPX - Dividend Comparison
RSRFX's dividend yield for the trailing twelve months is around 0.46%, less than TMLPX's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSRFX Reaves Infrastructure Fund | 0.46% | 0.66% | 1.50% | 3.03% | 12.44% | 5.16% | 0.56% | 7.44% | 10.43% | 1.08% | 19.57% | 2.65% |
TMLPX Transamerica Energy Infrastructure | 3.81% | 4.33% | 3.71% | 7.34% | 4.83% | 4.33% | 6.09% | 5.65% | 6.10% | 5.51% | 3.95% | 5.58% |
Frequently Asked Questions
RSRFX and TMLPX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMLPX has higher volatility (5.43%) compared to RSRFX (5.42%). In terms of maximum drawdown, RSRFX dropped -55.96% vs TMLPX's -67.18%.
TMLPX currently has the higher Sharpe Ratio (1.90 vs 0.12), 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.
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