STLG vs. MLOZX

Last updated Aug 4, 2026

STLG (iShares Factors US Growth Style ETF) and MLOZX (Cohen & Steers MLP & Energy Opportunity Fund, Inc.) are both funds - STLG is a Large Cap Growth Equities fund tracking the Russell US Large Cap Factors Growth Style Index, while MLOZX is a Energy Equities fund managed by Cohen & Steers. Their 0.37 correlation means their historical movements had little consistent relationship. STLG charges 0.25%/yr vs 0.90%/yr for MLOZX.

Performance

STLG vs. MLOZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Factors US Growth Style ETF (STLG) and Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

STLG

• 1D: 1.62%
• 1M: 0.39%
• 6M: 15.63%
• YTD: 18.78%
• 1Y: 33.89%
• 3Y*: 30.65%
• 5Y*: 17.57%
• 10Y*: —
• ALL TIME*: 20.34%

MLOZX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
STLG iShares Factors US Growth Style ETF	$26.42M	$25.59M	$23.01M

STLG vs. MLOZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
STLG iShares Factors US Growth Style ETF	18.78%	21.49%	37.42%	42.86%	-26.75%	27.99%	26.51%
MLOZX Cohen & Steers MLP & Energy Opportunity Fund, Inc.	32.43%	17.35%	12.16%	10.49%	21.10%	39.09%	-27.88%

Correlation

The correlation between STLG and MLOZX 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.	0.32
Correlation (5Y) Shows whether the relationship held over a longer period.	0.39
Correlation (All Time) Calculated using the full available price history since Jan 16, 2020	0.37

The correlation between STLG and MLOZX shifts across timeframes, from 0.24 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

STLG vs. MLOZX — Risk / Return Rank

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

STLG

STLG Risk / Return Rank: 69
STLG Sharpe Ratio Rank: 72
STLG Sortino Ratio Rank: 68
STLG Omega Ratio Rank: 66
STLG Calmar Ratio Rank: 69
STLG Martin Ratio Rank: 71

MLOZX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

STLG vs. MLOZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX). 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.

	STLG	MLOZX	Difference
Sharpe ratio: Return per unit of total volatility	1.70	—	—
Sortino ratio: Return per unit of downside risk	2.31	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.49	—	—
Martin ratio: Return relative to average drawdown	9.05	—	—

Drawdowns

Drawdown Indicators

	STLG	MLOZX	Difference
Max Drawdown Largest peak-to-trough decline	-31.34%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-13.69%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.73%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.61%	—	—
Current Drawdown Current decline from peak	-2.79%	—	—
Average Drawdown Average peak-to-trough decline	-7.27%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.76%	—	—

Volatility

Volatility by Period

	STLG	MLOZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.74%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.01%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.36%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.92%	—	—

STLG vs. MLOZX - Expense Ratio Comparison

STLG has a 0.25% expense ratio, which is lower than MLOZX's 0.90% expense ratio.

Dividends

STLG vs. MLOZX - Dividend Comparison

STLG's dividend yield for the trailing twelve months is around 0.27%, less than MLOZX's 1.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MLOZX Cohen & Steers MLP & Energy Opportunity Fund, Inc.	1.45%	1.71%	10.24%	4.61%	3.66%	3.08%	6.57%	6.21%	4.44%	3.86%	3.72%	6.05%
STLG iShares Factors US Growth Style ETF	0.27%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STLG and MLOZX in my portfolio?

STLG and MLOZX 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.