STLG vs. MLOZX

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Factors US Growth Style ETF (STLG) and Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX).

STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020. MLOZX is managed by Cohen & Steers. It was launched on Dec 19, 2013.

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.

STLG vs. MLOZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
STLG iShares Factors US Growth Style ETF	-6.01%	21.49%	37.42%	42.86%	-26.75%	27.99%	26.51%
MLOZX Cohen & Steers MLP & Energy Opportunity Fund, Inc.	27.86%	17.35%	12.16%	10.49%	21.10%	39.09%	-28.35%

Returns By Period

In the year-to-date period, STLG achieves a -6.01% return, which is significantly lower than MLOZX's 27.86% return.

STLG

• 1D: 3.86%
• 1M: -5.81%
• YTD: -6.01%
• 6M: -2.39%
• 1Y: 25.79%
• 3Y*: 25.22%
• 5Y*: 15.18%
• 10Y*: —

MLOZX

• 1D: -0.56%
• 1M: 7.55%
• YTD: 27.86%
• 6M: 33.46%
• 1Y: 50.75%
• 3Y*: 22.70%
• 5Y*: 21.24%
• 10Y*: 11.89%

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

STLG vs. MLOZX - Expense Ratio Comparison

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

MLOZX

Cohen & Steers MLP & Energy Opportunity Fund, Inc.

STLG

iShares Factors US Growth Style ETF

Return for Risk

STLG vs. MLOZX — Risk / Return Rank

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

STLG

STLG Risk / Return Rank: 67
STLG Sharpe Ratio Rank: 62
STLG Sortino Ratio Rank: 66
STLG Omega Ratio Rank: 63
STLG Calmar Ratio Rank: 74
STLG Martin Ratio Rank: 70

MLOZX

MLOZX Risk / Return Rank: 95
MLOZX Sharpe Ratio Rank: 97
MLOZX Sortino Ratio Rank: 95
MLOZX Omega Ratio Rank: 95
MLOZX Calmar Ratio Rank: 94
MLOZX Martin Ratio Rank: 95

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.

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.

	STLG	MLOZX	Difference
Sharpe ratio Return per unit of total volatility	1.06	2.59	-1.53
Sortino ratio Return per unit of downside risk	1.62	3.10	-1.49
Omega ratio Gain probability vs. loss probability	1.23	1.51	-0.28
Calmar ratio Return relative to maximum drawdown	1.87	3.05	-1.17
Martin ratio Return relative to average drawdown	6.91	13.54	-6.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STLG vs. MLOZX - Sharpe Ratio Comparison

The current STLG Sharpe Ratio is 1.06, which is lower than the MLOZX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of STLG and MLOZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	STLG	MLOZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	2.59	-1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	1.17	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.27	+0.45

Correlation

The correlation between STLG and MLOZX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

STLG vs. MLOZX - Dividend Comparison

STLG's dividend yield for the trailing twelve months is around 0.32%, less than MLOZX's 1.09% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STLG iShares Factors US Growth Style ETF	0.32%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%	0.00%	0.00%	0.00%	0.00%	0.00%
MLOZX Cohen & Steers MLP & Energy Opportunity Fund, Inc.	1.09%	1.71%	10.24%	4.61%	3.66%	3.08%	6.57%	6.21%	4.44%	3.86%	3.72%	6.05%

Drawdowns

STLG vs. MLOZX - Drawdown Comparison

The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum MLOZX drawdown of -72.01%. Use the drawdown chart below to compare losses from any high point for STLG and MLOZX.

Drawdown Indicators

	STLG	MLOZX	Difference
Max Drawdown Largest peak-to-trough decline	-31.34%	-72.01%	+40.67%
Max Drawdown (1Y) Largest decline over 1 year	-13.69%	-16.08%	+2.39%
Max Drawdown (5Y) Largest decline over 5 years	-30.61%	-20.84%	-9.77%
Max Drawdown (10Y) Largest decline over 10 years	—	-64.94%	—
Current Drawdown Current decline from peak	-10.35%	-0.56%	-9.79%
Average Drawdown Average peak-to-trough decline	-7.53%	-20.92%	+13.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	3.62%	+0.09%

Volatility

STLG vs. MLOZX - Volatility Comparison

iShares Factors US Growth Style ETF (STLG) has a higher volatility of 7.52% compared to Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) at 4.54%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than MLOZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STLG	MLOZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.52%	4.54%	+2.98%
Volatility (6M) Calculated over the trailing 6-month period	14.44%	10.97%	+3.47%
Volatility (1Y) Calculated over the trailing 1-year period	24.39%	20.02%	+4.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.86%	18.26%	+3.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.02%	24.17%	-0.15%