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TNGY vs. IEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TNGY vs. IEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tortoise Energy Fund (TNGY) and iShares U.S. Oil & Gas Exploration & Production ETF (IEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TNGY achieves a 15.21% return, which is significantly lower than IEO's 34.59% return.


TNGY

1D
0.39%
1M
-3.15%
YTD
15.21%
6M
12.60%
1Y
3Y*
5Y*
10Y*

IEO

1D
1.66%
1M
-3.23%
YTD
34.59%
6M
26.42%
1Y
40.11%
3Y*
16.01%
5Y*
18.96%
10Y*
10.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TNGY vs. IEO - Yearly Performance Comparison


Correlation

The correlation between TNGY and IEO is 0.69, 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

0.69

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Return for Risk

TNGY vs. IEO — Risk / Return Rank

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

TNGY

IEO
IEO Risk / Return Rank: 4545
Overall Rank
IEO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IEO Sortino Ratio Rank: 4141
Sortino Ratio Rank
IEO Omega Ratio Rank: 4040
Omega Ratio Rank
IEO Calmar Ratio Rank: 5656
Calmar Ratio Rank
IEO Martin Ratio Rank: 4545
Martin Ratio Rank
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.

TNGY vs. IEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tortoise Energy Fund (TNGY) and iShares U.S. Oil & Gas Exploration & Production ETF (IEO). 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.


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

TNGY vs. IEO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TNGYIEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.17

+0.99

Drawdowns

TNGY vs. IEO - Drawdown Comparison

The maximum TNGY drawdown since its inception was -8.86%, smaller than the maximum IEO drawdown of -79.17%. Use the drawdown chart below to compare losses from any high point for TNGY and IEO.


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Drawdown Indicators


TNGYIEODifference

Max Drawdown

Largest peak-to-trough decline

-8.86%

-79.17%

+70.31%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

Max Drawdown (3Y)

Largest decline over 3 years

-31.46%

Max Drawdown (5Y)

Largest decline over 5 years

-31.46%

Max Drawdown (10Y)

Largest decline over 10 years

-75.00%

Current Drawdown

Current decline from peak

-3.92%

-7.30%

+3.38%

Average Drawdown

Average peak-to-trough decline

-2.18%

-26.27%

+24.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.28%

Volatility

TNGY vs. IEO - Volatility Comparison


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Volatility by Period


TNGYIEODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.32%

Volatility (6M)

Calculated over the trailing 6-month period

19.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.70%

25.15%

-9.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.70%

30.54%

-14.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

35.00%

-19.30%

TNGY vs. IEO - Expense Ratio Comparison

TNGY has a 0.85% expense ratio, which is higher than IEO's 0.42% expense ratio.


Dividends

TNGY vs. IEO - Dividend Comparison

TNGY's dividend yield for the trailing twelve months is around 3.41%, more than IEO's 1.97% yield.


PositionTTM20252024202320222021202020192018201720162015
IEO
iShares U.S. Oil & Gas Exploration & Production ETF
1.97%2.61%2.63%3.00%3.77%2.62%3.17%1.85%1.67%0.94%0.98%2.03%
TNGY
Tortoise Energy Fund
3.41%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


TNGY and IEO have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEO is cheaper with a 0.42% expense ratio, compared with 0.85% for TNGY.

TNGY has the higher dividend yield at 3.41%, compared with 1.97% for IEO.

They also come from different issuers: Tortoise Capital and iShares. Their fees differ too: 0.85% for TNGY and 0.42% for IEO.

Portfolio Optimizer

Find the right allocation for TNGY and IEO

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