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TORIX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TORIX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tortoise MLP & Pipeline Fund (TORIX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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TORIX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TORIX
Tortoise MLP & Pipeline Fund
22.82%4.94%42.91%14.18%22.20%40.84%-29.47%18.33%-15.14%-1.04%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, TORIX achieves a 22.82% return, which is significantly higher than FXAIX's -7.05% return. Both investments have delivered pretty close results over the past 10 years, with TORIX having a 13.24% annualized return and FXAIX not far ahead at 13.75%.


TORIX

1D
-0.81%
1M
3.91%
YTD
22.82%
6M
22.35%
1Y
20.48%
3Y*
27.94%
5Y*
24.92%
10Y*
13.24%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TORIX vs. FXAIX - Expense Ratio Comparison

TORIX has a 0.93% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

TORIX vs. FXAIX — Risk / Return Rank

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

TORIX
TORIX Risk / Return Rank: 5656
Overall Rank
TORIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TORIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
TORIX Omega Ratio Rank: 6363
Omega Ratio Rank
TORIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
TORIX Martin Ratio Rank: 3535
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

TORIX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tortoise MLP & Pipeline Fund (TORIX) and Fidelity 500 Index Fund (FXAIX). 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.


TORIXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.84

+0.30

Sortino ratio

Return per unit of downside risk

1.48

1.30

+0.19

Omega ratio

Gain probability vs. loss probability

1.24

1.20

+0.04

Calmar ratio

Return relative to maximum drawdown

1.37

1.05

+0.31

Martin ratio

Return relative to average drawdown

3.76

5.13

-1.37

TORIX vs. FXAIX - Sharpe Ratio Comparison

The current TORIX Sharpe Ratio is 1.14, which is higher than the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of TORIX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TORIXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.84

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

0.68

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.77

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.75

-0.32

Correlation

The correlation between TORIX and FXAIX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TORIX vs. FXAIX - Dividend Comparison

TORIX's dividend yield for the trailing twelve months is around 4.14%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
TORIX
Tortoise MLP & Pipeline Fund
4.14%5.03%4.92%4.36%5.28%4.29%5.63%4.39%4.22%2.92%1.87%5.96%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

TORIX vs. FXAIX - Drawdown Comparison

The maximum TORIX drawdown since its inception was -68.58%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TORIX and FXAIX.


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Drawdown Indicators


TORIXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-68.58%

-33.79%

-34.79%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-12.13%

-2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-24.50%

+4.75%

Max Drawdown (10Y)

Largest decline over 10 years

-63.04%

-33.79%

-29.25%

Current Drawdown

Current decline from peak

-0.89%

-8.89%

+8.00%

Average Drawdown

Average peak-to-trough decline

-14.96%

-3.83%

-11.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

2.50%

+3.00%

Volatility

TORIX vs. FXAIX - Volatility Comparison

Tortoise MLP & Pipeline Fund (TORIX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.14% and 4.24%, 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


TORIXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

4.24%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

9.08%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

18.13%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.59%

16.88%

+2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

18.03%

+6.96%