PortfoliosLab logoPortfoliosLab logo
TORIX vs. MLPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TORIX vs. MLPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tortoise MLP & Pipeline Fund (TORIX) and Global X MLP & Energy Infrastructure ETF (MLPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TORIX vs. MLPX - 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%
MLPX
Global X MLP & Energy Infrastructure ETF
23.52%4.96%42.90%15.77%21.54%39.63%-20.32%19.04%-15.64%-4.53%

Returns By Period

The year-to-date returns for both investments are quite close, with TORIX having a 22.82% return and MLPX slightly higher at 23.52%. Over the past 10 years, TORIX has underperformed MLPX with an annualized return of 13.24%, while MLPX has yielded a comparatively higher 14.53% annualized return.


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%

MLPX

1D
-0.98%
1M
3.80%
YTD
23.52%
6M
20.89%
1Y
21.69%
3Y*
29.25%
5Y*
24.62%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TORIX vs. MLPX - Expense Ratio Comparison

TORIX has a 0.93% expense ratio, which is higher than MLPX's 0.45% expense ratio.


Return for Risk

TORIX vs. MLPX — 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

MLPX
MLPX Risk / Return Rank: 6262
Overall Rank
MLPX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MLPX Sortino Ratio Rank: 6262
Sortino Ratio Rank
MLPX Omega Ratio Rank: 6767
Omega Ratio Rank
MLPX Calmar Ratio Rank: 6161
Calmar Ratio Rank
MLPX Martin Ratio Rank: 5050
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. MLPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tortoise MLP & Pipeline Fund (TORIX) and Global X MLP & Energy Infrastructure ETF (MLPX). 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.


TORIXMLPXDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.15

-0.02

Sortino ratio

Return per unit of downside risk

1.48

1.51

-0.02

Omega ratio

Gain probability vs. loss probability

1.24

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.37

1.44

-0.07

Martin ratio

Return relative to average drawdown

3.76

4.48

-0.72

TORIX vs. MLPX - Sharpe Ratio Comparison

The current TORIX Sharpe Ratio is 1.14, which is comparable to the MLPX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of TORIX and MLPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TORIXMLPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.15

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

1.24

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.55

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.36

+0.07

Correlation

The correlation between TORIX and MLPX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TORIX vs. MLPX - Dividend Comparison

TORIX's dividend yield for the trailing twelve months is around 4.14%, more than MLPX's 4.06% 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%
MLPX
Global X MLP & Energy Infrastructure ETF
4.06%4.88%4.30%5.22%5.23%5.98%8.32%5.78%5.77%4.36%5.50%4.81%

Drawdowns

TORIX vs. MLPX - Drawdown Comparison

The maximum TORIX drawdown since its inception was -68.58%, roughly equal to the maximum MLPX drawdown of -70.67%. Use the drawdown chart below to compare losses from any high point for TORIX and MLPX.


Loading graphics...

Drawdown Indicators


TORIXMLPXDifference

Max Drawdown

Largest peak-to-trough decline

-68.58%

-70.67%

+2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-14.92%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-19.72%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-63.04%

-64.70%

+1.66%

Current Drawdown

Current decline from peak

-0.89%

-2.01%

+1.12%

Average Drawdown

Average peak-to-trough decline

-14.96%

-16.81%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

4.81%

+0.69%

Volatility

TORIX vs. MLPX - Volatility Comparison

Tortoise MLP & Pipeline Fund (TORIX) has a higher volatility of 4.14% compared to Global X MLP & Energy Infrastructure ETF (MLPX) at 3.63%. This indicates that TORIX's price experiences larger fluctuations and is considered to be riskier than MLPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TORIXMLPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

3.63%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

10.35%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

18.88%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.59%

20.00%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

26.59%

-1.60%