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TORIX vs. RYEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TORIX vs. RYEIX - Performance Comparison

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

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TORIX vs. RYEIX - 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%
RYEIX
Rydex Energy Fund
37.40%6.96%0.49%1.87%49.54%50.70%-34.24%6.50%-25.31%-6.17%

Returns By Period

In the year-to-date period, TORIX achieves a 22.82% return, which is significantly lower than RYEIX's 37.40% return. Over the past 10 years, TORIX has outperformed RYEIX with an annualized return of 13.24%, while RYEIX has yielded a comparatively lower 8.05% 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%

RYEIX

1D
-1.73%
1M
11.19%
YTD
37.40%
6M
37.42%
1Y
44.04%
3Y*
16.65%
5Y*
21.40%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TORIX vs. RYEIX - Expense Ratio Comparison

TORIX has a 0.93% expense ratio, which is lower than RYEIX's 1.36% expense ratio.


Return for Risk

TORIX vs. RYEIX — 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

RYEIX
RYEIX Risk / Return Rank: 8585
Overall Rank
RYEIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
RYEIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
RYEIX Omega Ratio Rank: 8383
Omega Ratio Rank
RYEIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
RYEIX Martin Ratio Rank: 8080
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. RYEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tortoise MLP & Pipeline Fund (TORIX) and Rydex Energy Fund (RYEIX). 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.


TORIXRYEIXDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.80

-0.67

Sortino ratio

Return per unit of downside risk

1.48

2.29

-0.81

Omega ratio

Gain probability vs. loss probability

1.24

1.34

-0.10

Calmar ratio

Return relative to maximum drawdown

1.37

2.19

-0.82

Martin ratio

Return relative to average drawdown

3.76

7.78

-4.02

TORIX vs. RYEIX - Sharpe Ratio Comparison

The current TORIX Sharpe Ratio is 1.14, which is lower than the RYEIX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of TORIX and RYEIX, 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


TORIXRYEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.80

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

0.81

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.25

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.18

+0.25

Correlation

The correlation between TORIX and RYEIX is 0.82, 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. RYEIX - Dividend Comparison

TORIX's dividend yield for the trailing twelve months is around 4.14%, more than RYEIX's 1.83% 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%
RYEIX
Rydex Energy Fund
1.83%2.51%3.84%2.68%2.55%0.50%2.38%0.78%0.81%0.71%0.62%0.43%

Drawdowns

TORIX vs. RYEIX - Drawdown Comparison

The maximum TORIX drawdown since its inception was -68.58%, smaller than the maximum RYEIX drawdown of -83.50%. Use the drawdown chart below to compare losses from any high point for TORIX and RYEIX.


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Drawdown Indicators


TORIXRYEIXDifference

Max Drawdown

Largest peak-to-trough decline

-68.58%

-83.50%

+14.92%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-20.09%

+4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-26.94%

+7.19%

Max Drawdown (10Y)

Largest decline over 10 years

-63.04%

-74.93%

+11.89%

Current Drawdown

Current decline from peak

-0.89%

-1.73%

+0.84%

Average Drawdown

Average peak-to-trough decline

-14.96%

-28.77%

+13.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

5.65%

-0.15%

Volatility

TORIX vs. RYEIX - Volatility Comparison

The current volatility for Tortoise MLP & Pipeline Fund (TORIX) is 4.14%, while Rydex Energy Fund (RYEIX) has a volatility of 5.16%. This indicates that TORIX experiences smaller price fluctuations and is considered to be less risky than RYEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TORIXRYEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

5.16%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

14.08%

-4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

25.16%

-6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.59%

26.72%

-7.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

31.88%

-6.89%