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TPYP vs. EVLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TPYP vs. EVLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tortoise North American Pipeline Fund (TPYP) and Eaton Vance Floating-Rate ETF (EVLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TPYP achieves a 20.07% return, which is significantly higher than EVLN's 1.37% return.


TPYP

1D
-0.04%
1M
-2.82%
YTD
20.07%
6M
19.62%
1Y
21.07%
3Y*
25.01%
5Y*
17.73%
10Y*
11.93%

EVLN

1D
-0.04%
1M
0.66%
YTD
1.37%
6M
1.73%
1Y
4.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPYP vs. EVLN - Yearly Performance Comparison


2026 (YTD)20252024
TPYP
Tortoise North American Pipeline Fund
20.07%7.59%40.41%
EVLN
Eaton Vance Floating-Rate ETF
1.37%5.59%7.29%

Correlation

The correlation between TPYP and EVLN is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2024

0.07

The correlation between TPYP and EVLN shifts across timeframes, from -0.17 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TPYP vs. EVLN — Risk / Return Rank

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

TPYP
TPYP Risk / Return Rank: 4949
Overall Rank
TPYP Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TPYP Sortino Ratio Rank: 4444
Sortino Ratio Rank
TPYP Omega Ratio Rank: 4242
Omega Ratio Rank
TPYP Calmar Ratio Rank: 6262
Calmar Ratio Rank
TPYP Martin Ratio Rank: 4949
Martin Ratio Rank

EVLN
EVLN Risk / Return Rank: 7373
Overall Rank
EVLN Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EVLN Sortino Ratio Rank: 9191
Sortino Ratio Rank
EVLN Omega Ratio Rank: 8888
Omega Ratio Rank
EVLN Calmar Ratio Rank: 5656
Calmar Ratio Rank
EVLN 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.

TPYP vs. EVLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tortoise North American Pipeline Fund (TPYP) and Eaton Vance Floating-Rate ETF (EVLN). 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.


TPYPEVLNDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-2.14

Omega ratioGain probability vs. loss probability

1.28

1.55

-0.28

Calmar ratioReturn relative to maximum drawdown

3.09

2.76

+0.34

Martin ratioReturn relative to average drawdown

8.34

9.01

-0.66

TPYP vs. EVLN - Sharpe Ratio Comparison

The current TPYP Sharpe Ratio is 1.61, which is lower than the EVLN Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of TPYP and EVLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TPYPEVLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

2.61

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

2.55

-2.12

Drawdowns

TPYP vs. EVLN - Drawdown Comparison

The maximum TPYP drawdown since its inception was -51.91%, which is greater than EVLN's maximum drawdown of -2.78%. Use the drawdown chart below to compare losses from any high point for TPYP and EVLN.


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Drawdown Indicators


TPYPEVLNDifference

Max Drawdown

Largest peak-to-trough decline

-51.91%

-2.78%

-49.13%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-1.77%

-5.07%

Max Drawdown (3Y)

Largest decline over 3 years

-13.17%

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

Max Drawdown (10Y)

Largest decline over 10 years

-51.91%

Current Drawdown

Current decline from peak

-5.27%

-0.04%

-5.23%

Average Drawdown

Average peak-to-trough decline

-7.89%

-0.22%

-7.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

0.54%

+2.02%

Volatility

TPYP vs. EVLN - Volatility Comparison

Tortoise North American Pipeline Fund (TPYP) has a higher volatility of 5.67% compared to Eaton Vance Floating-Rate ETF (EVLN) at 0.46%. This indicates that TPYP's price experiences larger fluctuations and is considered to be riskier than EVLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPYPEVLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

0.46%

+5.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

1.62%

+8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

13.16%

1.89%

+11.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

2.43%

+15.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.94%

2.43%

+19.51%

TPYP vs. EVLN - Expense Ratio Comparison

TPYP has a 0.40% expense ratio, which is lower than EVLN's 0.60% expense ratio.


Dividends

TPYP vs. EVLN - Dividend Comparison

TPYP's dividend yield for the trailing twelve months is around 3.25%, less than EVLN's 6.92% yield.


PositionTTM20252024202320222021202020192018201720162015
EVLN
Eaton Vance Floating-Rate ETF
6.92%7.28%6.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TPYP
Tortoise North American Pipeline Fund
3.25%3.91%3.95%4.83%4.48%4.86%6.14%4.45%4.58%3.71%3.49%2.56%

Frequently Asked Questions


TPYP and EVLN have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TPYP has higher volatility (5.67%) compared to EVLN (0.46%). In terms of maximum drawdown, TPYP dropped -51.91% vs EVLN's -2.78%.

On 1-year performance, TPYP leads with 21.07% vs 4.86% for EVLN. On fees, TPYP is cheaper at 0.40% per year. On volatility, EVLN has been the lower-risk option at 0.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TPYP has performed better with a 21.07% return vs 4.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TPYP is cheaper with a 0.40% expense ratio, compared with 0.60% for EVLN.

EVLN has the higher dividend yield at 6.92%, compared with 3.25% for TPYP.

TPYP is categorized as Energy Equities, while EVLN is Bank Loan. They also come from different issuers: Tortoise and Eaton Vance. Their fees differ too: 0.40% for TPYP and 0.60% for EVLN.

EVLN currently has the higher Sharpe Ratio (2.61 vs 1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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