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TPYP vs. KHYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TPYP vs. KHYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tortoise North American Pipeline Fund (TPYP) and KraneShares Asia Pacific High Income Bond ETF (KHYB). 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 23.68% return, which is significantly higher than KHYB's 3.58% return.


TPYP

1D
0.37%
1M
2.75%
6M
15.48%
YTD
23.68%
1Y
25.52%
3Y*
24.31%
5Y*
19.53%
10Y*
11.89%
ALL TIME*
9.80%

KHYB

1D
0.00%
1M
0.62%
6M
1.80%
YTD
3.58%
1Y
8.25%
3Y*
9.30%
5Y*
0.87%
10Y*
ALL TIME*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$38.74K$65.31K$87.15K
$2.50M$2.27M$2.65M

TPYP vs. KHYB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TPYP
Tortoise North American Pipeline Fund
23.68%7.59%37.37%10.51%16.09%34.97%-20.99%23.35%-11.26%
KHYB
KraneShares Asia Pacific High Income Bond ETF
3.58%9.59%10.79%3.50%-10.15%-12.32%2.00%8.87%0.45%

Correlation

The correlation between TPYP and KHYB is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.23

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2018

0.09

The correlation between TPYP and KHYB shifts across timeframes, from -0.23 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TPYP vs. KHYB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TPYP
TPYP Risk / Return Rank: 7979
Overall Rank
TPYP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TPYP Sortino Ratio Rank: 7979
Sortino Ratio Rank
TPYP Omega Ratio Rank: 7676
Omega Ratio Rank
TPYP Calmar Ratio Rank: 8989
Calmar Ratio Rank
TPYP Martin Ratio Rank: 7272
Martin Ratio Rank

KHYB
KHYB Risk / Return Rank: 8383
Overall Rank
KHYB Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
KHYB Sortino Ratio Rank: 9494
Sortino Ratio Rank
KHYB Omega Ratio Rank: 9595
Omega Ratio Rank
KHYB Calmar Ratio Rank: 6060
Calmar Ratio Rank
KHYB Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TPYP vs. KHYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tortoise North American Pipeline Fund (TPYP) and KraneShares Asia Pacific High Income Bond ETF (KHYB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TPYPKHYBDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.31

1.53

-0.21

Calmar ratioReturn relative to maximum drawdown

3.72

2.11

+1.62

Martin ratioReturn relative to average drawdown

8.80

9.42

-0.62

TPYP vs. KHYB - Sharpe Ratio Comparison

The current TPYP Sharpe Ratio is 1.83, which is comparable to the KHYB Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of TPYP and KHYB, 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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Drawdowns

TPYP vs. KHYB - Drawdown Comparison

The maximum TPYP drawdown since its inception was -51.91%, which is greater than KHYB's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for TPYP and KHYB.


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Drawdown Indicators


TPYPKHYBDifference

Max Drawdown

Largest peak-to-trough decline

-51.91%

-33.63%

-18.28%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-3.97%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-13.17%

-4.89%

-8.28%

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

-32.43%

+14.47%

Max Drawdown (10Y)

Largest decline over 10 years

-51.91%

Current Drawdown

Current decline from peak

-2.89%

0.00%

-2.89%

Average Drawdown

Average peak-to-trough decline

-7.83%

-9.52%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

0.89%

+2.00%

Volatility

TPYP vs. KHYB - Volatility Comparison

Tortoise North American Pipeline Fund (TPYP) has a higher volatility of 5.37% compared to KraneShares Asia Pacific High Income Bond ETF (KHYB) at 0.82%. This indicates that TPYP's price experiences larger fluctuations and is considered to be riskier than KHYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPYPKHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

0.82%

+4.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

3.13%

+8.12%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

3.47%

+10.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

6.30%

+11.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

5.67%

+16.23%

TPYP vs. KHYB - Expense Ratio Comparison

TPYP has a 0.40% expense ratio, which is lower than KHYB's 0.69% expense ratio.


Dividends

TPYP vs. KHYB - Dividend Comparison

TPYP's dividend yield for the trailing twelve months is around 3.19%, less than KHYB's 8.38% yield.


PositionTTM20252024202320222021202020192018201720162015
KHYB
KraneShares Asia Pacific High Income Bond ETF
8.38%7.59%10.11%15.55%9.67%6.22%4.76%4.86%2.56%0.00%0.00%0.00%
TPYP
Tortoise North American Pipeline Fund
3.19%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 KHYB have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TPYP has higher volatility (5.37%) compared to KHYB (0.82%). In terms of maximum drawdown, TPYP dropped -51.91% vs KHYB's -33.63%.

On 5-year performance, TPYP leads with 19.53% vs 0.87% for KHYB. On fees, TPYP is cheaper at 0.40% per year. On volatility, KHYB has been the lower-risk option at 0.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TPYP has performed better with a 19.53% return vs 0.87%. 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 0.69% for KHYB.

KHYB has the higher dividend yield at 8.38%, compared with 3.19% for TPYP.

TPYP is categorized as Energy Equities, while KHYB is Emerging Markets Bonds. TPYP tracks Tortoise North American Pipeline Index, while KHYB tracks JP Morgan Asia Credit Index Non-Investment Grade Corporate Index.. They also come from different issuers: Tortoise and KraneShares. Their fees differ too: 0.40% for TPYP and 0.69% for KHYB.

KHYB currently has the higher Sharpe Ratio (2.41 vs 1.83), 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

Find the right allocation for TPYP and KHYB

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