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TPYP vs. TNGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TPYP vs. TNGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tortoise North American Pipeline Fund (TPYP) and Tortoise Energy Fund (TNGY). 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 TNGY's 15.21% 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%

TNGY

1D
0.39%
1M
-3.15%
YTD
15.21%
6M
12.60%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPYP vs. TNGY - Yearly Performance Comparison


2026 (YTD)2025
TPYP
Tortoise North American Pipeline Fund
20.07%2.58%
TNGY
Tortoise Energy Fund
15.21%1.81%

Correlation

The correlation between TPYP and TNGY is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.72

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Return for Risk

TPYP vs. TNGY — 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

TNGY
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. TNGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tortoise North American Pipeline Fund (TPYP) and Tortoise Energy Fund (TNGY). 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.


TPYPTNGYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

3.09

Martin ratioReturn relative to average drawdown

8.34

TPYP vs. TNGY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TPYPTNGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

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

1.15

-0.73

Drawdowns

TPYP vs. TNGY - Drawdown Comparison

The maximum TPYP drawdown since its inception was -51.91%, which is greater than TNGY's maximum drawdown of -8.86%. Use the drawdown chart below to compare losses from any high point for TPYP and TNGY.


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Drawdown Indicators


TPYPTNGYDifference

Max Drawdown

Largest peak-to-trough decline

-51.91%

-8.86%

-43.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

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%

-3.92%

-1.35%

Average Drawdown

Average peak-to-trough decline

-7.89%

-2.18%

-5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

Volatility

TPYP vs. TNGY - Volatility Comparison


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Volatility by Period


TPYPTNGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.16%

15.70%

-2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

15.70%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.94%

15.70%

+6.24%

TPYP vs. TNGY - Expense Ratio Comparison

TPYP has a 0.40% expense ratio, which is lower than TNGY's 0.85% expense ratio.


Dividends

TPYP vs. TNGY - Dividend Comparison

TPYP's dividend yield for the trailing twelve months is around 3.25%, less than TNGY's 3.41% yield.


PositionTTM20252024202320222021202020192018201720162015
TNGY
Tortoise Energy Fund
3.41%2.59%0.00%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 TNGY have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TPYP is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TPYP is cheaper with a 0.40% expense ratio, compared with 0.85% for TNGY.

TNGY has the higher dividend yield at 3.41%, compared with 3.25% for TPYP.

They also come from different issuers: Tortoise and Tortoise Capital. Their fees differ too: 0.40% for TPYP and 0.85% for TNGY.

Portfolio Optimizer

Find the right allocation for TPYP and TNGY

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