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TPYP vs. TORIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPYP vs. TORIX - Performance Comparison

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

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TPYP vs. TORIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPYP
Tortoise North American Pipeline Fund
20.98%7.59%37.37%10.51%16.09%34.97%-20.99%23.35%-11.13%2.27%
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%

Returns By Period

In the year-to-date period, TPYP achieves a 20.98% return, which is significantly lower than TORIX's 22.82% return. Both investments have delivered pretty close results over the past 10 years, with TPYP having a 13.45% annualized return and TORIX not far behind at 13.24%.


TPYP

1D
-1.05%
1M
2.89%
YTD
20.98%
6M
18.25%
1Y
20.82%
3Y*
25.55%
5Y*
21.03%
10Y*
13.45%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPYP vs. TORIX - Expense Ratio Comparison

TPYP has a 0.40% expense ratio, which is lower than TORIX's 0.93% expense ratio.


Return for Risk

TPYP vs. TORIX — Risk / Return Rank

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

TPYP
TPYP Risk / Return Rank: 6767
Overall Rank
TPYP Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TPYP Sortino Ratio Rank: 6666
Sortino Ratio Rank
TPYP Omega Ratio Rank: 7070
Omega Ratio Rank
TPYP Calmar Ratio Rank: 6666
Calmar Ratio Rank
TPYP Martin Ratio Rank: 5959
Martin Ratio Rank

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
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. TORIX - Risk-Adjusted Trends Comparison

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


TPYPTORIXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.14

+0.12

Sortino ratio

Return per unit of downside risk

1.64

1.48

+0.15

Omega ratio

Gain probability vs. loss probability

1.25

1.24

+0.02

Calmar ratio

Return relative to maximum drawdown

1.60

1.37

+0.23

Martin ratio

Return relative to average drawdown

5.57

3.76

+1.81

TPYP vs. TORIX - Sharpe Ratio Comparison

The current TPYP Sharpe Ratio is 1.26, which is comparable to the TORIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of TPYP and TORIX, 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


TPYPTORIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.14

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

1.28

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.53

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.43

+0.01

Correlation

The correlation between TPYP and TORIX is 0.92, 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

TPYP vs. TORIX - Dividend Comparison

TPYP's dividend yield for the trailing twelve months is around 3.23%, less than TORIX's 4.14% yield.


TTM20252024202320222021202020192018201720162015
TPYP
Tortoise North American Pipeline Fund
3.23%3.91%3.95%4.83%4.48%4.86%6.14%4.45%4.58%3.71%3.49%2.56%
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%

Drawdowns

TPYP vs. TORIX - Drawdown Comparison

The maximum TPYP drawdown since its inception was -51.91%, smaller than the maximum TORIX drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for TPYP and TORIX.


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Drawdown Indicators


TPYPTORIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.91%

-68.58%

+16.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.17%

-15.10%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

-19.75%

+1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-51.91%

-63.04%

+11.13%

Current Drawdown

Current decline from peak

-1.65%

-0.89%

-0.76%

Average Drawdown

Average peak-to-trough decline

-7.97%

-14.96%

+6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

5.50%

-1.73%

Volatility

TPYP vs. TORIX - Volatility Comparison

The current volatility for Tortoise North American Pipeline Fund (TPYP) is 3.19%, while Tortoise MLP & Pipeline Fund (TORIX) has a volatility of 4.14%. This indicates that TPYP experiences smaller price fluctuations and is considered to be less risky than TORIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPYPTORIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

4.14%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

9.73%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

18.37%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

19.59%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.96%

24.99%

-3.03%