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TYG vs. MLPDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TYG vs. MLPDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tortoise Energy Infrastructure Closed Fund (TYG) and Invesco SteelPath MLP Income Fund Class A (MLPDX). The values are adjusted to include any dividend payments, if applicable.

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TYG vs. MLPDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TYG
Tortoise Energy Infrastructure Closed Fund
16.14%8.46%60.18%-0.37%24.20%46.86%-70.31%1.79%-24.74%3.17%
MLPDX
Invesco SteelPath MLP Income Fund Class A
15.88%7.69%24.00%20.32%25.11%44.69%-25.75%18.07%-13.12%-8.61%

Returns By Period

The year-to-date returns for both stocks are quite close, with TYG having a 16.14% return and MLPDX slightly lower at 15.88%. Over the past 10 years, TYG has underperformed MLPDX with an annualized return of 1.56%, while MLPDX has yielded a comparatively higher 12.29% annualized return.


TYG

1D
-7.52%
1M
-8.18%
YTD
16.14%
6M
13.16%
1Y
18.81%
3Y*
28.59%
5Y*
23.81%
10Y*
1.56%

MLPDX

1D
-1.03%
1M
-0.18%
YTD
15.88%
6M
19.37%
1Y
14.02%
3Y*
21.73%
5Y*
22.14%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TYG vs. MLPDX - Expense Ratio Comparison

TYG has a 2.90% expense ratio, which is lower than MLPDX's 9.02% expense ratio.


Return for Risk

TYG vs. MLPDX — Risk / Return Rank

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

TYG
TYG Risk / Return Rank: 3636
Overall Rank
TYG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TYG Sortino Ratio Rank: 3030
Sortino Ratio Rank
TYG Omega Ratio Rank: 3636
Omega Ratio Rank
TYG Calmar Ratio Rank: 3838
Calmar Ratio Rank
TYG Martin Ratio Rank: 4242
Martin Ratio Rank

MLPDX
MLPDX Risk / Return Rank: 2929
Overall Rank
MLPDX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MLPDX Sortino Ratio Rank: 3030
Sortino Ratio Rank
MLPDX Omega Ratio Rank: 3434
Omega Ratio Rank
MLPDX Calmar Ratio Rank: 2525
Calmar Ratio Rank
MLPDX Martin Ratio Rank: 2020
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.

TYG vs. MLPDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tortoise Energy Infrastructure Closed Fund (TYG) and Invesco SteelPath MLP Income Fund Class A (MLPDX). 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.


TYGMLPDXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.92

-0.12

Sortino ratio

Return per unit of downside risk

1.13

1.25

-0.11

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.06

1.00

+0.07

Martin ratio

Return relative to average drawdown

4.48

2.96

+1.52

TYG vs. MLPDX - Sharpe Ratio Comparison

The current TYG Sharpe Ratio is 0.80, which is comparable to the MLPDX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TYG and MLPDX, 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


TYGMLPDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.92

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

1.27

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.48

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.32

-0.22

Correlation

The correlation between TYG and MLPDX is 0.71, 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

TYG vs. MLPDX - Dividend Comparison

TYG's dividend yield for the trailing twelve months is around 10.69%, more than MLPDX's 6.70% yield.


TTM20252024202320222021202020192018201720162015
TYG
Tortoise Energy Infrastructure Closed Fund
10.69%11.25%7.96%9.87%8.94%5.27%10.85%14.61%13.17%9.01%8.54%13.95%
MLPDX
Invesco SteelPath MLP Income Fund Class A
6.70%7.51%6.42%7.72%8.49%9.74%17.44%17.48%13.70%10.99%10.00%11.12%

Drawdowns

TYG vs. MLPDX - Drawdown Comparison

The maximum TYG drawdown since its inception was -95.34%, which is greater than MLPDX's maximum drawdown of -77.09%. Use the drawdown chart below to compare losses from any high point for TYG and MLPDX.


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Drawdown Indicators


TYGMLPDXDifference

Max Drawdown

Largest peak-to-trough decline

-95.34%

-77.09%

-18.25%

Max Drawdown (1Y)

Largest decline over 1 year

-18.76%

-14.45%

-4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-25.08%

-17.98%

-7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-94.98%

-72.90%

-22.08%

Current Drawdown

Current decline from peak

-33.75%

-2.32%

-31.43%

Average Drawdown

Average peak-to-trough decline

-29.40%

-13.52%

-15.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

4.86%

-0.41%

Volatility

TYG vs. MLPDX - Volatility Comparison

Tortoise Energy Infrastructure Closed Fund (TYG) has a higher volatility of 10.99% compared to Invesco SteelPath MLP Income Fund Class A (MLPDX) at 3.25%. This indicates that TYG's price experiences larger fluctuations and is considered to be riskier than MLPDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYGMLPDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.99%

3.25%

+7.74%

Volatility (6M)

Calculated over the trailing 6-month period

15.97%

8.17%

+7.80%

Volatility (1Y)

Calculated over the trailing 1-year period

23.68%

16.15%

+7.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.99%

17.53%

+6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.27%

25.93%

+25.34%