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TYG vs. MLPLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TYG vs. MLPLX - 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 Alpha Plus Fund Class A (MLPLX). The values are adjusted to include any dividend payments, if applicable.

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TYG vs. MLPLX - 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%
MLPLX
Invesco SteelPath MLP Alpha Plus Fund Class A
23.31%4.36%47.10%25.02%38.31%55.18%-46.03%8.79%-21.09%-11.18%

Returns By Period

In the year-to-date period, TYG achieves a 16.14% return, which is significantly lower than MLPLX's 23.31% return. Over the past 10 years, TYG has underperformed MLPLX with an annualized return of 1.56%, while MLPLX has yielded a comparatively higher 11.87% 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%

MLPLX

1D
-1.24%
1M
0.97%
YTD
23.31%
6M
26.93%
1Y
16.81%
3Y*
31.47%
5Y*
32.18%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TYG vs. MLPLX - Expense Ratio Comparison

TYG has a 2.90% expense ratio, which is lower than MLPLX's 17.25% expense ratio.


Return for Risk

TYG vs. MLPLX — 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

MLPLX
MLPLX Risk / Return Rank: 2323
Overall Rank
MLPLX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MLPLX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MLPLX Omega Ratio Rank: 2727
Omega Ratio Rank
MLPLX Calmar Ratio Rank: 2323
Calmar Ratio Rank
MLPLX Martin Ratio Rank: 1414
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. MLPLX - 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 Alpha Plus Fund Class A (MLPLX). 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.


TYGMLPLXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.80

0.00

Sortino ratio

Return per unit of downside risk

1.13

1.12

+0.02

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.06

0.93

+0.13

Martin ratio

Return relative to average drawdown

4.48

2.12

+2.36

TYG vs. MLPLX - Sharpe Ratio Comparison

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


TYGMLPLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.80

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

1.28

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.33

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.19

-0.09

Correlation

The correlation between TYG and MLPLX is 0.75, 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. MLPLX - Dividend Comparison

TYG's dividend yield for the trailing twelve months is around 10.69%, more than MLPLX's 4.84% 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%
MLPLX
Invesco SteelPath MLP Alpha Plus Fund Class A
4.84%5.70%4.42%5.92%6.79%8.75%22.54%14.33%13.67%9.68%7.88%9.20%

Drawdowns

TYG vs. MLPLX - Drawdown Comparison

The maximum TYG drawdown since its inception was -95.34%, which is greater than MLPLX's maximum drawdown of -88.76%. Use the drawdown chart below to compare losses from any high point for TYG and MLPLX.


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Drawdown Indicators


TYGMLPLXDifference

Max Drawdown

Largest peak-to-trough decline

-95.34%

-88.76%

-6.58%

Max Drawdown (1Y)

Largest decline over 1 year

-18.76%

-18.61%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.08%

-27.21%

+2.13%

Max Drawdown (10Y)

Largest decline over 10 years

-94.98%

-85.02%

-9.96%

Current Drawdown

Current decline from peak

-33.75%

-2.31%

-31.44%

Average Drawdown

Average peak-to-trough decline

-29.40%

-29.29%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

8.17%

-3.72%

Volatility

TYG vs. MLPLX - Volatility Comparison

Tortoise Energy Infrastructure Closed Fund (TYG) has a higher volatility of 10.99% compared to Invesco SteelPath MLP Alpha Plus Fund Class A (MLPLX) at 4.06%. This indicates that TYG's price experiences larger fluctuations and is considered to be riskier than MLPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYGMLPLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.99%

4.06%

+6.93%

Volatility (6M)

Calculated over the trailing 6-month period

15.97%

11.17%

+4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

23.68%

22.03%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.99%

25.38%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.27%

35.77%

+15.50%