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VLPIX vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VLPIX vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Virtus Duff & Phelps Select MLP and Energy Fund (VLPIX) and Berkshire Hathaway Inc. (BRK-B).

VLPIX is managed by Virtus. It was launched on Sep 8, 2015.

Performance

VLPIX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Select MLP and Energy Fund (VLPIX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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VLPIX vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VLPIX
Virtus Duff & Phelps Select MLP and Energy Fund		21.79%3.49%41.45%11.99%30.81%44.75%-18.60%9.59%-17.20%-1.13%
BRK-B
Berkshire Hathaway Inc.		-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, VLPIX achieves a 21.79% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, VLPIX has outperformed BRK-B with an annualized return of 13.71%, while BRK-B has yielded a comparatively lower 12.78% annualized return.

VLPIX

1D
-0.63%
1M
0.96%
YTD
21.79%
6M
21.59%
1Y
20.93%
3Y*
26.34%
5Y*
25.70%
10Y*
13.71%

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Virtus Duff & Phelps Select MLP and Energy Fund

Berkshire Hathaway Inc.

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Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

VLPIX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VLPIX
VLPIX Risk / Return Rank: 5555
Overall Rank
VLPIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VLPIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
VLPIX Omega Ratio Rank: 6060
Omega Ratio Rank
VLPIX Calmar Ratio Rank: 5858
Calmar Ratio Rank
VLPIX Martin Ratio Rank: 4141
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
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.

VLPIX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Select MLP and Energy Fund (VLPIX) and Berkshire Hathaway Inc. (BRK-B). 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.

VLPIXBRK-BDifference

Sharpe ratio

Return per unit of total volatility

1.21

-0.56

+1.77

Sortino ratio

Return per unit of downside risk

1.57

-0.65

+2.22

Omega ratio

Gain probability vs. loss probability

1.25

0.91

+0.34

Calmar ratio

Return relative to maximum drawdown

1.51

-0.68

+2.19

Martin ratio

Return relative to average drawdown

4.70

-1.16

+5.87

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VLPIX vs. BRK-B - Sharpe Ratio Comparison

The current VLPIX Sharpe Ratio is 1.21, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of VLPIX and BRK-B, 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

VLPIXBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

-0.56

+1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

0.77

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.66

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.48

-0.05

Correlation

The correlation between VLPIX and BRK-B is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

VLPIX vs. BRK-B - Dividend Comparison

VLPIX's dividend yield for the trailing twelve months is around 7.91%, while BRK-B has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
VLPIX
Virtus Duff & Phelps Select MLP and Energy Fund		7.91%9.63%2.61%3.32%3.01%3.66%5.40%4.28%4.04%2.81%2.50%0.92%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VLPIX vs. BRK-B - Drawdown Comparison

The maximum VLPIX drawdown since its inception was -64.56%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VLPIX and BRK-B.

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Drawdown Indicators

VLPIXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-64.56%

-53.86%

-10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-14.61%

-14.95%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-21.26%

-26.58%

+5.32%

Max Drawdown (10Y)

Largest decline over 10 years

-64.56%

-29.57%

-34.99%

Current Drawdown

Current decline from peak

-1.30%

-11.36%

+10.06%

Average Drawdown

Average peak-to-trough decline

-10.79%

-11.07%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

8.72%

-4.01%

Volatility

VLPIX vs. BRK-B - Volatility Comparison

The current volatility for Virtus Duff & Phelps Select MLP and Energy Fund (VLPIX) is 3.57%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.33%. This indicates that VLPIX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VLPIXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

4.33%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

11.14%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

18.30%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.18%

17.20%

+2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.70%

19.45%

+5.25%