MLPX vs MPLX: returns, Sharpe ratio and drawdown

Over the past year, MLPX returned +33.29% against +25.66% for MPLX. Over five years, MPLX averaged +24.66% a year, compared with +20.28% for MLPX. MLPX had the higher Sharpe ratio over the past year (1.52 vs 1.20), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.71% for MPLX and -9.11% for MLPX. Dividends over the past year came to 7.34% of MPLX's price, against 4.11% for MLPX.