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FlexShares Disciplined Duration MBS Index Fund (MB...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33939L7799
CUSIP33939L779
IssuerNorthern Trust
Inception DateSep 4, 2014
RegionNorth America (U.S.)
CategoryMortgage Backed Securities
Index TrackedICE BofA Constrained Duration US Mortgage Backed Securities
Asset ClassBond

Expense Ratio

The FlexShares Disciplined Duration MBS Index Fund has a high expense ratio of 0.20%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with MBSD

FlexShares Disciplined Duration MBS Index Fund

Popular comparisons: MBSD vs. VRIG, MBSD vs. MBB

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FlexShares Disciplined Duration MBS Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%OctoberNovemberDecember2024FebruaryMarch
7.69%
162.73%
MBSD (FlexShares Disciplined Duration MBS Index Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

FlexShares Disciplined Duration MBS Index Fund had a return of -0.06% year-to-date (YTD) and 2.85% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.06%10.04%
1 month1.14%3.53%
6 months5.63%22.79%
1 year2.85%32.16%
5 years (annualized)0.37%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.19%-1.13%
2023-0.12%-2.25%-0.43%3.22%2.71%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for FlexShares Disciplined Duration MBS Index Fund (MBSD) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
MBSD
FlexShares Disciplined Duration MBS Index Fund
0.44
^GSPC
S&P 500
2.76

Sharpe Ratio

The current FlexShares Disciplined Duration MBS Index Fund Sharpe ratio is 0.44. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.44
2.76
MBSD (FlexShares Disciplined Duration MBS Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

FlexShares Disciplined Duration MBS Index Fund granted a 3.47% dividend yield in the last twelve months. The annual payout for that period amounted to $0.71 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.71$0.70$0.62$0.56$0.67$0.80$0.74$0.78$0.61$0.62$0.21

Dividend yield

3.47%3.39%3.03%2.41%2.78%3.42%3.22%3.30%2.51%2.49%0.83%

Monthly Dividends

The table displays the monthly dividend distributions for FlexShares Disciplined Duration MBS Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.06
2023$0.00$0.05$0.05$0.06$0.06$0.06$0.05$0.06$0.06$0.06$0.05$0.15
2022$0.00$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.11
2021$0.00$0.07$0.06$0.06$0.05$0.04$0.04$0.04$0.04$0.04$0.04$0.08
2020$0.00$0.06$0.06$0.06$0.06$0.05$0.05$0.05$0.05$0.05$0.05$0.12
2019$0.00$0.07$0.07$0.07$0.08$0.09$0.09$0.05$0.06$0.06$0.06$0.11
2018$0.00$0.07$0.07$0.06$0.06$0.06$0.06$0.05$0.05$0.06$0.07$0.14
2017$0.00$0.06$0.07$0.07$0.07$0.07$0.07$0.06$0.06$0.06$0.07$0.13
2016$0.00$0.04$0.00$0.00$0.06$0.07$0.06$0.06$0.06$0.06$0.06$0.13
2015$0.00$0.07$0.05$0.00$0.06$0.00$0.06$0.05$0.00$0.00$0.06$0.26
2014$0.06$0.07$0.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-7.08%
0
MBSD (FlexShares Disciplined Duration MBS Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FlexShares Disciplined Duration MBS Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FlexShares Disciplined Duration MBS Index Fund was 14.36%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current FlexShares Disciplined Duration MBS Index Fund drawdown is 7.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.36%Feb 3, 2021433Oct 20, 2022
-3.08%Nov 4, 201627Dec 16, 2016529Feb 15, 2019556
-2.98%Mar 10, 20208Mar 19, 202025Apr 24, 202033
-2.38%Aug 25, 201563Dec 3, 201530Jan 20, 201693
-2.35%Jan 21, 201643Mar 24, 2016151Nov 2, 2016194

Volatility

Volatility Chart

The current FlexShares Disciplined Duration MBS Index Fund volatility is 1.19%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.19%
2.82%
MBSD (FlexShares Disciplined Duration MBS Index Fund)
Benchmark (^GSPC)