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ISIN
US00777X5207
Issuer
Regan
Inception Date
Apr 30, 2025
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$14M

Share Price Chart


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Performance

MBSX Performance Chart

Regan Fixed Rate MBS ETF (MBSX) is up 5.4% since the beginning of the year. MBSX is currently trading at $28 per share.


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S&P 500 Index

Returns By Period

Regan Fixed Rate MBS ETF (MBSX) has returned 5.41% so far this year and 12.52% over the past 12 months.


Regan Fixed Rate MBS ETF

1D
3.16%
1M
5.91%
YTD
5.41%
6M
5.69%
1Y
12.52%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBSX Monthly Returns History

Based on dividend-adjusted daily data since May 1, 2025, MBSX's average daily return is +0.11%, while the average monthly return is +1.46%. At this rate, an investment would double in approximately 4.0 years.

Historically, 71% of months were positive and 29% were negative. The best month was May 2026 with a return of +30.8%, while the worst month was Jun 2026 at -21.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.

On a daily basis, MBSX closed higher 48% of trading days. The best single day was May 29, 2026 with a return of +25.0%, while the worst single day was Jun 1, 2026 at -24.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.82%0.81%5.51%-4.69%30.82%-21.16%5.41%
20251.71%0.90%1.24%0.57%5.94%-2.63%1.77%-1.12%8.47%

Benchmark Metrics

Regan Fixed Rate MBS ETF has an annualized alpha of 27.53%, beta of 0.10, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since May 01, 2025.

  • This ETF participated in 211.42% of S&P 500 Index downside but only 84.21% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.10 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
27.53%
Beta
0.10
0.00
Upside Capture
84.21%
Downside Capture
211.42%

Expense Ratio

MBSX has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MBSX ranks 15 for risk / return — in the bottom 15% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


MBSX Risk / Return Rank: 1515
Overall Rank
MBSX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MBSX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MBSX Omega Ratio Rank: 1919
Omega Ratio Rank
MBSX Calmar Ratio Rank: 1414
Calmar Ratio Rank
MBSX Martin Ratio Rank: 1616
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Regan Fixed Rate MBS ETF (MBSX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MBSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.13

1.37

-0.23

Calmar ratioReturn relative to maximum drawdown

0.46

2.78

-2.33

Martin ratioReturn relative to average drawdown

1.49

12.44

-10.94

Dividends

Dividend History

Regan Fixed Rate MBS ETF provided a 3.38% dividend yield over the last twelve months, with an annual payout of $0.93 per share.


2.77%$0.00$0.20$0.40$0.60$0.802025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.93$0.73

Dividend yield

3.38%2.77%

Monthly Dividends

The table displays the monthly dividend distributions for Regan Fixed Rate MBS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.04$0.05$0.05$0.05$0.00$0.22
2025$0.02$0.02$0.02$0.03$0.05$0.05$0.04$0.49$0.73

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Regan Fixed Rate MBS ETF. 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 Regan Fixed Rate MBS ETF was 27.57%, occurring on Jun 2, 2026. The portfolio has not yet recovered.

The current Regan Fixed Rate MBS ETF drawdown is 21.16%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-27.57%Jun 2026
1d
22d 4hJun 2026 - now
2026 correction2026
-15.55%Apr 2026
2mo 2d1mo 20d
3mo 22dFeb 2026 - May 2026
2025 selloff2025
-12.05%May 2025
1d4d
5dMay 2025 - May 2025
2026 correction2026
-10.35%Jan 2026
2mo 12d5d
2mo 17dNov 2025 - Feb 2026
2025 selloff2025
-6.95%May 2025
6d2mo 2d
2mo 8dMay 2025 - Jul 2025

Drawdown Indicators


MBSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-27.57%

-56.78%

+29.21%

Max Drawdown (1Y)

Largest decline over 1 year

-27.57%

-9.10%

-18.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-21.16%

-1.80%

-19.36%

Average Drawdown

Average peak-to-trough decline

-6.73%

-10.71%

+3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.40%

2.03%

+6.37%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Regan Fixed Rate MBS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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