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GQRE vs. MORT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GQRE and MORT is 1.00, 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.


Performance

GQRE vs. MORT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Global Quality Real Estate Index Fund (GQRE) and VanEck Vectors Mortgage REIT Income ETF (MORT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GQRE:

10.66%

MORT:

16.52%

Max Drawdown

GQRE:

-0.84%

MORT:

-1.28%

Current Drawdown

GQRE:

0.00%

MORT:

-0.29%

Returns By Period


GQRE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MORT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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GQRE vs. MORT - Expense Ratio Comparison

GQRE has a 0.45% expense ratio, which is higher than MORT's 0.42% expense ratio.


Risk-Adjusted Performance

GQRE vs. MORT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GQRE
The Risk-Adjusted Performance Rank of GQRE is 6767
Overall Rank
The Sharpe Ratio Rank of GQRE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GQRE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of GQRE is 6767
Omega Ratio Rank
The Calmar Ratio Rank of GQRE is 6060
Calmar Ratio Rank
The Martin Ratio Rank of GQRE is 6969
Martin Ratio Rank

MORT
The Risk-Adjusted Performance Rank of MORT is 2929
Overall Rank
The Sharpe Ratio Rank of MORT is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of MORT is 3131
Sortino Ratio Rank
The Omega Ratio Rank of MORT is 3131
Omega Ratio Rank
The Calmar Ratio Rank of MORT is 2727
Calmar Ratio Rank
The Martin Ratio Rank of MORT is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GQRE vs. MORT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Global Quality Real Estate Index Fund (GQRE) and VanEck Vectors Mortgage REIT Income ETF (MORT). 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.



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Dividends

GQRE vs. MORT - Dividend Comparison

GQRE's dividend yield for the trailing twelve months is around 3.78%, less than MORT's 12.79% yield.


TTM20242023202220212020201920182017201620152014
GQRE
FlexShares Global Quality Real Estate Index Fund
3.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MORT
VanEck Vectors Mortgage REIT Income ETF
12.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GQRE vs. MORT - Drawdown Comparison

The maximum GQRE drawdown since its inception was -0.84%, smaller than the maximum MORT drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for GQRE and MORT. For additional features, visit the drawdowns tool.


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Volatility

GQRE vs. MORT - Volatility Comparison


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