LCR vs. LMBS
Compare and contrast key facts about Leuthold Core ETF (LCR) and First Trust Low Duration Mortgage Opportunities ETF (LMBS).
LCR and LMBS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LCR is an actively managed fund by The Leuthold Group LLC. It was launched on Jan 6, 2020. LMBS is an actively managed fund by First Trust. It was launched on Nov 4, 2014.
Performance
LCR vs. LMBS - Performance Comparison
Loading graphics...
LCR vs. LMBS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LCR Leuthold Core ETF | -2.16% | 12.43% | 8.68% | 12.80% | -7.58% | 12.12% | 13.28% |
LMBS First Trust Low Duration Mortgage Opportunities ETF | 0.66% | 7.05% | 5.15% | 6.10% | -3.07% | -0.91% | 1.41% |
Returns By Period
In the year-to-date period, LCR achieves a -2.16% return, which is significantly lower than LMBS's 0.66% return.
LCR
- 1D
- 1.65%
- 1M
- -4.26%
- YTD
- -2.16%
- 6M
- -0.55%
- 1Y
- 10.25%
- 3Y*
- 9.58%
- 5Y*
- 6.14%
- 10Y*
- —
LMBS
- 1D
- 0.22%
- 1M
- -0.91%
- YTD
- 0.66%
- 6M
- 2.10%
- 1Y
- 5.57%
- 3Y*
- 5.69%
- 5Y*
- 2.95%
- 10Y*
- 2.84%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LCR vs. LMBS - Expense Ratio Comparison
LCR has a 0.79% expense ratio, which is higher than LMBS's 0.68% expense ratio.
Return for Risk
LCR vs. LMBS — Risk / Return Rank
LCR
LMBS
LCR vs. LMBS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leuthold Core ETF (LCR) and First Trust Low Duration Mortgage Opportunities ETF (LMBS). 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.
| LCR | LMBS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 2.18 | -1.04 |
Sortino ratioReturn per unit of downside risk | 1.66 | 2.91 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.47 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 3.25 | -1.49 |
Martin ratioReturn relative to average drawdown | 6.96 | 13.96 | -7.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| LCR | LMBS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 2.18 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.16 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.20 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 1.13 | -0.46 |
Correlation
The correlation between LCR and LMBS is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
LCR vs. LMBS - Dividend Comparison
LCR's dividend yield for the trailing twelve months is around 1.40%, less than LMBS's 4.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCR Leuthold Core ETF | 1.40% | 1.37% | 1.86% | 1.60% | 0.75% | 0.21% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LMBS First Trust Low Duration Mortgage Opportunities ETF | 4.10% | 4.08% | 4.28% | 3.96% | 2.22% | 2.04% | 2.27% | 2.55% | 2.76% | 2.73% | 2.84% | 3.03% |
Drawdowns
LCR vs. LMBS - Drawdown Comparison
The maximum LCR drawdown since its inception was -17.44%, which is greater than LMBS's maximum drawdown of -6.49%. Use the drawdown chart below to compare losses from any high point for LCR and LMBS.
Loading graphics...
Drawdown Indicators
| LCR | LMBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.44% | -6.49% | -10.95% |
Max Drawdown (1Y)Largest decline over 1 year | -6.02% | -1.72% | -4.30% |
Max Drawdown (5Y)Largest decline over 5 years | -13.40% | -6.16% | -7.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.49% | — |
Current DrawdownCurrent decline from peak | -4.47% | -0.91% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -0.81% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 0.40% | +1.12% |
Volatility
LCR vs. LMBS - Volatility Comparison
Leuthold Core ETF (LCR) has a higher volatility of 3.51% compared to First Trust Low Duration Mortgage Opportunities ETF (LMBS) at 0.88%. This indicates that LCR's price experiences larger fluctuations and is considered to be riskier than LMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| LCR | LMBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 0.88% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 1.37% | +4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.06% | 2.57% | +6.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.08% | 2.55% | +6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.49% | 2.38% | +9.11% |