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LMBS vs. MBSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMBS vs. MBSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Low Duration Mortgage Opportunities ETF (LMBS) and FlexShares Disciplined Duration MBS Index Fund (MBSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LMBS achieves a 1.24% return, which is significantly higher than MBSD's 0.42% return. Over the past 10 years, LMBS has outperformed MBSD with an annualized return of 2.67%, while MBSD has yielded a comparatively lower 1.37% annualized return.


LMBS

1D
-0.10%
1M
0.11%
YTD
1.24%
6M
1.47%
1Y
6.09%
3Y*
5.73%
5Y*
3.03%
10Y*
2.67%

MBSD

1D
-0.22%
1M
0.16%
YTD
0.42%
6M
0.52%
1Y
5.26%
3Y*
4.31%
5Y*
0.62%
10Y*
1.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMBS vs. MBSD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMBS
First Trust Low Duration Mortgage Opportunities ETF
1.24%7.05%5.15%6.10%-3.07%-0.91%1.64%4.10%1.62%1.68%
MBSD
FlexShares Disciplined Duration MBS Index Fund
0.42%7.12%2.30%4.46%-9.49%-1.40%5.43%6.05%0.32%0.86%

Correlation

The correlation between LMBS and MBSD is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2014

0.43

Over the past year, LMBS and MBSD have become more correlated (0.71) than their long-term average of 0.43, meaning their price movements have been converging.

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Return for Risk

LMBS vs. MBSD — Risk / Return Rank

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

LMBS
LMBS Risk / Return Rank: 8888
Overall Rank
LMBS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
LMBS Sortino Ratio Rank: 9393
Sortino Ratio Rank
LMBS Omega Ratio Rank: 9292
Omega Ratio Rank
LMBS Calmar Ratio Rank: 8181
Calmar Ratio Rank
LMBS Martin Ratio Rank: 8686
Martin Ratio Rank

MBSD
MBSD Risk / Return Rank: 4545
Overall Rank
MBSD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MBSD Sortino Ratio Rank: 4444
Sortino Ratio Rank
MBSD Omega Ratio Rank: 4242
Omega Ratio Rank
MBSD Calmar Ratio Rank: 4949
Calmar Ratio Rank
MBSD Martin Ratio Rank: 4747
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.

LMBS vs. MBSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Low Duration Mortgage Opportunities ETF (LMBS) and FlexShares Disciplined Duration MBS Index Fund (MBSD). 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.


LMBSMBSDDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+2.57

Omega ratioGain probability vs. loss probability

1.62

1.27

+0.35

Calmar ratioReturn relative to maximum drawdown

4.28

2.43

+1.85

Martin ratioReturn relative to average drawdown

18.25

7.71

+10.54

LMBS vs. MBSD - Sharpe Ratio Comparison

The current LMBS Sharpe Ratio is 3.10, which is higher than the MBSD Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of LMBS and MBSD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LMBSMBSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

1.50

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

0.12

+1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

0.32

+0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.38

+0.76

Drawdowns

LMBS vs. MBSD - Drawdown Comparison

The maximum LMBS drawdown since its inception was -6.49%, smaller than the maximum MBSD drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for LMBS and MBSD.


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Drawdown Indicators


LMBSMBSDDifference

Max Drawdown

Largest peak-to-trough decline

-6.49%

-14.36%

+7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-1.43%

-2.17%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-1.72%

-4.68%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-6.12%

-14.10%

+7.98%

Max Drawdown (10Y)

Largest decline over 10 years

-6.49%

-14.36%

+7.87%

Current Drawdown

Current decline from peak

-0.34%

-1.19%

+0.85%

Average Drawdown

Average peak-to-trough decline

-0.80%

-2.81%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.68%

-0.35%

Volatility

LMBS vs. MBSD - Volatility Comparison

The current volatility for First Trust Low Duration Mortgage Opportunities ETF (LMBS) is 0.68%, while FlexShares Disciplined Duration MBS Index Fund (MBSD) has a volatility of 1.15%. This indicates that LMBS experiences smaller price fluctuations and is considered to be less risky than MBSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMBSMBSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

1.15%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

2.47%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

1.97%

3.53%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.56%

5.15%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.36%

4.26%

-1.90%

LMBS vs. MBSD - Expense Ratio Comparison

LMBS has a 0.68% expense ratio, which is higher than MBSD's 0.20% expense ratio.


Dividends

LMBS vs. MBSD - Dividend Comparison

LMBS's dividend yield for the trailing twelve months is around 4.10%, less than MBSD's 4.19% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
MBSD
FlexShares Disciplined Duration MBS Index Fund
4.19%4.23%3.91%3.39%3.03%2.41%2.78%3.42%3.22%3.30%3.02%3.46%

Frequently Asked Questions


LMBS and MBSD have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MBSD has higher volatility (1.15%) compared to LMBS (0.68%). In terms of maximum drawdown, LMBS dropped -6.49% vs MBSD's -14.36%.

On 10-year performance, LMBS leads with 2.67% vs 1.37% for MBSD. On fees, MBSD is cheaper at 0.20% per year. On volatility, LMBS has been the lower-risk option at 0.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, LMBS has performed better with a 2.67% return vs 1.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MBSD is cheaper with a 0.20% expense ratio, compared with 0.68% for LMBS.

MBSD has the higher dividend yield at 4.19%, compared with 4.10% for LMBS.

They also come from different issuers: First Trust and Northern Trust. Their fees differ too: 0.68% for LMBS and 0.20% for MBSD.

LMBS currently has the higher Sharpe Ratio (3.10 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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