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MBBA vs. PMBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBBA vs. PMBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Mortgage-Backed Securities Active ETF (MBBA) and PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MBBA

1D
0.39%
1M
-0.86%
6M
-0.09%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

PMBS

1D
0.23%
1M
-1.24%
6M
-0.59%
YTD
0.07%
1Y
3.73%
3Y*
5Y*
10Y*
ALL TIME*
3.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$431.77K$417.52K$899.94K
$4.24M$3.71M$5.44M

MBBA vs. PMBS - Yearly Performance Comparison


Correlation

The correlation between MBBA and PMBS is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 26, 2026

0.90

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Return for Risk

MBBA vs. PMBS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MBBA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


PMBS
PMBS Risk / Return Rank: 3434
Overall Rank
PMBS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PMBS Sortino Ratio Rank: 3333
Sortino Ratio Rank
PMBS Omega Ratio Rank: 3232
Omega Ratio Rank
PMBS Calmar Ratio Rank: 3535
Calmar Ratio Rank
PMBS Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MBBA vs. PMBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Mortgage-Backed Securities Active ETF (MBBA) and PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS). 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.

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.


MBBAPMBSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.26

Martin ratioReturn relative to average drawdown

3.46

MBBA vs. PMBS - Sharpe Ratio Comparison


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Drawdowns

MBBA vs. PMBS - Drawdown Comparison

The maximum MBBA drawdown since its inception was -2.83%, smaller than the maximum PMBS drawdown of -4.35%. Use the drawdown chart below to compare losses from any high point for MBBA and PMBS.


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Drawdown Indicators


MBBAPMBSDifference

Max Drawdown

Largest peak-to-trough decline

-2.83%

-4.35%

+1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

Current Drawdown

Current decline from peak

-1.76%

-2.37%

+0.61%

Average Drawdown

Average peak-to-trough decline

-1.16%

-1.18%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

Volatility

MBBA vs. PMBS - Volatility Comparison


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Volatility by Period


MBBAPMBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

Volatility (6M)

Calculated over the trailing 6-month period

3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

4.55%

4.14%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.55%

4.85%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

4.85%

-0.30%

MBBA vs. PMBS - Expense Ratio Comparison

MBBA has a 0.25% expense ratio, which is lower than PMBS's 0.71% expense ratio.


Dividends

MBBA vs. PMBS - Dividend Comparison

MBBA's dividend yield for the trailing twelve months is around 2.63%, less than PMBS's 4.98% yield.


Frequently Asked Questions


With a correlation of 0.90, MBBA and PMBS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, MBBA is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MBBA is cheaper with a 0.25% expense ratio, compared with 0.71% for PMBS.

PMBS has the higher dividend yield at 4.98%, compared with 2.63% for MBBA.

They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.25% for MBBA and 0.71% for PMBS.

Portfolio Optimizer

Find the right allocation for MBBA and PMBS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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