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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
-0.16%
1M
0.53%
YTD
6M
1Y
3Y*
5Y*
10Y*

PMBS

1D
-0.21%
1M
0.11%
YTD
0.90%
6M
1.15%
1Y
7.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBBA vs. PMBS - Yearly Performance Comparison


Correlation

The correlation between MBBA and PMBS is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 27, 2026

0.90

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Return for Risk

MBBA vs. PMBS — Risk / Return Rank

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

MBBA

PMBS
PMBS Risk / Return Rank: 5353
Overall Rank
PMBS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PMBS Sortino Ratio Rank: 5656
Sortino Ratio Rank
PMBS Omega Ratio Rank: 5353
Omega Ratio Rank
PMBS Calmar Ratio Rank: 5252
Calmar Ratio Rank
PMBS Martin Ratio Rank: 5252
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.

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.


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

MBBA vs. PMBS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MBBAPMBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.83

-0.43

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

-1.17%

-1.55%

+0.38%

Average Drawdown

Average peak-to-trough decline

-1.12%

-1.14%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

Volatility

MBBA vs. PMBS - Volatility Comparison


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Volatility by Period


MBBAPMBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

4.22%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.66%

4.88%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

4.88%

-0.22%

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 1.84%, less than PMBS's 4.98% yield.


Frequently Asked Questions


MBBA and PMBS have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 1.84% 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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