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MBS vs. VGIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MBS and VGIT is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

MBS vs. VGIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Mortgage-Backed Securities ETF (MBS) and Vanguard Intermediate-Term Treasury ETF (VGIT). The values are adjusted to include any dividend payments, if applicable.

-3.00%-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
-0.28%
-0.88%
MBS
VGIT

Key characteristics

Daily Std Dev

MBS:

4.57%

VGIT:

4.47%

Max Drawdown

MBS:

-4.09%

VGIT:

-16.05%

Current Drawdown

MBS:

-2.43%

VGIT:

-7.89%

Returns By Period

In the year-to-date period, MBS achieves a 0.66% return, which is significantly lower than VGIT's 0.83% return.


MBS

YTD

0.66%

1M

0.89%

6M

-0.28%

1Y

7.18%

5Y*

N/A

10Y*

N/A

VGIT

YTD

0.83%

1M

0.60%

6M

-0.88%

1Y

3.96%

5Y*

-0.46%

10Y*

1.10%

*Annualized

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MBS vs. VGIT - Expense Ratio Comparison

MBS has a 0.49% expense ratio, which is higher than VGIT's 0.04% expense ratio.


MBS
Angel Oak Mortgage-Backed Securities ETF
Expense ratio chart for MBS: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for VGIT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

MBS vs. VGIT — Risk-Adjusted Performance Rank

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

MBS

VGIT
The Risk-Adjusted Performance Rank of VGIT is 2727
Overall Rank
The Sharpe Ratio Rank of VGIT is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VGIT is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VGIT is 3030
Omega Ratio Rank
The Calmar Ratio Rank of VGIT is 1717
Calmar Ratio Rank
The Martin Ratio Rank of VGIT is 2222
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.

MBS vs. VGIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Mortgage-Backed Securities ETF (MBS) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.


Sharpe ratio
No data
MBS
VGIT


Chart placeholderNot enough data

Dividends

MBS vs. VGIT - Dividend Comparison

MBS's dividend yield for the trailing twelve months is around 4.81%, more than VGIT's 3.70% yield.


TTM20242023202220212020201920182017201620152014
MBS
Angel Oak Mortgage-Backed Securities ETF
4.81%4.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.70%3.67%2.72%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%

Drawdowns

MBS vs. VGIT - Drawdown Comparison

The maximum MBS drawdown since its inception was -4.09%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for MBS and VGIT. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.43%
-2.60%
MBS
VGIT

Volatility

MBS vs. VGIT - Volatility Comparison

Angel Oak Mortgage-Backed Securities ETF (MBS) has a higher volatility of 1.33% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.12%. This indicates that MBS's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%SeptemberOctoberNovemberDecember2025February
1.33%
1.12%
MBS
VGIT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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