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

Key characteristics


MBSVGIT
Daily Std Dev4.86%5.11%
Max Drawdown-3.24%-16.05%
Current Drawdown-2.90%-8.30%

Correlation

-0.50.00.51.00.7

The correlation between MBS and VGIT is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

MBS vs. VGIT - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.96%
3.23%
MBS
VGIT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 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.


MBS
Sharpe ratio
No data
VGIT
Sharpe ratio
The chart of Sharpe ratio for VGIT, currently valued at 1.14, compared to the broader market-2.000.002.004.006.001.14
Sortino ratio
The chart of Sortino ratio for VGIT, currently valued at 1.69, compared to the broader market0.005.0010.001.69
Omega ratio
The chart of Omega ratio for VGIT, currently valued at 1.20, compared to the broader market1.001.502.002.503.001.20
Calmar ratio
The chart of Calmar ratio for VGIT, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.42
Martin ratio
The chart of Martin ratio for VGIT, currently valued at 3.70, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.70

MBS vs. VGIT - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

MBS vs. VGIT - Dividend Comparison

MBS's dividend yield for the trailing twelve months is around 3.66%, more than VGIT's 3.56% yield.


TTM20232022202120202019201820172016201520142013
MBS
Angel Oak Mortgage-Backed Securities ETF
3.66%0.00%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
3.56%2.72%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%

Drawdowns

MBS vs. VGIT - Drawdown Comparison

The maximum MBS drawdown since its inception was -3.24%, 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%JuneJulyAugustSeptemberOctoberNovember
-2.90%
-3.04%
MBS
VGIT

Volatility

MBS vs. VGIT - Volatility Comparison

Angel Oak Mortgage-Backed Securities ETF (MBS) and Vanguard Intermediate-Term Treasury ETF (VGIT) have volatilities of 1.27% and 1.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%JuneJulyAugustSeptemberOctoberNovember
1.27%
1.25%
MBS
VGIT