MBSX vs. ARTY

Last updated Jul 12, 2026

MBSX (Regan Fixed Rate MBS ETF) and ARTY (iShares Future AI & Tech ETF) are both exchange-traded funds - MBSX is a Mortgage Backed Securities fund actively managed by Regan, while ARTY is a Technology Equities fund tracking the Morningstar Global Artificial Intelligence Select Index (Net). MBSX is actively managed, while ARTY is passively managed. Over the past year, MBSX returned 12.56% vs 76.12% for ARTY. At a correlation of -0.13, they often move in opposite directions. MBSX charges 0.40%/yr vs 0.47%/yr for ARTY.

Performance

MBSX vs. ARTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Regan Fixed Rate MBS ETF (MBSX) and iShares Future AI & Tech ETF (ARTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MBSX achieves a 6.66% return, which is significantly lower than ARTY's 50.57% return.

MBSX

• 1D: 4.40%
• 1M: 4.38%
• 6M: 5.96%
• YTD: 6.66%
• 1Y: 12.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ARTY

• 1D: -0.30%
• 1M: -0.99%
• 6M: 44.08%
• YTD: 50.57%
• 1Y: 76.12%
• 3Y*: 29.59%
• 5Y*: 11.33%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MBSX vs. ARTY - Yearly Performance Comparison

	2026 (YTD)	2025
MBSX Regan Fixed Rate MBS ETF	6.66%	8.47%
ARTY iShares Future AI & Tech ETF	50.57%	48.89%

Correlation

The correlation between MBSX and ARTY is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.18
Correlation (All Time) Calculated using the full available price history since May 1, 2025	-0.13

Return for Risk

MBSX vs. ARTY — Risk / Return Rank

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

MBSX

MBSX Risk / Return Rank: 17
MBSX Sharpe Ratio Rank: 13
MBSX Sortino Ratio Rank: 16
MBSX Omega Ratio Rank: 22
MBSX Calmar Ratio Rank: 15
MBSX Martin Ratio Rank: 17

ARTY

ARTY Risk / Return Rank: 79
ARTY Sharpe Ratio Rank: 85
ARTY Sortino Ratio Rank: 71
ARTY Omega Ratio Rank: 73
ARTY Calmar Ratio Rank: 88
ARTY Martin Ratio Rank: 80

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.

MBSX vs. ARTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Regan Fixed Rate MBS ETF (MBSX) and iShares Future AI & Tech ETF (ARTY). 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.

	MBSX	ARTY	Difference
Sharpe ratio: Return per unit of total volatility	0.23	2.16	-1.93
Sortino ratio: Return per unit of downside risk	0.71	2.56	-1.86
Omega ratio: Gain probability vs. loss probability	1.13	1.34	-0.21
Calmar ratio: Return relative to maximum drawdown	0.45	4.02	-3.57
Martin ratio: Return relative to average drawdown	1.27	12.32	-11.05

MBSX vs. ARTY - Sharpe Ratio Comparison

The current MBSX Sharpe Ratio is 0.23, which is lower than the ARTY Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of MBSX and ARTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MBSX vs. ARTY - Drawdown Comparison

The maximum MBSX drawdown since its inception was -27.57%, smaller than the maximum ARTY drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for MBSX and ARTY.

Drawdown Indicators

	MBSX	ARTY	Difference
Max Drawdown Largest peak-to-trough decline	-27.57%	-54.50%	+26.93%
Max Drawdown (1Y) Largest decline over 1 year	-27.57%	-18.81%	-8.76%
Max Drawdown (3Y) Largest decline over 3 years	—	-32.44%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-50.53%	—
Current Drawdown Current decline from peak	-20.22%	-10.16%	-10.06%
Average Drawdown Average peak-to-trough decline	-7.42%	-19.70%	+12.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.84%	6.13%	+3.71%

Volatility

MBSX vs. ARTY - Volatility Comparison

The current volatility for Regan Fixed Rate MBS ETF (MBSX) is 10.58%, while iShares Future AI & Tech ETF (ARTY) has a volatility of 15.57%. This indicates that MBSX experiences smaller price fluctuations and is considered to be less risky than ARTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MBSX	ARTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.58%	15.57%	-4.99%
Volatility (6M) Calculated over the trailing 6-month period	52.58%	31.01%	+21.57%
Volatility (1Y) Calculated over the trailing 1-year period	55.27%	35.08%	+20.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.97%	29.78%	+24.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.97%	28.38%	+25.59%

MBSX vs. ARTY - Expense Ratio Comparison

MBSX has a 0.40% expense ratio, which is lower than ARTY's 0.47% expense ratio.

Dividends

MBSX vs. ARTY - Dividend Comparison

MBSX's dividend yield for the trailing twelve months is around 3.43%, more than ARTY's 0.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ARTY iShares Future AI & Tech ETF	0.06%	0.00%	0.50%	0.88%	0.75%	2.41%	0.53%	0.69%	0.34%
MBSX Regan Fixed Rate MBS ETF	3.43%	2.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MBSX and ARTY in my portfolio?

MBSX and ARTY have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MBSX or ARTY?

ARTY has higher volatility (15.57%) compared to MBSX (10.58%). In terms of maximum drawdown, MBSX dropped -27.57% vs ARTY's -54.50%.

Which ETF is better, MBSX or ARTY?

On 1-year performance, ARTY leads with 76.12% vs 12.56% for MBSX. On fees, MBSX is cheaper at 0.40% per year. On volatility, MBSX has been the lower-risk option at 10.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MBSX or ARTY?

Over the 1-year period, ARTY has performed better with a 76.12% return vs 12.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MBSX or ARTY?

MBSX is cheaper with a 0.40% expense ratio, compared with 0.47% for ARTY.

Which ETF pays a higher dividend yield, MBSX or ARTY?

MBSX has the higher dividend yield at 3.43%, compared with 0.06% for ARTY.

What is the main difference between MBSX and ARTY?

MBSX is categorized as Mortgage Backed Securities, while ARTY is Technology Equities. They also come from different issuers: Regan and iShares. Their fees differ too: 0.40% for MBSX and 0.47% for ARTY.

Which has better risk-adjusted returns?

ARTY currently has the higher Sharpe Ratio (2.16 vs 0.23), 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.