MITT vs. VOO
Compare and contrast key facts about AG Mortgage Investment Trust, Inc. (MITT) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
MITT vs. VOO - Performance Comparison
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MITT vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | -11.93% | 42.79% | 17.10% | 35.77% | -41.03% | 24.12% | -80.68% | 8.94% | -6.22% | 23.62% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, MITT achieves a -11.93% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, MITT has underperformed VOO with an annualized return of -6.45%, while VOO has yielded a comparatively higher 14.14% annualized return.
MITT
- 1D
- -0.68%
- 1M
- -7.71%
- YTD
- -11.93%
- 6M
- 4.54%
- 1Y
- 11.50%
- 3Y*
- 21.38%
- 5Y*
- 0.31%
- 10Y*
- -6.45%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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Return for Risk
MITT vs. VOO — Risk / Return Rank
MITT
VOO
MITT vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AG Mortgage Investment Trust, Inc. (MITT) and Vanguard S&P 500 ETF (VOO). 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.
| MITT | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 1.01 | -0.64 |
Sortino ratioReturn per unit of downside risk | 0.72 | 1.53 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.23 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.55 | -1.00 |
Martin ratioReturn relative to average drawdown | 1.49 | 7.31 | -5.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MITT | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 1.01 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.71 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.79 | -0.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.83 | -0.89 |
Correlation
The correlation between MITT and VOO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MITT vs. VOO - Dividend Comparison
MITT's dividend yield for the trailing twelve months is around 12.26%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | 12.26% | 9.98% | 11.28% | 11.34% | 15.25% | 7.90% | 1.02% | 12.32% | 12.40% | 10.52% | 11.10% | 17.72% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
MITT vs. VOO - Drawdown Comparison
The maximum MITT drawdown since its inception was -91.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MITT and VOO.
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Drawdown Indicators
| MITT | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.49% | -33.99% | -57.50% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -11.98% | -8.76% |
Max Drawdown (5Y)Largest decline over 5 years | -71.11% | -24.52% | -46.59% |
Max Drawdown (10Y)Largest decline over 10 years | -91.49% | -33.99% | -57.50% |
Current DrawdownCurrent decline from peak | -73.83% | -5.55% | -68.28% |
Average DrawdownAverage peak-to-trough decline | -38.31% | -3.72% | -34.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.71% | 2.55% | +5.16% |
Volatility
MITT vs. VOO - Volatility Comparison
AG Mortgage Investment Trust, Inc. (MITT) has a higher volatility of 9.82% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that MITT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MITT | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.82% | 5.34% | +4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 19.39% | 9.47% | +9.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.55% | 18.11% | +13.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.97% | 16.82% | +19.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.55% | 17.99% | +49.56% |