MNDO vs. VMBS
MNDO (MIND C.T.I. Ltd) is a stock, while VMBS (Vanguard Mortgage-Backed Securities ETF) is Mortgage Backed Securities fund tracking the Barclays Capital U.S. MBS Index. Over the past 10 years, MNDO returned 2.14%/yr vs 1.35%/yr for VMBS. At a correlation of -0.04, they often move in opposite directions.
Performance
MNDO vs. VMBS - Performance Comparison
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Returns By Period
In the year-to-date period, MNDO achieves a -17.39% return, which is significantly lower than VMBS's 0.92% return. Over the past 10 years, MNDO has outperformed VMBS with an annualized return of 2.14%, while VMBS has yielded a comparatively lower 1.35% annualized return.
MNDO
- 1D
- 0.00%
- 1M
- 3.26%
- YTD
- -17.39%
- 6M
- -18.10%
- 1Y
- -29.37%
- 3Y*
- -15.13%
- 5Y*
- -14.24%
- 10Y*
- 2.14%
VMBS
- 1D
- 0.09%
- 1M
- 0.63%
- YTD
- 0.92%
- 6M
- 1.02%
- 1Y
- 6.00%
- 3Y*
- 4.52%
- 5Y*
- 0.57%
- 10Y*
- 1.35%
MNDO vs. VMBS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MNDO MIND C.T.I. Ltd | -17.39% | -34.77% | 12.86% | 4.21% | -26.48% | 30.73% | 21.80% | 18.54% | -7.49% | 26.62% |
VMBS Vanguard Mortgage-Backed Securities ETF | 0.92% | 8.36% | 1.70% | 5.34% | -11.90% | -1.28% | 3.76% | 6.19% | 0.91% | 2.47% |
Correlation
The correlation between MNDO and VMBS is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | -0.04 |
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Return for Risk
MNDO vs. VMBS — Risk / Return Rank
MNDO
VMBS
MNDO vs. VMBS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MIND C.T.I. Ltd (MNDO) and Vanguard Mortgage-Backed Securities ETF (VMBS). 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.
| MNDO | VMBS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -3.13 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.25 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 2.24 | -2.97 |
| Martin ratioReturn relative to average drawdown | -1.26 | 7.12 | -8.38 |
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Drawdowns
MNDO vs. VMBS - Drawdown Comparison
The maximum MNDO drawdown since its inception was -94.28%, which is greater than VMBS's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for MNDO and VMBS.
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Drawdown Indicators
| MNDO | VMBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.28% | -17.47% | -76.81% |
Max Drawdown (1Y)Largest decline over 1 year | -40.53% | -2.68% | -37.85% |
Max Drawdown (3Y)Largest decline over 3 years | -54.63% | -7.65% | -46.98% |
Max Drawdown (5Y)Largest decline over 5 years | -64.04% | -17.12% | -46.92% |
Max Drawdown (10Y)Largest decline over 10 years | -64.04% | -17.47% | -46.57% |
Current DrawdownCurrent decline from peak | -61.19% | -1.07% | -60.12% |
Average DrawdownAverage peak-to-trough decline | -46.73% | -2.49% | -44.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.26% | 0.84% | +22.42% |
Volatility
MNDO vs. VMBS - Volatility Comparison
MIND C.T.I. Ltd (MNDO) has a higher volatility of 14.94% compared to Vanguard Mortgage-Backed Securities ETF (VMBS) at 1.19%. This indicates that MNDO's price experiences larger fluctuations and is considered to be riskier than VMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MNDO | VMBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.94% | 1.19% | +13.75% |
Volatility (6M)Calculated over the trailing 6-month period | 25.43% | 3.27% | +22.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.14% | 4.30% | +32.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.56% | 6.78% | +21.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.70% | 5.41% | +21.29% |
Dividends
MNDO vs. VMBS - Dividend Comparison
MNDO has not paid dividends to shareholders, while VMBS's dividend yield for the trailing twelve months is around 4.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNDO MIND C.T.I. Ltd | 0.00% | 19.13% | 12.15% | 12.24% | 12.38% | 8.37% | 9.27% | 10.79% | 13.16% | 11.55% | 10.98% | 11.86% |
VMBS Vanguard Mortgage-Backed Securities ETF | 4.17% | 4.20% | 3.94% | 3.31% | 2.35% | 1.02% | 2.01% | 2.77% | 2.72% | 2.16% | 2.10% | 2.12% |
Frequently Asked Questions
MNDO and VMBS have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MNDO has higher volatility (14.94%) compared to VMBS (1.19%). In terms of maximum drawdown, MNDO dropped -94.28% vs VMBS's -17.47%.
VMBS currently has the higher Sharpe Ratio (1.40 vs -0.79), 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.
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