MNDO vs. VMBS

Last updated Jun 4, 2026

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 1.69%/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

The chart below illustrates the hypothetical performance of a $10,000 investment in MIND C.T.I. Ltd (MNDO) and Vanguard Mortgage-Backed Securities ETF (VMBS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MNDO achieves a -20.17% return, which is significantly lower than VMBS's 0.66% return. Over the past 10 years, MNDO has outperformed VMBS with an annualized return of 1.69%, while VMBS has yielded a comparatively lower 1.35% annualized return.

MNDO

• 1D: -8.11%
• 1M: -12.57%
• YTD: -20.17%
• 6M: -24.13%
• 1Y: -37.97%
• 3Y*: -16.10%
• 5Y*: -15.36%
• 10Y*: 1.69%

VMBS

• 1D: -0.15%
• 1M: 0.33%
• YTD: 0.66%
• 6M: 0.85%
• 1Y: 6.93%
• 3Y*: 4.60%
• 5Y*: 0.48%
• 10Y*: 1.35%

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

MNDO vs. VMBS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MNDO MIND C.T.I. Ltd	-20.17%	-34.77%	12.86%	4.21%	-26.48%	30.73%	21.80%	18.54%	-7.49%	26.62%
VMBS Vanguard Mortgage-Backed Securities ETF	0.66%	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 -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
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 24, 2009	-0.04

Return for Risk

MNDO vs. VMBS — Risk / Return Rank

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

MNDO

MNDO Risk / Return Rank: 4
MNDO Sharpe Ratio Rank: 4
MNDO Sortino Ratio Rank: 5
MNDO Omega Ratio Rank: 6
MNDO Calmar Ratio Rank: 5
MNDO Martin Ratio Rank: 3

VMBS

VMBS Risk / Return Rank: 48
VMBS Sharpe Ratio Rank: 45
VMBS Sortino Ratio Rank: 48
VMBS Omega Ratio Rank: 45
VMBS Calmar Ratio Rank: 52
VMBS Martin Ratio Rank: 51

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.

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.

	MNDO	VMBS	Difference
Sharpe ratio Return per unit of total volatility	-1.06	1.59	-2.65
Sortino ratio Return per unit of downside risk	-1.54	2.38	-3.92
Omega ratio Gain probability vs. loss probability	0.81	1.29	-0.48
Calmar ratio Return relative to maximum drawdown	-0.93	2.59	-3.52
Martin ratio Return relative to average drawdown	-1.70	8.68	-10.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MNDO vs. VMBS - Sharpe Ratio Comparison

The current MNDO Sharpe Ratio is -1.06, which is lower than the VMBS Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of MNDO and VMBS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MNDO	VMBS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.06	1.59	-2.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.55	0.07	-0.62
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.06	0.25	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.46	-0.43

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.

Drawdown Indicators

	MNDO	VMBS	Difference
Max Drawdown Largest peak-to-trough decline	-94.28%	-17.47%	-76.81%
Max Drawdown (1Y) Largest decline over 1 year	-40.93%	-2.68%	-38.25%
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 Drawdown Current decline from peak	-62.50%	-1.33%	-61.17%
Average Drawdown Average peak-to-trough decline	-46.71%	-2.49%	-44.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.35%	0.80%	+21.55%

Volatility

MNDO vs. VMBS - Volatility Comparison

MIND C.T.I. Ltd (MNDO) has a higher volatility of 16.66% compared to Vanguard Mortgage-Backed Securities ETF (VMBS) at 1.62%. 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.

Volatility by Period

	MNDO	VMBS	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.66%	1.62%	+15.04%
Volatility (6M) Calculated over the trailing 6-month period	23.32%	3.16%	+20.16%
Volatility (1Y) Calculated over the trailing 1-year period	36.09%	4.37%	+31.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.16%	6.77%	+21.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.54%	5.40%	+21.14%

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 4.19%.

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	4.19%	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

Can I hold both MNDO and VMBS in my portfolio?

MNDO and VMBS have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MNDO or VMBS?

MNDO has higher volatility (16.66%) compared to VMBS (1.62%). In terms of maximum drawdown, MNDO dropped -94.28% vs VMBS's -17.47%.

Which has better risk-adjusted returns?

VMBS currently has the higher Sharpe Ratio (1.59 vs -1.06), 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.