MORT vs. EPI
Compare and contrast key facts about VanEck Vectors Mortgage REIT Income ETF (MORT) and WisdomTree India Earnings Fund (EPI).
MORT and EPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MORT is a passively managed fund by VanEck that tracks the performance of the MVIS Global Mortgage REITs Index. It was launched on Aug 16, 2011. EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008. Both MORT and EPI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MORT or EPI.
Key characteristics
| MORT | EPI | |
|---|---|---|
| YTD Return | -6.99% | 10.15% |
| 1Y Return | 10.92% | 36.97% |
| 3Y Return (Ann) | -8.58% | 16.24% |
| 5Y Return (Ann) | -5.35% | 13.91% |
| 10Y Return (Ann) | 1.09% | 10.58% |
| Sharpe Ratio | 0.34 | 2.85 |
| Daily Std Dev | 24.92% | 12.94% |
| Max Drawdown | -70.13% | -66.21% |
| Current Drawdown | -35.09% | -0.64% |
Correlation
The correlation between MORT and EPI is 0.37, 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.
Performance
MORT vs. EPI - Performance Comparison
In the year-to-date period, MORT achieves a -6.99% return, which is significantly lower than EPI's 10.15% return. Over the past 10 years, MORT has underperformed EPI with an annualized return of 1.09%, while EPI has yielded a comparatively higher 10.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MORT vs. EPI - Expense Ratio Comparison
MORT has a 0.42% expense ratio, which is lower than EPI's 0.84% expense ratio.
Risk-Adjusted Performance
MORT vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Mortgage REIT Income ETF (MORT) and WisdomTree India Earnings Fund (EPI). 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.
Dividends
MORT vs. EPI - Dividend Comparison
MORT's dividend yield for the trailing twelve months is around 11.85%, more than EPI's 0.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MORT VanEck Vectors Mortgage REIT Income ETF | 11.85% | 12.18% | 13.09% | 8.21% | 8.11% | 7.36% | 8.19% | 7.82% | 8.21% | 9.91% | 10.01% | 15.30% |
EPI WisdomTree India Earnings Fund | 0.13% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.05% | 1.20% | 1.02% | 0.75% |
Drawdowns
MORT vs. EPI - Drawdown Comparison
The maximum MORT drawdown since its inception was -70.13%, which is greater than EPI's maximum drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for MORT and EPI. For additional features, visit the drawdowns tool.
Volatility
MORT vs. EPI - Volatility Comparison
VanEck Vectors Mortgage REIT Income ETF (MORT) has a higher volatility of 6.82% compared to WisdomTree India Earnings Fund (EPI) at 2.78%. This indicates that MORT's price experiences larger fluctuations and is considered to be riskier than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.