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MORT vs. FLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MORT vs. FLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Mortgage REIT Income ETF (MORT) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MORT achieves a -2.10% return, which is significantly lower than FLTR's 1.91% return. Over the past 10 years, MORT has underperformed FLTR with an annualized return of 2.27%, while FLTR has yielded a comparatively higher 3.51% annualized return.


MORT

1D
-1.29%
1M
-4.89%
YTD
-2.10%
6M
-2.31%
1Y
10.79%
3Y*
8.07%
5Y*
-2.36%
10Y*
2.27%

FLTR

1D
-0.04%
1M
0.46%
YTD
1.91%
6M
2.40%
1Y
5.30%
3Y*
6.10%
5Y*
4.49%
10Y*
3.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MORT vs. FLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MORT
VanEck Vectors Mortgage REIT Income ETF
-2.10%12.17%0.14%14.74%-26.92%15.95%-22.39%21.26%-4.45%18.88%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
1.91%5.22%7.38%7.41%0.74%0.55%1.44%5.70%0.30%2.80%

Correlation

The correlation between MORT and FLTR is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2011

0.08

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Return for Risk

MORT vs. FLTR — Risk / Return Rank

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

MORT
MORT Risk / Return Rank: 1919
Overall Rank
MORT Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MORT Sortino Ratio Rank: 1919
Sortino Ratio Rank
MORT Omega Ratio Rank: 1919
Omega Ratio Rank
MORT Calmar Ratio Rank: 1818
Calmar Ratio Rank
MORT Martin Ratio Rank: 1919
Martin Ratio Rank

FLTR
FLTR Risk / Return Rank: 9999
Overall Rank
FLTR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9999
Omega Ratio Rank
FLTR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9999
Martin Ratio Rank
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.

MORT vs. FLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Mortgage REIT Income ETF (MORT) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). 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.


MORTFLTRDifference
Sharpe ratioReturn per unit of total volatility

-6.12

Sortino ratioReturn per unit of downside risk

-11.78

Omega ratioGain probability vs. loss probability

1.12

3.15

-2.03

Calmar ratioReturn relative to maximum drawdown

0.76

16.96

-16.20

Martin ratioReturn relative to average drawdown

2.12

101.23

-99.11

MORT vs. FLTR - Sharpe Ratio Comparison

The current MORT Sharpe Ratio is 0.66, which is lower than the FLTR Sharpe Ratio of 6.77. The chart below compares the historical Sharpe Ratios of MORT and FLTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MORTFLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

6.77

-6.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

2.11

-2.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.70

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.53

-0.37

Drawdowns

MORT vs. FLTR - Drawdown Comparison

The maximum MORT drawdown since its inception was -70.13%, which is greater than FLTR's maximum drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for MORT and FLTR.


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Drawdown Indicators


MORTFLTRDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-17.84%

-52.29%

Max Drawdown (1Y)

Largest decline over 1 year

-14.27%

-0.31%

-13.96%

Max Drawdown (3Y)

Largest decline over 3 years

-21.98%

-1.93%

-20.05%

Max Drawdown (5Y)

Largest decline over 5 years

-42.73%

-3.06%

-39.67%

Max Drawdown (10Y)

Largest decline over 10 years

-70.13%

-17.84%

-52.29%

Current Drawdown

Current decline from peak

-23.25%

-0.04%

-23.21%

Average Drawdown

Average peak-to-trough decline

-15.31%

-0.67%

-14.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

0.05%

+5.06%

Volatility

MORT vs. FLTR - Volatility Comparison

VanEck Vectors Mortgage REIT Income ETF (MORT) has a higher volatility of 3.67% compared to VanEck Vectors Investment Grade Floating Rate ETF (FLTR) at 0.25%. This indicates that MORT's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MORTFLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

0.25%

+3.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

0.62%

+12.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

0.79%

+15.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.70%

2.13%

+21.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.85%

5.00%

+23.85%

MORT vs. FLTR - Expense Ratio Comparison

MORT has a 0.42% expense ratio, which is higher than FLTR's 0.14% expense ratio.


Dividends

MORT vs. FLTR - Dividend Comparison

MORT's dividend yield for the trailing twelve months is around 13.30%, more than FLTR's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
4.73%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%
MORT
VanEck Vectors Mortgage REIT Income ETF
13.30%12.76%11.55%12.18%13.09%8.21%8.11%7.36%8.19%7.82%8.21%9.91%

Frequently Asked Questions


MORT and FLTR have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MORT has higher volatility (3.67%) compared to FLTR (0.25%). In terms of maximum drawdown, MORT dropped -70.13% vs FLTR's -17.84%.

On 10-year performance, FLTR leads with 3.51% vs 2.27% for MORT. On fees, FLTR is cheaper at 0.14% per year. On volatility, FLTR has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FLTR has performed better with a 3.51% return vs 2.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTR is cheaper with a 0.14% expense ratio, compared with 0.42% for MORT.

MORT has the higher dividend yield at 13.30%, compared with 4.73% for FLTR.

MORT is categorized as REIT, while FLTR is Corporate Bonds. MORT tracks MVIS Global Mortgage REITs Index, while FLTR tracks MVIS US Investment Grade Floating Rate Index. Their fees differ too: 0.42% for MORT and 0.14% for FLTR.

FLTR currently has the higher Sharpe Ratio (6.77 vs 0.66), 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.

Portfolio Optimizer

Find the right allocation for MORT and FLTR

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