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MORT vs. REIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MORT vs. REIT - Performance Comparison

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

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MORT vs. REIT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MORT
VanEck Vectors Mortgage REIT Income ETF
-2.38%12.17%0.14%14.74%-26.92%8.14%
REIT
ALPS Active REIT ETF
4.77%-0.55%7.11%13.74%-21.23%33.56%

Returns By Period

In the year-to-date period, MORT achieves a -2.38% return, which is significantly lower than REIT's 4.77% return.


MORT

1D
2.70%
1M
-4.47%
YTD
-2.38%
6M
1.74%
1Y
4.11%
3Y*
9.12%
5Y*
-1.41%
10Y*
3.04%

REIT

1D
1.34%
1M
-5.61%
YTD
4.77%
6M
3.50%
1Y
3.28%
3Y*
7.32%
5Y*
4.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MORT vs. REIT - Expense Ratio Comparison

MORT has a 0.42% expense ratio, which is lower than REIT's 0.68% expense ratio.


Return for Risk

MORT vs. REIT — 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: 1818
Sharpe Ratio Rank
MORT Sortino Ratio Rank: 1717
Sortino Ratio Rank
MORT Omega Ratio Rank: 1818
Omega Ratio Rank
MORT Calmar Ratio Rank: 2121
Calmar Ratio Rank
MORT Martin Ratio Rank: 2020
Martin Ratio Rank

REIT
REIT Risk / Return Rank: 1919
Overall Rank
REIT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
REIT Sortino Ratio Rank: 1717
Sortino Ratio Rank
REIT Omega Ratio Rank: 1717
Omega Ratio Rank
REIT Calmar Ratio Rank: 2020
Calmar Ratio Rank
REIT Martin Ratio Rank: 2222
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. REIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Mortgage REIT Income ETF (MORT) and ALPS Active REIT ETF (REIT). 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.


MORTREITDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.21

-0.01

Sortino ratio

Return per unit of downside risk

0.40

0.39

+0.01

Omega ratio

Gain probability vs. loss probability

1.05

1.05

0.00

Calmar ratio

Return relative to maximum drawdown

0.37

0.35

+0.03

Martin ratio

Return relative to average drawdown

1.03

1.26

-0.23

MORT vs. REIT - Sharpe Ratio Comparison

The current MORT Sharpe Ratio is 0.20, which is comparable to the REIT Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of MORT and REIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MORTREITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.21

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.27

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.32

-0.16

Correlation

The correlation between MORT and REIT is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MORT vs. REIT - Dividend Comparison

MORT's dividend yield for the trailing twelve months is around 13.07%, more than REIT's 3.01% yield.


TTM20252024202320222021202020192018201720162015
MORT
VanEck Vectors Mortgage REIT Income ETF
13.07%12.76%11.55%12.18%13.09%8.21%8.11%7.36%8.19%7.82%8.21%9.91%
REIT
ALPS Active REIT ETF
3.01%3.20%3.06%3.13%2.81%4.71%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MORT vs. REIT - Drawdown Comparison

The maximum MORT drawdown since its inception was -70.13%, which is greater than REIT's maximum drawdown of -29.30%. Use the drawdown chart below to compare losses from any high point for MORT and REIT.


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Drawdown Indicators


MORTREITDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-29.30%

-40.83%

Max Drawdown (1Y)

Largest decline over 1 year

-14.55%

-12.50%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-42.73%

-29.30%

-13.43%

Max Drawdown (10Y)

Largest decline over 10 years

-70.13%

Current Drawdown

Current decline from peak

-23.47%

-5.86%

-17.61%

Average Drawdown

Average peak-to-trough decline

-15.24%

-10.69%

-4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

3.42%

+1.93%

Volatility

MORT vs. REIT - Volatility Comparison

VanEck Vectors Mortgage REIT Income ETF (MORT) has a higher volatility of 7.50% compared to ALPS Active REIT ETF (REIT) at 4.50%. This indicates that MORT's price experiences larger fluctuations and is considered to be riskier than REIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MORTREITDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

4.50%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

8.99%

+3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

21.00%

15.86%

+5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.72%

18.59%

+5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.81%

18.52%

+10.29%