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MORT vs. REM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MORT and REM is 0.55, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

MORT vs. REM - Performance Comparison

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

40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
56.69%
52.97%
MORT
REM

Key characteristics

Sharpe Ratio

MORT:

0.17

REM:

0.12

Sortino Ratio

MORT:

0.37

REM:

0.30

Omega Ratio

MORT:

1.05

REM:

1.04

Calmar Ratio

MORT:

0.10

REM:

0.07

Martin Ratio

MORT:

0.63

REM:

0.45

Ulcer Index

MORT:

5.79%

REM:

5.64%

Daily Std Dev

MORT:

20.90%

REM:

20.89%

Max Drawdown

MORT:

-70.13%

REM:

-74.72%

Current Drawdown

MORT:

-32.42%

REM:

-33.43%

Returns By Period

In the year-to-date period, MORT achieves a -3.41% return, which is significantly lower than REM's -3.05% return. Over the past 10 years, MORT has underperformed REM with an annualized return of 0.66%, while REM has yielded a comparatively higher 0.93% annualized return.


MORT

YTD

-3.41%

1M

-9.38%

6M

-7.05%

1Y

2.76%

5Y*

10.16%

10Y*

0.66%

REM

YTD

-3.05%

1M

-9.49%

6M

-6.40%

1Y

1.65%

5Y*

9.19%

10Y*

0.93%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MORT vs. REM - Expense Ratio Comparison

MORT has a 0.42% expense ratio, which is lower than REM's 0.48% expense ratio.


Expense ratio chart for REM: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
REM: 0.48%
Expense ratio chart for MORT: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MORT: 0.42%

Risk-Adjusted Performance

MORT vs. REM — Risk-Adjusted Performance Rank

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

MORT
The Risk-Adjusted Performance Rank of MORT is 3535
Overall Rank
The Sharpe Ratio Rank of MORT is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of MORT is 3535
Sortino Ratio Rank
The Omega Ratio Rank of MORT is 3535
Omega Ratio Rank
The Calmar Ratio Rank of MORT is 3232
Calmar Ratio Rank
The Martin Ratio Rank of MORT is 3737
Martin Ratio Rank

REM
The Risk-Adjusted Performance Rank of REM is 3131
Overall Rank
The Sharpe Ratio Rank of REM is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of REM is 3232
Sortino Ratio Rank
The Omega Ratio Rank of REM is 3232
Omega Ratio Rank
The Calmar Ratio Rank of REM is 2929
Calmar Ratio Rank
The Martin Ratio Rank of REM is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MORT vs. REM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Mortgage REIT Income ETF (MORT) and iShares Mortgage Real Estate ETF (REM). 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.


The chart of Sharpe ratio for MORT, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.00
MORT: 0.17
REM: 0.12
The chart of Sortino ratio for MORT, currently valued at 0.37, compared to the broader market-2.000.002.004.006.008.00
MORT: 0.37
REM: 0.30
The chart of Omega ratio for MORT, currently valued at 1.05, compared to the broader market0.501.001.502.00
MORT: 1.05
REM: 1.04
The chart of Calmar ratio for MORT, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.0012.00
MORT: 0.10
REM: 0.07
The chart of Martin ratio for MORT, currently valued at 0.63, compared to the broader market0.0020.0040.0060.00
MORT: 0.63
REM: 0.45

The current MORT Sharpe Ratio is 0.17, which is higher than the REM Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of MORT and REM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.17
0.12
MORT
REM

Dividends

MORT vs. REM - Dividend Comparison

MORT's dividend yield for the trailing twelve months is around 13.17%, more than REM's 9.94% yield.


TTM20242023202220212020201920182017201620152014
MORT
VanEck Vectors Mortgage REIT Income ETF
13.17%11.55%12.18%13.09%8.21%8.11%7.36%8.19%7.82%8.21%9.91%10.08%
REM
iShares Mortgage Real Estate ETF
9.94%9.61%9.46%11.13%7.29%7.72%8.16%10.00%9.97%10.03%11.99%14.53%

Drawdowns

MORT vs. REM - Drawdown Comparison

The maximum MORT drawdown since its inception was -70.13%, smaller than the maximum REM drawdown of -74.72%. Use the drawdown chart below to compare losses from any high point for MORT and REM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%NovemberDecember2025FebruaryMarchApril
-32.42%
-31.91%
MORT
REM

Volatility

MORT vs. REM - Volatility Comparison

VanEck Vectors Mortgage REIT Income ETF (MORT) and iShares Mortgage Real Estate ETF (REM) have volatilities of 13.21% and 13.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.21%
13.14%
MORT
REM