MORT vs. RISR
MORT (VanEck Mortgage REIT Income ETF) and RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) are both exchange-traded funds - MORT is a REIT fund tracking the MVIS US Mortgage REITs Index, while RISR is a Nontraditional Bonds fund actively managed by FolioBeyond. MORT is passively managed, while RISR is actively managed. Over the past 3 years, MORT returned 5.65%/yr vs 10.07%/yr for RISR. Their -0.15 correlation means they have often moved in opposite directions in the past. MORT charges 0.43%/yr vs 1.13%/yr for RISR.
Performance
MORT vs. RISR - Performance Comparison
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Returns By Period
In the year-to-date period, MORT achieves a 0.24% return, which is significantly lower than RISR's 4.75% return.
MORT
- 1D
- 0.83%
- 1M
- -1.61%
- 6M
- -1.81%
- YTD
- 0.24%
- 1Y
- 7.47%
- 3Y*
- 5.65%
- 5Y*
- -0.99%
- 10Y*
- 1.76%
- ALL TIME*
- 4.07%
RISR
- 1D
- -0.15%
- 1M
- 1.47%
- 6M
- 4.83%
- YTD
- 4.75%
- 1Y
- 6.29%
- 3Y*
- 10.07%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.29M | $14.10M | $10.03M | |
| $3.20M | $3.07M | $3.51M |
MORT vs. RISR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MORT VanEck Mortgage REIT Income ETF | 0.24% | 12.17% | 0.14% | 14.74% | -26.92% | -1.17% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 4.75% | 4.63% | 24.20% | 7.02% | 31.98% | -0.04% |
Correlation
The correlation between MORT and RISR is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.31 |
Correlation (3Y) Balances recent behavior with more history. | -0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | -0.15 |
The correlation between MORT and RISR shifts across timeframes, from -0.31 (1 year) to -0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MORT vs. RISR — Risk / Return Rank
MORT
RISR
MORT vs. RISR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Mortgage REIT Income ETF (MORT) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MORT | RISR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.22 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 2.42 | -1.90 |
| Martin ratioReturn relative to average drawdown | 1.27 | 5.79 | -4.52 |
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Drawdowns
MORT vs. RISR - Drawdown Comparison
The maximum MORT drawdown since its inception was -70.13%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for MORT and RISR.
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Drawdown Indicators
| MORT | RISR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.13% | -14.31% | -55.82% |
Max Drawdown (1Y)Largest decline over 1 year | -14.27% | -2.61% | -11.66% |
Max Drawdown (3Y)Largest decline over 3 years | -19.93% | -8.07% | -11.86% |
Max Drawdown (5Y)Largest decline over 5 years | -42.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.13% | — | — |
Current DrawdownCurrent decline from peak | -21.42% | -0.15% | -21.27% |
Average DrawdownAverage peak-to-trough decline | -15.37% | -2.12% | -13.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.90% | 1.09% | +4.81% |
Volatility
MORT vs. RISR - Volatility Comparison
VanEck Mortgage REIT Income ETF (MORT) has a higher volatility of 5.04% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 1.13%. This indicates that MORT's price experiences larger fluctuations and is considered to be riskier than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MORT | RISR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 1.13% | +3.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 3.57% | +8.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 5.25% | +11.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.59% | 11.67% | +11.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 11.67% | +17.22% |
MORT vs. RISR - Expense Ratio Comparison
MORT has a 0.43% expense ratio, which is lower than RISR's 1.13% expense ratio.
Dividends
MORT vs. RISR - Dividend Comparison
MORT's dividend yield for the trailing twelve months is around 15.23%, more than RISR's 5.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MORT VanEck Mortgage REIT Income ETF | 15.23% | 12.76% | 11.55% | 12.18% | 13.09% | 8.21% | 8.11% | 7.36% | 8.19% | 7.82% | 8.21% | 9.91% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 5.88% | 5.95% | 5.67% | 7.96% | 4.26% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MORT and RISR have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MORT has higher volatility (5.04%) compared to RISR (1.13%). In terms of maximum drawdown, MORT dropped -70.13% vs RISR's -14.31%.
On 3-year performance, RISR leads with 10.07% vs 5.65% for MORT. On fees, MORT is cheaper at 0.43% per year. On volatility, RISR has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, RISR has performed better with a 10.07% return vs 5.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MORT is cheaper with a 0.43% expense ratio, compared with 1.13% for RISR.
MORT has the higher dividend yield at 15.23%, compared with 5.88% for RISR.
MORT is categorized as REIT, while RISR is Nontraditional Bonds. They also come from different issuers: VanEck and FolioBeyond. Their fees differ too: 0.43% for MORT and 1.13% for RISR.
RISR currently has the higher Sharpe Ratio (1.20 vs 0.44), 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.
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