MORT vs. SCHD
Compare and contrast key facts about VanEck Vectors Mortgage REIT Income ETF (MORT) and Schwab US Dividend Equity ETF (SCHD).
MORT and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both MORT and SCHD 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 SCHD.
Key characteristics
| MORT | SCHD | |
|---|---|---|
| YTD Return | -5.77% | 1.78% |
| 1Y Return | 16.26% | 12.11% |
| 3Y Return (Ann) | -8.17% | 4.55% |
| 5Y Return (Ann) | -5.18% | 11.11% |
| 10Y Return (Ann) | 1.22% | 10.94% |
| Sharpe Ratio | 0.50 | 0.84 |
| Daily Std Dev | 24.86% | 11.58% |
| Max Drawdown | -70.13% | -33.37% |
| Current Drawdown | -34.24% | -4.64% |
Correlation
The correlation between MORT and SCHD is 0.56, 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.
Performance
MORT vs. SCHD - Performance Comparison
In the year-to-date period, MORT achieves a -5.77% return, which is significantly lower than SCHD's 1.78% return. Over the past 10 years, MORT has underperformed SCHD with an annualized return of 1.22%, while SCHD has yielded a comparatively higher 10.94% 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. SCHD - Expense Ratio Comparison
MORT has a 0.42% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
MORT vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Mortgage REIT Income ETF (MORT) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
MORT's dividend yield for the trailing twelve months is around 11.70%, more than SCHD's 3.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MORT VanEck Vectors Mortgage REIT Income ETF | 11.70% | 12.18% | 13.09% | 8.21% | 8.11% | 7.36% | 8.19% | 7.82% | 8.21% | 9.91% | 10.01% | 15.30% |
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
MORT vs. SCHD - Drawdown Comparison
The maximum MORT drawdown since its inception was -70.13%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MORT and SCHD. For additional features, visit the drawdowns tool.
Volatility
MORT vs. SCHD - Volatility Comparison
VanEck Vectors Mortgage REIT Income ETF (MORT) has a higher volatility of 6.86% compared to Schwab US Dividend Equity ETF (SCHD) at 3.52%. This indicates that MORT's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.