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

Correlation

The correlation between MORT and SCHD is 0.54, 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. SCHD - Performance Comparison

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

100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
70.85%
370.37%
MORT
SCHD

Key characteristics

Sharpe Ratio

MORT:

0.17

SCHD:

0.23

Sortino Ratio

MORT:

0.37

SCHD:

0.43

Omega Ratio

MORT:

1.05

SCHD:

1.06

Calmar Ratio

MORT:

0.10

SCHD:

0.23

Martin Ratio

MORT:

0.63

SCHD:

0.84

Ulcer Index

MORT:

5.79%

SCHD:

4.38%

Daily Std Dev

MORT:

20.90%

SCHD:

15.99%

Max Drawdown

MORT:

-70.13%

SCHD:

-33.37%

Current Drawdown

MORT:

-32.42%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, MORT achieves a -3.41% return, which is significantly higher than SCHD's -5.04% return. Over the past 10 years, MORT has underperformed SCHD with an annualized return of 0.66%, while SCHD has yielded a comparatively higher 10.35% annualized return.


MORT

YTD

-3.41%

1M

-9.38%

6M

-7.05%

1Y

2.76%

5Y*

10.16%

10Y*

0.66%

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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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.


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%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

MORT vs. SCHD — 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

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
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. 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.


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
SCHD: 0.23
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
SCHD: 0.43
The chart of Omega ratio for MORT, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
MORT: 1.05
SCHD: 1.06
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
SCHD: 0.23
The chart of Martin ratio for MORT, currently valued at 0.63, compared to the broader market0.0020.0040.0060.00
MORT: 0.63
SCHD: 0.84

The current MORT Sharpe Ratio is 0.17, which is comparable to the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of MORT and SCHD, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.17
0.23
MORT
SCHD

Dividends

MORT vs. SCHD - Dividend Comparison

MORT's dividend yield for the trailing twelve months is around 13.17%, more than SCHD's 4.05% 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%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.42%
-11.33%
MORT
SCHD

Volatility

MORT vs. SCHD - Volatility Comparison

VanEck Vectors Mortgage REIT Income ETF (MORT) has a higher volatility of 13.21% compared to Schwab US Dividend Equity ETF (SCHD) at 11.25%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.21%
11.25%
MORT
SCHD