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

Performance

REM vs. MORT - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.16%
4.47%
REM
MORT

Returns By Period

In the year-to-date period, REM achieves a 1.83% return, which is significantly lower than MORT's 2.26% return. Over the past 10 years, REM has outperformed MORT with an annualized return of 1.76%, while MORT has yielded a comparatively lower 1.45% annualized return.


REM

YTD

1.83%

1M

-2.93%

6M

3.91%

1Y

11.51%

5Y (annualized)

-3.78%

10Y (annualized)

1.76%

MORT

YTD

2.26%

1M

-4.11%

6M

3.51%

1Y

11.84%

5Y (annualized)

-4.15%

10Y (annualized)

1.45%

Key characteristics


REMMORT
Sharpe Ratio0.610.62
Sortino Ratio0.940.94
Omega Ratio1.121.12
Calmar Ratio0.320.33
Martin Ratio2.102.13
Ulcer Index5.81%5.84%
Daily Std Dev19.90%20.05%
Max Drawdown-74.72%-70.13%
Current Drawdown-29.37%-28.64%

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REM vs. MORT - Expense Ratio Comparison

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


REM
iShares Mortgage Real Estate ETF
Expense ratio chart for REM: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for MORT: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Correlation

-0.50.00.51.01.0

The correlation between REM and MORT is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

REM vs. MORT - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for REM, currently valued at 0.61, compared to the broader market0.002.004.006.000.610.62
The chart of Sortino ratio for REM, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.0010.0012.000.940.94
The chart of Omega ratio for REM, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.12
The chart of Calmar ratio for REM, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.340.33
The chart of Martin ratio for REM, currently valued at 2.10, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.102.13
REM
MORT

The current REM Sharpe Ratio is 0.61, which is comparable to the MORT Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of REM and MORT, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.61
0.62
REM
MORT

Dividends

REM vs. MORT - Dividend Comparison

REM's dividend yield for the trailing twelve months is around 9.44%, less than MORT's 10.78% yield.


TTM20232022202120202019201820172016201520142013
REM
iShares Mortgage Real Estate ETF
9.44%9.46%11.13%7.29%7.72%8.16%10.00%9.97%10.03%11.99%14.53%16.12%
MORT
VanEck Vectors Mortgage REIT Income ETF
10.78%12.18%13.10%8.21%8.11%7.36%8.19%7.82%8.21%9.91%10.08%15.30%

Drawdowns

REM vs. MORT - Drawdown Comparison

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


-34.00%-32.00%-30.00%-28.00%-26.00%-24.00%JuneJulyAugustSeptemberOctoberNovember
-27.76%
-28.64%
REM
MORT

Volatility

REM vs. MORT - Volatility Comparison

iShares Mortgage Real Estate ETF (REM) and VanEck Vectors Mortgage REIT Income ETF (MORT) have volatilities of 4.12% and 4.13%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.12%
4.13%
REM
MORT