TDSC vs. LMBS
Compare and contrast key facts about Cabana Target Drawdown 10 ETF (TDSC) and First Trust Low Duration Mortgage Opportunities ETF (LMBS).
TDSC and LMBS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TDSC is an actively managed fund by Exchange Traded Concepts. It was launched on Sep 16, 2020. LMBS is an actively managed fund by First Trust. It was launched on Nov 4, 2014.
Performance
TDSC vs. LMBS - Performance Comparison
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TDSC vs. LMBS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TDSC Cabana Target Drawdown 10 ETF | 3.10% | 6.56% | 7.10% | 7.63% | -19.67% | 14.81% | -0.11% |
LMBS First Trust Low Duration Mortgage Opportunities ETF | 0.66% | 7.05% | 5.15% | 6.10% | -3.07% | -0.91% | 0.19% |
Returns By Period
In the year-to-date period, TDSC achieves a 3.10% return, which is significantly higher than LMBS's 0.66% return.
TDSC
- 1D
- 1.72%
- 1M
- -3.51%
- YTD
- 3.10%
- 6M
- 3.92%
- 1Y
- 7.13%
- 3Y*
- 8.26%
- 5Y*
- 2.52%
- 10Y*
- —
LMBS
- 1D
- 0.22%
- 1M
- -0.91%
- YTD
- 0.66%
- 6M
- 2.10%
- 1Y
- 5.57%
- 3Y*
- 5.69%
- 5Y*
- 2.95%
- 10Y*
- 2.84%
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TDSC vs. LMBS - Expense Ratio Comparison
TDSC has a 0.69% expense ratio, which is higher than LMBS's 0.68% expense ratio.
Return for Risk
TDSC vs. LMBS — Risk / Return Rank
TDSC
LMBS
TDSC vs. LMBS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cabana Target Drawdown 10 ETF (TDSC) and First Trust Low Duration Mortgage Opportunities ETF (LMBS). 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.
| TDSC | LMBS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 2.18 | -1.60 |
Sortino ratioReturn per unit of downside risk | 0.79 | 2.91 | -2.11 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.47 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 3.25 | -2.63 |
Martin ratioReturn relative to average drawdown | 2.23 | 13.96 | -11.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TDSC | LMBS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 2.18 | -1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 1.16 | -0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.20 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 1.13 | -0.85 |
Correlation
The correlation between TDSC and LMBS is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TDSC vs. LMBS - Dividend Comparison
TDSC's dividend yield for the trailing twelve months is around 2.17%, less than LMBS's 4.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDSC Cabana Target Drawdown 10 ETF | 2.17% | 2.92% | 2.06% | 2.06% | 1.76% | 1.11% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LMBS First Trust Low Duration Mortgage Opportunities ETF | 4.10% | 4.08% | 4.28% | 3.96% | 2.22% | 2.04% | 2.27% | 2.55% | 2.76% | 2.73% | 2.84% | 3.03% |
Drawdowns
TDSC vs. LMBS - Drawdown Comparison
The maximum TDSC drawdown since its inception was -21.51%, which is greater than LMBS's maximum drawdown of -6.49%. Use the drawdown chart below to compare losses from any high point for TDSC and LMBS.
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Drawdown Indicators
| TDSC | LMBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.51% | -6.49% | -15.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -1.72% | -10.41% |
Max Drawdown (5Y)Largest decline over 5 years | -21.51% | -6.16% | -15.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.49% | — |
Current DrawdownCurrent decline from peak | -3.72% | -0.91% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -9.65% | -0.81% | -8.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 0.40% | +2.99% |
Volatility
TDSC vs. LMBS - Volatility Comparison
Cabana Target Drawdown 10 ETF (TDSC) has a higher volatility of 3.72% compared to First Trust Low Duration Mortgage Opportunities ETF (LMBS) at 0.88%. This indicates that TDSC's price experiences larger fluctuations and is considered to be riskier than LMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDSC | LMBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 0.88% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 7.10% | 1.37% | +5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 2.57% | +9.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.32% | 2.55% | +7.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.29% | 2.38% | +7.91% |