CBLS vs FMY

Comparison between CLOUGH HEDGED EQUITY ETF (CBLS, ETF) and First Trust Mortgage Income Fund (FMY, ETF).

5-Year PerformanceCBLS has outperformed FMY, delivering a return of +4.7% compared to +3.5%

CBLS vs FMY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CBLS(ETF)	FMY(ETF)
Net Assets	$53M	$53M
Expense Ratio	1.89%	N/A
Max Drawdown	32.78%	51.81%
Sharpe Ratio	0.81	-0.00
5Y Beta	0.59	0.02
P/E Ratio	30.56	N/A
Forward P/E	33.82	N/A
PEG Ratio	0.59	N/A
5Y Dividends CAGR	N/A	2.09%
P/S Ratio	3.49	N/A

Net Assets

CBLS

$53M

Winner

FMY

$53M

Expense Ratio

CBLS

1.89%

FMY

N/A

Max Drawdown

Winner

CBLS

32.78%

FMY

51.81%

Sharpe Ratio

Winner

CBLS

0.81

FMY

-0.00

5Y Beta

CBLS

0.59

Winner

FMY

0.02

P/E Ratio

CBLS

30.56

FMY

N/A

Forward P/E

CBLS

33.82

FMY

N/A

PEG Ratio

CBLS

0.59

FMY

N/A

5Y Dividends CAGR

CBLS

N/A

FMY

2.09%

P/S Ratio

CBLS

3.49

FMY

N/A

CBLS vs FMY - Historical Returns

Returns include dividend reinvestment.

Period	CBLS	FMY
1 month	+2.89%	-1.88%
3 months	+11.93%	-0.96%
6 months	+17.31%	-0.21%
1 year	+17.04%	+3.04%
5 years(CAGR)	+4.67%	+3.46%
10 years(CAGR)	N/A	+3.90%
Max(CAGR)	+9.27%	+4.32%

Winner

CBLS

+2.89%

FMY

-1.88%

Winner

CBLS

+11.93%

FMY

-0.96%

Winner

CBLS

+17.31%

FMY

-0.21%

Winner

CBLS

+17.04%

FMY

+3.04%

5Y(CAGR)

Winner

CBLS

+4.67%

FMY

+3.46%

10Y(CAGR)

CBLS

N/A

FMY

+3.90%

Max(CAGR)

Winner

CBLS

+9.27%

FMY

+4.32%

CBLS vs FMY - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	CBLS	FMY
2026	+17.06%	-1.06%
2025	+4.95%	+9.95%
2024	+30.19%	+7.94%
2023	-2.20%	+14.58%
2022	-12.33%	-13.27%
2021	+3.87%	+4.35%
2020	+14.15%	+5.06%
2019	N/A	+12.12%
2018	N/A	-3.98%
2017	N/A	+6.47%
2016	N/A	+3.26%
2015	N/A	+4.38%
2014	N/A	+1.33%
2013	N/A	-6.38%
2012	N/A	+1.54%
2011	N/A	+10.13%
2010	N/A	+15.87%
2009	N/A	+20.93%
2008	N/A	+6.49%
2007	N/A	+9.45%
2006	N/A	+10.87%
2005	N/A	-18.78%

CBLS vs FMY Drawdown Comparison

The maximum drawdown for CBLS was -32.78%, occurring on Oct 5, 2023. Recovery took 932 trading sessions.

The maximum drawdown for FMY was -27.99%, occurring on Oct 9, 2008. Recovery took 131 trading sessions.

The current CBLS drawdown is -4.60%. The current FMY drawdown is -3.90%.

Rank	CBLS	FMY
#1	-32.78% Apr 29, 2021 - Jan 14, 2025	-27.99% May 29, 2008 - Dec 3, 2008
#2	-15.27% Jan 22, 2025 - Jul 17, 2025	-21.58% Oct 8, 2012 - May 15, 2019
#3	-8.46% Jan 22, 2021 - Feb 5, 2021	-20.84% Jun 24, 2005 - Feb 20, 2008
#4	-8.15% Oct 16, 2025 - Jan 13, 2026	-19.97% Sep 15, 2021 - Mar 13, 2024
#5	-7.12% Feb 24, 2026 - Apr 14, 2026	-18.89% Jun 27, 2011 - Jan 31, 2012
#6	-6.17% Mar 15, 2021 - Apr 29, 2021	-12.96% Sep 23, 2010 - Apr 25, 2011
#7	-5.62% Feb 22, 2021 - Mar 15, 2021	-12.38% Feb 28, 2020 - Oct 5, 2020
#8	-4.62% Jul 31, 2025 - Oct 8, 2025	-11.28% Dec 4, 2008 - Jun 10, 2009
#9	-4.60% Jun 4, 2026 - Jun 5, 2026	-7.12% Feb 27, 2026 - Mar 13, 2026
#10	-4.43% May 13, 2026 - Jun 2, 2026	-6.12% Feb 28, 2008 - Apr 28, 2008
#11	-3.55% Apr 24, 2026 - May 6, 2026	-5.48% Aug 2, 2019 - Sep 25, 2019
#12	-2.48% May 6, 2026 - May 11, 2026	-5.12% Sep 25, 2024 - Feb 11, 2025
#13	-2.34% Oct 8, 2025 - Oct 15, 2025	-5.08% Feb 1, 2012 - Apr 24, 2012
#14	-2.32% Jan 29, 2026 - Feb 9, 2026	-4.73% Oct 5, 2020 - Dec 30, 2020
#15	-1.96% Feb 9, 2026 - Feb 23, 2026	-4.66% May 17, 2024 - Jun 14, 2024

Correlation

Correlation between CBLS and FMY is 0.87 which considered as a strong positive correlation - the stocks tend to move together.

0.87

-101

Dividend Comparison (2005 - 2026)

CBLS vs FMY dividend yield comparison.

Year	CBLS	FMY
2026	0.00%	2.80%
2025	0.90%	6.91%
2024	0.73%	7.95%
2023	0.44%	6.64%
2022	0.00%	5.89%
2021	0.00%	5.21%
2020	0.00%	5.18%
2019	0.00%	5.14%
2018	0.00%	5.66%
2017	0.00%	5.45%
2016	0.00%	6.17%
2015	0.00%	6.43%
2014	0.00%	6.86%
2013	0.00%	6.94%
2012	0.00%	10.53%
2011	0.00%	10.66%
2010	0.00%	9.23%
2009	0.00%	7.89%
2008	0.00%	8.00%
2007	0.00%	5.95%
2006	0.00%	6.13%
2005	0.00%	3.30%