CDX vs MORT

Comparison between SIMPLIFY HIGH YIELD ETF (CDX, ETF) and VANECK MORTGAGE REIT INCOME ETF (MORT, ETF).

5-Year PerformanceCDX has outperformed MORT, delivering a return of +3.9% compared to -0.8%

CDX vs MORT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CDX(ETF)	MORT(ETF)
Net Assets	$377M	$377M
Expense Ratio	0.25%	0.43%
Max Drawdown	19.24%	75.04%
Sharpe Ratio	-1.09	0.19
5Y Beta	0.45	0.66
P/E Ratio	N/A	8.16
Forward P/E	N/A	7.20
PEG Ratio	N/A	0.04
5Y Dividends CAGR	N/A	1.52%
5Y EPS CAGR	N/A	-16.58%
Debt to Equity	N/A	56.37%
P/S Ratio	N/A	3.82
P/B Ratio	N/A	0.84

Net Assets

Winner

CDX

$377M

MORT

$377M

Expense Ratio

Winner

CDX

0.25%

MORT

0.43%

Max Drawdown

Winner

CDX

19.24%

MORT

75.04%

Sharpe Ratio

CDX

-1.09

Winner

MORT

0.19

5Y Beta

Winner

CDX

0.45

MORT

0.66

P/E Ratio

CDX

N/A

MORT

8.16

Forward P/E

CDX

N/A

MORT

7.20

PEG Ratio

CDX

N/A

MORT

0.04

5Y Dividends CAGR

CDX

N/A

MORT

1.52%

5Y EPS CAGR

CDX

N/A

MORT

-16.58%

Debt to Equity

CDX

N/A

MORT

56.37%

P/S Ratio

CDX

N/A

MORT

3.82

P/B Ratio

CDX

N/A

MORT

0.84

CDX vs MORT - Historical Returns

Returns include dividend reinvestment.

Period	CDX	MORT
1 month	-0.23%	+0.61%
3 months	-1.46%	+2.64%
6 months	-2.71%	-0.54%
1 year	-2.77%	+7.40%
5 years(CAGR)	+3.89%	-0.82%
10 years(CAGR)	N/A	+2.13%
Max(CAGR)	+3.89%	+4.24%

CDX

-0.23%

Winner

MORT

+0.61%

CDX

-1.46%

Winner

MORT

+2.64%

CDX

-2.71%

Winner

MORT

-0.54%

CDX

-2.77%

Winner

MORT

+7.40%

5Y(CAGR)

Winner

CDX

+3.89%

MORT

-0.82%

10Y(CAGR)

CDX

N/A

MORT

+2.13%

Max(CAGR)

CDX

+3.89%

Winner

MORT

+4.24%

CDX vs MORT - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	CDX	MORT
2026	-2.54%	-0.17%
2025	+8.81%	+11.71%
2024	+7.75%	+0.80%
2023	+12.25%	+12.77%
2022	-8.08%	-28.40%
2021	N/A	+19.31%
2020	N/A	-21.92%
2019	N/A	+21.23%
2018	N/A	-3.37%
2017	N/A	+17.07%
2016	N/A	+21.82%
2015	N/A	-10.95%
2014	N/A	+17.34%
2013	N/A	-2.23%
2012	N/A	+21.53%
2011	N/A	-3.03%

CDX vs MORT Drawdown Comparison

The maximum drawdown for CDX was -13.23%, occurring on Oct 20, 2022. Recovery took 429 trading sessions.

The maximum drawdown for MORT was -69.98%, occurring on Apr 3, 2020. This drawdown has not yet recovered.

The current CDX drawdown is -7.80%. The current MORT drawdown is -19.59%.

Rank	CDX	MORT
#1	-13.23% Mar 2, 2022 - Nov 14, 2023	-69.98% Feb 20, 2020 - Apr 3, 2020
#2	-8.96% Apr 9, 2025 - Jul 29, 2026	-24.65% Apr 13, 2015 - Jul 19, 2016
#3	-6.73% Apr 2, 2025 - Apr 9, 2025	-24.56% Apr 30, 2013 - Aug 21, 2014
#4	-3.14% Oct 3, 2024 - Jan 21, 2025	-14.06% Aug 17, 2011 - Jan 12, 2012
#5	-2.41% Mar 19, 2024 - May 15, 2024	-13.24% Sep 6, 2018 - Apr 1, 2019
#6	-1.65% May 15, 2024 - Jun 12, 2024	-13.05% Sep 21, 2012 - Jan 8, 2013
#7	-1.64% Mar 3, 2025 - Mar 20, 2025	-12.45% Oct 19, 2017 - Jul 3, 2018
#8	-1.47% Mar 20, 2025 - Apr 2, 2025	-7.03% Apr 24, 2019 - Jul 29, 2019
#9	-1.28% Dec 27, 2023 - Jan 10, 2024	-6.77% Jul 30, 2019 - Oct 17, 2019
#10	-1.13% Jun 18, 2024 - Jul 8, 2024	-6.44% Sep 7, 2016 - Nov 22, 2016
#11	-1.05% Aug 5, 2024 - Aug 13, 2024	-6.34% Aug 29, 2014 - Nov 14, 2014
#12	-1.05% Nov 14, 2023 - Nov 27, 2023	-5.76% Dec 9, 2016 - Jan 4, 2017
#13	-0.96% Feb 1, 2024 - Feb 22, 2024	-5.51% Apr 27, 2017 - Jun 14, 2017
#14	-0.85% Jan 21, 2025 - Feb 3, 2025	-4.58% Dec 3, 2014 - Mar 23, 2015
#15	-0.80% Jan 12, 2024 - Feb 1, 2024	-4.10% May 10, 2012 - Jun 14, 2012

Correlation

Correlation between CDX and MORT is 0.71 which considered as a strong positive correlation - the stocks tend to move together.

0.71

-101

Dividend Comparison (2011 - 2026)

CDX vs MORT dividend yield comparison.

Year	CDX	MORT
2026	4.69%	7.92%
2025	7.18%	12.76%
2024	12.60%	11.55%
2023	5.26%	12.18%
2022	7.51%	13.09%
2021	0.00%	8.21%
2020	0.00%	8.11%
2019	0.00%	7.36%
2018	0.00%	8.19%
2017	0.00%	7.82%
2016	0.00%	8.21%
2015	0.00%	9.91%
2014	0.00%	10.08%
2013	0.00%	15.30%
2012	0.00%	10.96%
2011	0.00%	5.69%