DMBS vs CAOS
Comparison between DOUBLELINE MORTGAGE ETF (DMBS, ETF) and ALPHA ARCHITECT TAIL RISK ETF (CAOS, ETF).
DMBS vs CAOS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
DMBS
$705M
Winner
CAOS
$705M
Expense Ratio
Winner
DMBS
0.39%
CAOS
0.63%
Max Drawdown
DMBS
9.85%
Winner
CAOS
3.60%
Sharpe Ratio
Winner
DMBS
0.31
CAOS
-1.18
5Y Beta
DMBS
0.04
Winner
CAOS
-0.14
DMBS vs CAOS - Historical Returns
Returns include dividend reinvestment.
1M
DMBS
-0.46%
Winner
CAOS
+0.19%
3M
DMBS
-0.80%
Winner
CAOS
-0.01%
6M
DMBS
-0.05%
Winner
CAOS
+0.36%
1Y
Winner
DMBS
+4.84%
CAOS
+1.98%
Max(CAGR)
DMBS
+3.62%
Winner
CAOS
+4.96%
DMBS vs CAOS - Annual Returns (2023 - 2026)
Returns include dividend reinvestment.
| Year | DMBS | CAOS |
|---|---|---|
| 2026 | +0.36% | +0.99% |
| 2025 | +8.59% | +2.72% |
| 2024 | +2.75% | +5.67% |
| 2023 | +1.31% | +7.97% |
DMBS vs CAOS Drawdown Comparison
The maximum drawdown for DMBS was -8.13%, occurring on Oct 25, 2023. Recovery took 175 trading sessions.
The maximum drawdown for CAOS was -3.60%, occurring on May 9, 2025. This drawdown has not yet recovered.
The current DMBS drawdown is -1.92%. The current CAOS drawdown is -0.95%.
| Rank | DMBS | CAOS |
|---|---|---|
| #1 | -8.13% Apr 5, 2023 - Dec 14, 2023 | -3.60% Apr 8, 2025 - May 9, 2025 |
| #2 | -4.88% Sep 16, 2024 - Apr 3, 2025 | -3.41% Mar 6, 2023 - Mar 31, 2023 |
| #3 | -4.17% Dec 27, 2023 - Jul 11, 2024 | -2.07% Aug 5, 2024 - Nov 13, 2024 |
| #4 | -3.20% Feb 27, 2026 - May 19, 2026 | -1.62% May 1, 2023 - May 17, 2023 |
| #5 | -3.09% Apr 4, 2025 - Jun 26, 2025 | -1.52% Oct 17, 2023 - Nov 2, 2023 |
| #6 | -1.16% Jul 1, 2025 - Aug 1, 2025 | -1.31% Apr 18, 2023 - Apr 28, 2023 |
| #7 | -1.04% Aug 2, 2024 - Aug 21, 2024 | -1.22% Sep 15, 2023 - Oct 11, 2023 |
| #8 | -0.91% Sep 15, 2025 - Oct 14, 2025 | -1.21% Apr 11, 2024 - May 22, 2024 |
| #9 | -0.85% Oct 28, 2025 - Nov 25, 2025 | -0.89% May 22, 2023 - May 26, 2023 |
| #10 | -0.78% Nov 26, 2025 - Dec 18, 2025 | -0.83% Aug 14, 2023 - Sep 11, 2023 |
| #11 | -0.63% Jul 17, 2024 - Jul 29, 2024 | -0.70% Dec 27, 2023 - Jan 18, 2024 |
| #12 | -0.62% Jan 14, 2026 - Feb 5, 2026 | -0.50% Dec 19, 2024 - Jan 31, 2025 |
| #13 | -0.50% Dec 14, 2023 - Dec 20, 2023 | -0.42% Apr 3, 2023 - Apr 13, 2023 |
| #14 | -0.44% Aug 27, 2024 - Sep 4, 2024 | -0.38% Nov 13, 2024 - Dec 18, 2024 |
| #15 | -0.42% Aug 13, 2025 - Aug 22, 2025 | -0.35% May 24, 2024 - Jun 5, 2024 |
Correlation
Correlation between DMBS and CAOS is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.
0.91
-101
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