DMBS vs VFMF

Comparison between DOUBLELINE MORTGAGE ETF (DMBS, ETF) and VANGUARD U.S. MULTIFACTOR ETF ETF SHARES (VFMF, ETF).

DMBS vs VFMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DMBS(ETF)	VFMF(ETF)
Net Assets	$705M	$703M
Expense Ratio	0.39%	0.18%
Max Drawdown	9.85%	42.80%
Sharpe Ratio	0.31	2.17
5Y Beta	0.04	0.88
P/E Ratio	N/A	19.58
Forward P/E	N/A	12.23
5Y Dividends CAGR	N/A	14.48%
5Y EPS CAGR	N/A	15.95%
Debt to Equity	N/A	23.72%
P/S Ratio	N/A	1.01
P/B Ratio	N/A	2.12

Net Assets

Winner

DMBS

$705M

VFMF

$703M

Expense Ratio

DMBS

0.39%

Winner

VFMF

0.18%

Max Drawdown

Winner

DMBS

9.85%

VFMF

42.80%

Sharpe Ratio

DMBS

0.31

Winner

VFMF

2.17

5Y Beta

Winner

DMBS

0.04

VFMF

0.88

P/E Ratio

DMBS

N/A

VFMF

19.58

Forward P/E

DMBS

N/A

VFMF

12.23

5Y Dividends CAGR

DMBS

N/A

VFMF

14.48%

5Y EPS CAGR

DMBS

N/A

VFMF

15.95%

Debt to Equity

DMBS

N/A

VFMF

23.72%

P/S Ratio

DMBS

N/A

VFMF

1.01

P/B Ratio

DMBS

N/A

VFMF

2.12

DMBS vs VFMF - Historical Returns

Returns include dividend reinvestment.

Period	DMBS	VFMF
1 month	-0.46%	+3.81%
3 months	-0.80%	+9.80%
6 months	-0.05%	+16.02%
1 year	+4.84%	+36.75%
5 years(CAGR)	N/A	+14.93%
10 years(CAGR)	N/A	+12.66%
Max(CAGR)	+3.62%	+12.66%

DMBS

-0.46%

Winner

VFMF

+3.81%

DMBS

-0.80%

Winner

VFMF

+9.80%

DMBS

-0.05%

Winner

VFMF

+16.02%

DMBS

+4.84%

Winner

VFMF

+36.75%

5Y(CAGR)

DMBS

N/A

VFMF

+14.93%

10Y(CAGR)

DMBS

N/A

VFMF

+12.66%

Max(CAGR)

DMBS

+3.62%

Winner

VFMF

+12.66%

DMBS vs VFMF - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

Year	DMBS	VFMF
2026	+0.36%	+20.59%
2025	+8.59%	+17.53%
2024	+2.75%	+15.63%
2023	+1.31%	+19.78%
2022	N/A	-5.99%
2021	N/A	+31.29%
2020	N/A	+4.57%
2019	N/A	+21.48%
2018	N/A	-11.28%

DMBS vs VFMF Drawdown Comparison

The maximum drawdown for DMBS was -8.13%, occurring on Oct 25, 2023. Recovery took 175 trading sessions.

The maximum drawdown for VFMF was -41.33%, occurring on Mar 23, 2020. Recovery took 223 trading sessions.

The current DMBS drawdown is -1.92%.

Rank	DMBS	VFMF
#1	-8.13% Apr 5, 2023 - Dec 14, 2023	-41.33% Jan 17, 2020 - Dec 4, 2020
#2	-4.88% Sep 16, 2024 - Apr 3, 2025	-23.57% Aug 29, 2018 - Jan 16, 2020
#3	-4.17% Dec 27, 2023 - Jul 11, 2024	-20.57% Nov 25, 2024 - Aug 13, 2025
#4	-3.20% Feb 27, 2026 - May 19, 2026	-19.04% Nov 16, 2021 - Jul 13, 2023
#5	-3.09% Apr 4, 2025 - Jun 26, 2025	-10.05% Aug 1, 2023 - Dec 4, 2023
#6	-1.16% Jul 1, 2025 - Aug 1, 2025	-8.63% Jul 31, 2024 - Oct 11, 2024
#7	-1.04% Aug 2, 2024 - Aug 21, 2024	-7.67% Jun 8, 2021 - Aug 27, 2021
#8	-0.91% Sep 15, 2025 - Oct 14, 2025	-7.08% Feb 26, 2026 - Apr 14, 2026
#9	-0.85% Oct 28, 2025 - Nov 25, 2025	-6.33% Mar 28, 2024 - Jul 15, 2024
#10	-0.78% Nov 26, 2025 - Dec 18, 2025	-5.39% Mar 9, 2018 - May 16, 2018
#11	-0.63% Jul 17, 2024 - Jul 29, 2024	-5.21% May 7, 2021 - Jun 8, 2021
#12	-0.62% Jan 14, 2026 - Feb 5, 2026	-4.93% Aug 27, 2021 - Oct 18, 2021
#13	-0.50% Dec 14, 2023 - Dec 20, 2023	-4.91% Mar 15, 2021 - Apr 5, 2021
#14	-0.44% Aug 27, 2024 - Sep 4, 2024	-4.67% Nov 12, 2025 - Nov 25, 2025
#15	-0.42% Aug 13, 2025 - Aug 22, 2025	-4.24% Sep 18, 2025 - Oct 27, 2025