DMO vs DSMC

Comparison between Western Asset Mortgage Opportunity Fund Inc (DMO, ETF) and DISTILLATE SMALL/MID CASH FLOW ETF (DSMC, ETF).

DMO vs DSMC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DMO(ETF)	DSMC(ETF)
Net Assets	$129M	$129M
Expense Ratio	N/A	0.55%
Max Drawdown	62.91%	29.11%
Sharpe Ratio	-0.15	1.21
5Y Beta	0.14	0.89
P/E Ratio	N/A	16.09
Forward P/E	N/A	10.60
5Y Dividends CAGR	3.26%	N/A
5Y EPS CAGR	N/A	14.13%
Debt to Equity	N/A	52.36%
P/S Ratio	N/A	0.88
P/B Ratio	N/A	1.99

Net Assets

DMO

$129M

DSMC

$129M

Expense Ratio

DMO

N/A

DSMC

0.55%

Max Drawdown

DMO

62.91%

Winner

DSMC

29.11%

Sharpe Ratio

DMO

-0.15

Winner

DSMC

1.21

5Y Beta

Winner

DMO

0.14

DSMC

0.89

P/E Ratio

DMO

N/A

DSMC

16.09

Forward P/E

DMO

N/A

DSMC

10.60

5Y Dividends CAGR

DMO

3.26%

DSMC

N/A

5Y EPS CAGR

DMO

N/A

DSMC

14.13%

Debt to Equity

DMO

N/A

DSMC

52.36%

P/S Ratio

DMO

N/A

DSMC

0.88

P/B Ratio

DMO

N/A

DSMC

1.99

DMO vs DSMC - Historical Returns

Returns include dividend reinvestment.

Period	DMO	DSMC
1 month	+1.23%	+6.60%
3 months	-0.38%	+6.05%
6 months	+3.20%	+10.64%
1 year	+1.71%	+26.05%
5 years(CAGR)	+3.75%	N/A
10 years(CAGR)	+3.97%	N/A
Max(CAGR)	+8.39%	+16.07%

DMO

+1.23%

Winner

DSMC

+6.60%

DMO

-0.38%

Winner

DSMC

+6.05%

DMO

+3.20%

Winner

DSMC

+10.64%

DMO

+1.71%

Winner

DSMC

+26.05%

5Y(CAGR)

DMO

+3.75%

DSMC

N/A

10Y(CAGR)

DMO

+3.97%

DSMC

N/A

Max(CAGR)

DMO

+8.39%

Winner

DSMC

+16.07%

DMO vs DSMC - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	DMO	DSMC
2026	+4.33%	+17.42%
2025	+7.32%	+2.88%
2024	+19.98%	+2.84%
2023	+15.85%	+29.19%
2022	-21.50%	+8.68%
2021	+17.98%	N/A
2020	-23.14%	N/A
2019	+6.94%	N/A
2018	-1.47%	N/A
2017	+25.91%	N/A
2016	+9.92%	N/A
2015	+13.23%	N/A
2014	+18.82%	N/A
2013	+8.60%	N/A
2012	+39.56%	N/A
2011	-0.97%	N/A
2010	+13.81%	N/A

DMO vs DSMC Drawdown Comparison

The maximum drawdown for DMO was -49.09%, occurring on Apr 3, 2020. Recovery took 1427 trading sessions.

The maximum drawdown for DSMC was -28.62%, occurring on Apr 8, 2025. Recovery took 287 trading sessions.

The current DMO drawdown is -3.12%. The current DSMC drawdown is -1.04%.

Rank	DMO	DSMC
#1	-49.09% Oct 16, 2019 - Jun 23, 2025	-28.62% Nov 25, 2024 - Jan 21, 2026
#2	-14.52% Jan 24, 2018 - Jun 17, 2019	-14.55% Feb 2, 2023 - Jul 19, 2023
#3	-14.50% Jan 30, 2013 - Feb 21, 2014	-10.47% Aug 1, 2023 - Dec 1, 2023
#4	-13.05% Mar 8, 2011 - Jan 31, 2012	-10.09% Jul 31, 2024 - Nov 6, 2024
#5	-13.04% Oct 18, 2016 - Feb 10, 2017	-7.73% Mar 28, 2024 - Jul 31, 2024
#6	-11.64% Oct 19, 2017 - Jan 5, 2018	-7.57% Dec 2, 2022 - Jan 11, 2023
#7	-8.36% Nov 11, 2025 - May 22, 2026	-6.31% Feb 6, 2026 - Apr 17, 2026
#8	-8.00% Sep 25, 2015 - Dec 28, 2015	-5.21% Dec 27, 2023 - Feb 12, 2024
#9	-7.97% Jul 17, 2017 - Aug 22, 2017	-4.41% Nov 1, 2022 - Nov 10, 2022
#10	-6.98% Jan 8, 2016 - Feb 4, 2016	-3.88% May 5, 2026 - May 26, 2026
#11	-6.52% Feb 4, 2016 - Apr 19, 2016	-3.71% Jun 12, 2026 - Jul 2, 2026
#12	-6.16% Dec 5, 2012 - Jan 11, 2013	-3.32% Nov 11, 2024 - Nov 22, 2024
#13	-5.48% May 7, 2010 - Jul 26, 2010	-3.10% Oct 18, 2022 - Oct 24, 2022
#14	-5.30% Nov 2, 2012 - Nov 28, 2012	-2.97% Feb 12, 2024 - Feb 26, 2024
#15	-5.23% Jun 23, 2015 - Jul 20, 2015	-2.89% Oct 6, 2022 - Oct 18, 2022

Correlation

Correlation between DMO and DSMC is 0.81 which considered as a strong positive correlation - the stocks tend to move together.

0.81

-101

Dividend Comparison (2010 - 2026)

DMO vs DSMC dividend yield comparison.

Year	DMO	DSMC
2026	6.74%	0.55%
2025	14.01%	1.18%
2024	12.92%	1.31%
2023	11.46%	1.02%
2022	11.51%	0.27%
2021	8.88%	0.00%
2020	10.95%	0.00%
2019	9.63%	0.00%
2018	18.93%	0.00%
2017	13.30%	0.00%
2016	13.19%	0.00%
2015	14.09%	0.00%
2014	12.95%	0.00%
2013	15.96%	0.00%
2012	11.89%	0.00%
2011	9.79%	0.00%
2010	5.19%	0.00%