DMO vs PAYM

Comparison between Western Asset Mortgage Opportunity Fund Inc (DMO, ETF) and TrueShares S&P Autocallable Defensive Income ETF (PAYM, ETF).

DMO vs PAYM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DMO(ETF)	PAYM(ETF)
Net Assets	$128M	$128M
Expense Ratio	N/A	0.74%
Max Drawdown	62.91%	5.41%
Sharpe Ratio	-0.48	0.13
5Y Beta	0.15	0.46
5Y Dividends CAGR	1.72%	N/A

Net Assets

DMO

$128M

Winner

PAYM

$128M

Expense Ratio

DMO

N/A

PAYM

0.74%

Max Drawdown

DMO

62.91%

Winner

PAYM

5.41%

Sharpe Ratio

DMO

-0.48

Winner

PAYM

0.13

5Y Beta

Winner

DMO

0.15

PAYM

0.46

5Y Dividends CAGR

DMO

1.72%

PAYM

N/A

DMO vs PAYM - Historical Returns

Returns include dividend reinvestment.

Period	DMO	PAYM
1 month	-0.20%	+1.05%
3 months	-3.50%	-0.15%
6 months	-3.64%	N/A
1 year	-2.34%	N/A
5 years(CAGR)	+2.97%	N/A
10 years(CAGR)	+3.45%	N/A
Max(CAGR)	+8.17%	+1.41%

DMO

-0.20%

Winner

PAYM

+1.05%

DMO

-3.50%

Winner

PAYM

-0.15%

DMO

-3.64%

PAYM

N/A

DMO

-2.34%

PAYM

N/A

5Y(CAGR)

DMO

+2.97%

PAYM

N/A

10Y(CAGR)

DMO

+3.45%

PAYM

N/A

Max(CAGR)

Winner

DMO

+8.17%

PAYM

+1.41%

DMO vs PAYM - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	DMO	PAYM
2026	+1.97%	+0.37%
2025	+7.32%	N/A
2024	+19.98%	N/A
2023	+15.85%	N/A
2022	-21.50%	N/A
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 PAYM Drawdown Comparison

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

The maximum drawdown for PAYM was -5.41%, occurring on Jun 26, 2026. Recovery took 44 trading sessions.

The current DMO drawdown is -5.32%. The current PAYM drawdown is -2.02%.

Rank	DMO	PAYM
#1	-49.09% Oct 16, 2019 - Jun 23, 2025	-5.41% Jun 2, 2026 - Aug 5, 2026
#2	-14.52% Jan 24, 2018 - Jun 17, 2019	-2.02% Aug 17, 2026 - Sep 1, 2026
#3	-14.50% Jan 30, 2013 - Feb 21, 2014	-0.70% Aug 11, 2026 - Aug 17, 2026
#4	-13.05% Mar 8, 2011 - Jan 31, 2012	-0.49% May 28, 2026 - Jun 1, 2026
#5	-13.04% Oct 18, 2016 - Feb 10, 2017	-0.37% Aug 7, 2026 - Aug 11, 2026
#6	-11.64% Oct 19, 2017 - Jan 5, 2018	-0.22% Aug 5, 2026 - Aug 7, 2026
#7	-8.36% Nov 11, 2025 - May 22, 2026	N/A
#8	-8.00% Sep 25, 2015 - Dec 28, 2015	N/A
#9	-7.97% Jul 17, 2017 - Aug 22, 2017	N/A
#10	-6.98% Jan 8, 2016 - Feb 4, 2016	N/A
#11	-6.52% Feb 4, 2016 - Apr 19, 2016	N/A
#12	-6.16% Dec 5, 2012 - Jan 11, 2013	N/A
#13	-5.48% May 7, 2010 - Jul 26, 2010	N/A
#14	-5.32% May 22, 2026 - Sep 1, 2026	N/A
#15	-5.30% Nov 2, 2012 - Nov 28, 2012	N/A

Correlation

Correlation between DMO and PAYM is -0.54 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.54

-101

Dividend Comparison (2010 - 2026)

DMO vs PAYM dividend yield comparison.

Year	DMO	PAYM
2026	9.41%	3.33%
2025	14.01%	0.00%
2024	12.92%	0.00%
2023	11.46%	0.00%
2022	11.51%	0.00%
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%