DSMC vs DMO

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

DSMC vs DMO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

DSMC

$129M

DMO

$129M

Expense Ratio

DSMC

0.55%

DMO

N/A

Max Drawdown

Winner

DSMC

29.11%

DMO

62.91%

Sharpe Ratio

Winner

DSMC

1.21

DMO

-0.15

5Y Beta

DSMC

0.89

Winner

DMO

0.14

P/E Ratio

DSMC

16.09

DMO

N/A

Forward P/E

DSMC

10.60

DMO

N/A

5Y Dividends CAGR

DSMC

N/A

DMO

3.26%

5Y EPS CAGR

DSMC

14.13%

DMO

N/A

Debt to Equity

DSMC

52.36%

DMO

N/A

P/S Ratio

DSMC

0.88

DMO

N/A

P/B Ratio

DSMC

1.99

DMO

N/A

DSMC vs DMO - Historical Returns

Returns include dividend reinvestment.

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

Winner

DSMC

+6.60%

DMO

+1.23%

Winner

DSMC

+6.05%

DMO

-0.38%

Winner

DSMC

+10.64%

DMO

+3.20%

Winner

DSMC

+26.05%

DMO

+1.71%

5Y(CAGR)

DSMC

N/A

DMO

+3.75%

10Y(CAGR)

DSMC

N/A

DMO

+3.97%

Max(CAGR)

Winner

DSMC

+16.07%

DMO

+8.39%

DSMC vs DMO - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

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

DSMC vs DMO Drawdown Comparison

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

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

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

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

Correlation

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

0.81

-101

Dividend Comparison (2010 - 2026)

DSMC vs DMO dividend yield comparison.

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