DVND vs FMY

Comparison between TOUCHSTONE DIVIDEND SELECT ETF (DVND, ETF) and First Trust Mortgage Income Fund (FMY, ETF).

DVND vs FMY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DVND(ETF)	FMY(ETF)
Net Assets	$53M	$53M
Expense Ratio	0.50%	N/A
Max Drawdown	15.05%	51.81%
Sharpe Ratio	1.57	0.06
5Y Beta	0.72	0.01
P/E Ratio	22.72	N/A
Forward P/E	18.47	N/A
PEG Ratio	0.62	N/A
5Y Dividends CAGR	N/A	2.09%
5Y EPS CAGR	9.94%	N/A
Debt to Equity	-6.91%	N/A
P/S Ratio	2.64	N/A
P/B Ratio	3.84	N/A

Net Assets

DVND

$53M

Winner

FMY

$53M

Expense Ratio

DVND

0.50%

FMY

N/A

Max Drawdown

Winner

DVND

15.05%

FMY

51.81%

Sharpe Ratio

Winner

DVND

1.57

FMY

0.06

5Y Beta

DVND

0.72

Winner

FMY

0.01

P/E Ratio

DVND

22.72

FMY

N/A

Forward P/E

DVND

18.47

FMY

N/A

PEG Ratio

DVND

0.62

FMY

N/A

5Y Dividends CAGR

DVND

N/A

FMY

2.09%

5Y EPS CAGR

DVND

9.94%

FMY

N/A

Debt to Equity

DVND

-6.91%

FMY

N/A

P/S Ratio

DVND

2.64

FMY

N/A

P/B Ratio

DVND

3.84

FMY

N/A

DVND vs FMY - Historical Returns

Returns include dividend reinvestment.

Period	DVND	FMY
1 month	+2.83%	+0.52%
3 months	+8.31%	+0.85%
6 months	+10.04%	+1.01%
1 year	+21.22%	+3.46%
5 years(CAGR)	N/A	+3.45%
10 years(CAGR)	N/A	+3.90%
Max(CAGR)	+13.97%	+4.32%

Winner

DVND

+2.83%

FMY

+0.52%

Winner

DVND

+8.31%

FMY

+0.85%

Winner

DVND

+10.04%

FMY

+1.01%

Winner

DVND

+21.22%

FMY

+3.46%

5Y(CAGR)

DVND

N/A

FMY

+3.45%

10Y(CAGR)

DVND

N/A

FMY

+3.90%

Max(CAGR)

Winner

DVND

+13.97%

FMY

+4.32%

DVND vs FMY - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	DVND	FMY
2026	+9.99%	-1.03%
2025	+16.54%	+9.95%
2024	+11.44%	+7.94%
2023	+13.97%	+14.58%
2022	+1.23%	-13.27%
2021	N/A	+4.35%
2020	N/A	+5.06%
2019	N/A	+12.12%
2018	N/A	-3.98%
2017	N/A	+6.47%
2016	N/A	+3.26%
2015	N/A	+4.38%
2014	N/A	+1.33%
2013	N/A	-6.38%
2012	N/A	+1.54%
2011	N/A	+10.13%
2010	N/A	+15.87%
2009	N/A	+20.93%
2008	N/A	+6.49%
2007	N/A	+9.45%
2006	N/A	+10.87%
2005	N/A	-18.78%

DVND vs FMY Drawdown Comparison

The maximum drawdown for DVND was -14.84%, occurring on Oct 12, 2022. Recovery took 69 trading sessions.

The maximum drawdown for FMY was -27.99%, occurring on Oct 9, 2008. Recovery took 131 trading sessions.

The current DVND drawdown is -0.09%. The current FMY drawdown is -3.87%.

Rank	DVND	FMY
#1	-14.84% Aug 16, 2022 - Nov 22, 2022	-27.99% May 29, 2008 - Dec 3, 2008
#2	-14.64% Feb 20, 2025 - Jun 12, 2025	-21.58% Oct 8, 2012 - May 15, 2019
#3	-9.72% Aug 1, 2023 - Dec 11, 2023	-20.84% Jun 24, 2005 - Feb 20, 2008
#4	-7.80% Feb 11, 2026 - May 6, 2026	-19.97% Sep 15, 2021 - Mar 13, 2024
#5	-6.81% Feb 13, 2023 - Jun 13, 2023	-18.89% Jun 27, 2011 - Jan 31, 2012
#6	-5.96% Nov 29, 2024 - Feb 13, 2025	-12.96% Sep 23, 2010 - Apr 25, 2011
#7	-5.16% Mar 28, 2024 - Jun 17, 2024	-12.38% Feb 28, 2020 - Oct 5, 2020
#8	-5.04% Jul 31, 2024 - Aug 21, 2024	-11.28% Dec 4, 2008 - Jun 10, 2009
#9	-4.50% Nov 30, 2022 - Jan 13, 2023	-7.12% Feb 27, 2026 - Mar 13, 2026
#10	-4.50% Oct 27, 2025 - Dec 10, 2025	-6.12% Feb 28, 2008 - Apr 28, 2008
#11	-3.41% Oct 14, 2024 - Nov 25, 2024	-5.48% Aug 2, 2019 - Sep 25, 2019
#12	-3.06% Jan 13, 2023 - Jan 26, 2023	-5.12% Sep 25, 2024 - Feb 11, 2025
#13	-3.04% Oct 3, 2025 - Oct 20, 2025	-5.08% Feb 1, 2012 - Apr 24, 2012
#14	-2.87% Jul 23, 2025 - Aug 13, 2025	-4.73% Oct 5, 2020 - Dec 30, 2020
#15	-2.74% Aug 30, 2024 - Sep 13, 2024	-4.66% May 17, 2024 - Jun 14, 2024

Correlation

Correlation between DVND and FMY is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (2005 - 2026)

DVND vs FMY dividend yield comparison.

Year	DVND	FMY
2026	0.43%	2.80%
2025	1.93%	6.91%
2024	2.06%	7.95%
2023	2.05%	6.64%
2022	0.71%	5.89%
2021	0.00%	5.21%
2020	0.00%	5.18%
2019	0.00%	5.14%
2018	0.00%	5.66%
2017	0.00%	5.45%
2016	0.00%	6.17%
2015	0.00%	6.43%
2014	0.00%	6.86%
2013	0.00%	6.94%
2012	0.00%	10.53%
2011	0.00%	10.66%
2010	0.00%	9.23%
2009	0.00%	7.89%
2008	0.00%	8.00%
2007	0.00%	5.95%
2006	0.00%	6.13%
2005	0.00%	3.30%