FMY vs QSIG

Comparison between First Trust Mortgage Income Fund (FMY, ETF) and WISDOMTREE U.S. SHORT-TERM CORPORATE BOND FUND (QSIG, ETF).

5-Year PerformanceFMY has outperformed QSIG, delivering a return of +3.0% compared to +2.2%

FMY vs QSIG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FMY(ETF)	QSIG(ETF)
Net Assets	$53M	$53M
Expense Ratio	N/A	0.18%
Max Drawdown	51.81%	12.35%
Sharpe Ratio	-0.16	-0.18
5Y Beta	0.01	0.03
5Y Dividends CAGR	1.97%	20.64%

Net Assets

FMY

$53M

QSIG

$53M

Expense Ratio

FMY

N/A

QSIG

0.18%

Max Drawdown

FMY

51.81%

Winner

QSIG

12.35%

Sharpe Ratio

Winner

FMY

-0.16

QSIG

-0.18

5Y Beta

Winner

FMY

0.01

QSIG

0.03

5Y Dividends CAGR

FMY

1.97%

Winner

QSIG

20.64%

FMY vs QSIG - Historical Returns

Returns include dividend reinvestment.

Period	FMY	QSIG
1 month	-0.05%	+0.17%
3 months	-1.27%	+0.17%
6 months	-2.06%	+0.55%
1 year	+0.88%	+3.35%
5 years(CAGR)	+2.98%	+2.19%
10 years(CAGR)	+3.76%	+2.44%
Max(CAGR)	+4.33%	+2.41%

FMY

-0.05%

Winner

QSIG

+0.17%

FMY

-1.27%

Winner

QSIG

+0.17%

FMY

-2.06%

Winner

QSIG

+0.55%

FMY

+0.88%

Winner

QSIG

+3.35%

5Y(CAGR)

Winner

FMY

+2.98%

QSIG

+2.19%

10Y(CAGR)

Winner

FMY

+3.76%

QSIG

+2.44%

Max(CAGR)

Winner

FMY

+4.33%

QSIG

+2.41%

FMY vs QSIG - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	FMY	QSIG
2026	-0.44%	+0.63%
2025	+9.95%	+6.61%
2024	+7.94%	+4.94%
2023	+14.58%	+5.94%
2022	-13.27%	-5.45%
2021	+4.35%	-0.77%
2020	+5.06%	+4.41%
2019	+12.12%	+6.08%
2018	-3.98%	+1.80%
2017	+6.47%	+1.63%
2016	+3.26%	-0.38%
2015	+4.38%	N/A
2014	+1.33%	N/A
2013	-6.38%	N/A
2012	+1.54%	N/A
2011	+10.13%	N/A
2010	+15.87%	N/A
2009	+20.93%	N/A
2008	+6.49%	N/A
2007	+9.45%	N/A
2006	+10.87%	N/A
2005	-18.78%	N/A

FMY vs QSIG Drawdown Comparison

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

The maximum drawdown for QSIG was -12.35%, occurring on Mar 19, 2020. Recovery took 57 trading sessions.

The current FMY drawdown is -3.29%. The current QSIG drawdown is -0.28%.

Rank	FMY	QSIG
#1	-27.99% May 29, 2008 - Dec 3, 2008	-12.35% Mar 4, 2020 - May 26, 2020
#2	-21.58% Oct 8, 2012 - May 15, 2019	-9.45% Aug 3, 2021 - Jun 4, 2024
#3	-20.84% Jun 24, 2005 - Feb 20, 2008	-1.51% Sep 26, 2017 - Aug 27, 2018
#4	-19.97% Sep 15, 2021 - Mar 13, 2024	-1.39% Feb 27, 2026 - Jun 26, 2026
#5	-18.89% Jun 27, 2011 - Jan 31, 2012	-1.21% Apr 3, 2025 - Apr 28, 2025
#6	-12.96% Sep 23, 2010 - Apr 25, 2011	-1.09% Sep 27, 2024 - Jan 27, 2025
#7	-12.38% Feb 28, 2020 - Oct 5, 2020	-1.07% Dec 31, 2020 - May 25, 2021
#8	-11.28% Dec 4, 2008 - Jun 10, 2009	-0.89% May 11, 2016 - Apr 3, 2017
#9	-7.12% Feb 27, 2026 - Mar 13, 2026	-0.71% Jun 10, 2020 - Jun 15, 2020
#10	-6.12% Feb 28, 2008 - Apr 28, 2008	-0.66% Sep 2, 2020 - Nov 19, 2020
#11	-5.48% Aug 2, 2019 - Sep 25, 2019	-0.65% Sep 4, 2019 - Oct 1, 2019
#12	-5.12% Sep 25, 2024 - Feb 11, 2025	-0.55% Oct 27, 2025 - Nov 25, 2025
#13	-5.08% Feb 1, 2012 - Apr 24, 2012	-0.54% Feb 3, 2025 - Feb 21, 2025
#14	-4.73% Oct 5, 2020 - Dec 30, 2020	-0.49% Apr 30, 2025 - May 27, 2025
#15	-4.66% May 17, 2024 - Jun 14, 2024	-0.48% Jun 26, 2017 - Jul 25, 2017

Correlation

Correlation between FMY and QSIG is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (2005 - 2026)

FMY vs QSIG dividend yield comparison.

Year	FMY	QSIG
2026	3.36%	2.18%
2025	6.91%	4.46%
2024	7.95%	4.37%
2023	6.64%	3.26%
2022	5.89%	2.13%
2021	5.21%	1.66%
2020	5.18%	2.29%
2019	5.14%	2.41%
2018	5.66%	2.27%
2017	5.45%	1.81%
2016	6.17%	0.98%
2015	6.43%	0.00%
2014	6.86%	0.00%
2013	6.94%	0.00%
2012	10.53%	0.00%
2011	10.66%	0.00%
2010	9.23%	0.00%
2009	7.89%	0.00%
2008	8.00%	0.00%
2007	5.95%	0.00%
2006	6.13%	0.00%
2005	3.30%	0.00%