FMY vs VPX
Comparison between First Trust Mortgage Income Fund (FMY, ETF) and VARIANT PERCEPTION CYCLE AWARE US EQUITY ETF (VPX, ETF).
FMY vs VPX - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
FMY
$53M
VPX
$53M
Expense Ratio
FMY
N/A
VPX
0.75%
Max Drawdown
FMY
51.81%
Winner
VPX
5.91%
Sharpe Ratio
FMY
-0.16
Winner
VPX
3.38
5Y Beta
Winner
FMY
0.01
VPX
1.03
P/E Ratio
FMY
N/A
VPX
23.80
Forward P/E
FMY
N/A
VPX
16.62
PEG Ratio
FMY
N/A
VPX
0.28
5Y Dividends CAGR
FMY
1.97%
VPX
N/A
5Y EPS CAGR
FMY
N/A
VPX
25.78%
P/S Ratio
FMY
N/A
VPX
2.71
P/B Ratio
FMY
N/A
VPX
4.38
FMY vs VPX - Historical Returns
Returns include dividend reinvestment.
1M
FMY
-0.05%
Winner
VPX
+1.51%
3M
FMY
-1.27%
Winner
VPX
+14.43%
6M
FMY
-2.06%
VPX
N/A
1Y
FMY
+0.88%
VPX
N/A
5Y(CAGR)
FMY
+2.98%
VPX
N/A
10Y(CAGR)
FMY
+3.76%
VPX
N/A
Max(CAGR)
FMY
+4.33%
Winner
VPX
+73.87%
FMY vs VPX - Annual Returns (2005 - 2026)
Returns include dividend reinvestment.
| Year | FMY | VPX |
|---|---|---|
| 2026 | -0.44% | +21.94% |
| 2025 | +9.95% | N/A |
| 2024 | +7.94% | N/A |
| 2023 | +14.58% | N/A |
| 2022 | -13.27% | N/A |
| 2021 | +4.35% | N/A |
| 2020 | +5.06% | N/A |
| 2019 | +12.12% | N/A |
| 2018 | -3.98% | N/A |
| 2017 | +6.47% | N/A |
| 2016 | +3.26% | N/A |
| 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 VPX Drawdown Comparison
The maximum drawdown for FMY was -27.99%, occurring on Oct 9, 2008. Recovery took 131 trading sessions.
The maximum drawdown for VPX was -5.91%, occurring on Mar 30, 2026. Recovery took 15 trading sessions.
The current FMY drawdown is -3.29%. The current VPX drawdown is -0.17%.
| Rank | FMY | VPX |
|---|---|---|
| #1 | -27.99% May 29, 2008 - Dec 3, 2008 | -5.91% Mar 17, 2026 - Apr 8, 2026 |
| #2 | -21.58% Oct 8, 2012 - May 15, 2019 | -3.62% Jun 4, 2026 - Jun 15, 2026 |
| #3 | -20.84% Jun 24, 2005 - Feb 20, 2008 | -2.55% May 14, 2026 - May 22, 2026 |
| #4 | -19.97% Sep 15, 2021 - Mar 13, 2024 | -2.03% Jun 22, 2026 - Jun 30, 2026 |
| #5 | -18.89% Jun 27, 2011 - Jan 31, 2012 | -1.53% Jul 10, 2026 - Jul 20, 2026 |
| #6 | -12.96% Sep 23, 2010 - Apr 25, 2011 | -1.08% Jun 15, 2026 - Jun 18, 2026 |
| #7 | -12.38% Feb 28, 2020 - Oct 5, 2020 | -0.79% Apr 27, 2026 - Apr 30, 2026 |
| #8 | -11.28% Dec 4, 2008 - Jun 10, 2009 | -0.78% Apr 17, 2026 - Apr 22, 2026 |
| #9 | -7.12% Feb 27, 2026 - Mar 13, 2026 | -0.74% May 6, 2026 - May 8, 2026 |
| #10 | -6.12% Feb 28, 2008 - Apr 28, 2008 | -0.64% Apr 22, 2026 - Apr 24, 2026 |
| #11 | -5.48% Aug 2, 2019 - Sep 25, 2019 | -0.62% Jun 30, 2026 - Jul 6, 2026 |
| #12 | -5.12% Sep 25, 2024 - Feb 11, 2025 | -0.54% Mar 12, 2026 - Mar 16, 2026 |
| #13 | -5.08% Feb 1, 2012 - Apr 24, 2012 | -0.44% Jul 6, 2026 - Jul 9, 2026 |
| #14 | -4.73% Oct 5, 2020 - Dec 30, 2020 | -0.23% May 11, 2026 - May 13, 2026 |
| #15 | -4.66% May 17, 2024 - Jun 14, 2024 | -0.19% May 1, 2026 - May 5, 2026 |
Correlation
Correlation between FMY and VPX is 0.19 which considered as a very weak or no correlation - the stocks move independently of each other.
0.19
-101
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