FRTY vs DMO

Comparison between ALGER MID CAP 40 ETF (FRTY, ETF) and Western Asset Mortgage Opportunity Fund Inc (DMO, ETF).

5-Year PerformanceDMO has outperformed FRTY, delivering a return of +4.9% compared to +3.9%

FRTY vs DMO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FRTY(ETF)	DMO(ETF)
Net Assets	$131M	$131M
Expense Ratio	0.60%	N/A
Max Drawdown	55.59%	62.91%
Sharpe Ratio	0.78	-0.00
5Y Beta	1.26	0.15
P/E Ratio	362.33	N/A
Forward P/E	40.21	N/A
PEG Ratio	-0.64	N/A
5Y Dividends CAGR	N/A	3.16%
5Y EPS CAGR	17.41%	N/A
Debt to Equity	27.83%	N/A
P/S Ratio	4.23	N/A
P/B Ratio	6.97	N/A

Net Assets

Winner

FRTY

$131M

DMO

$131M

Expense Ratio

FRTY

0.60%

DMO

N/A

Max Drawdown

Winner

FRTY

55.59%

DMO

62.91%

Sharpe Ratio

Winner

FRTY

0.78

DMO

-0.00

5Y Beta

FRTY

1.26

Winner

DMO

0.15

P/E Ratio

FRTY

362.33

DMO

N/A

Forward P/E

FRTY

40.21

DMO

N/A

PEG Ratio

FRTY

-0.64

DMO

N/A

5Y Dividends CAGR

FRTY

N/A

DMO

3.16%

5Y EPS CAGR

FRTY

17.41%

DMO

N/A

Debt to Equity

FRTY

27.83%

DMO

N/A

P/S Ratio

FRTY

4.23

DMO

N/A

P/B Ratio

FRTY

6.97

DMO

N/A

FRTY vs DMO - Historical Returns

Returns include dividend reinvestment.

Period	FRTY	DMO
1 month	+3.20%	-1.67%
3 months	+11.59%	-0.83%
6 months	+5.20%	-0.42%
1 year	+24.49%	+3.26%
5 years(CAGR)	+3.90%	+4.93%
10 years(CAGR)	N/A	+4.25%
Max(CAGR)	+2.75%	+8.41%

Winner

FRTY

+3.20%

DMO

-1.67%

Winner

FRTY

+11.59%

DMO

-0.83%

Winner

FRTY

+5.20%

DMO

-0.42%

Winner

FRTY

+24.49%

DMO

+3.26%

5Y(CAGR)

FRTY

+3.90%

Winner

DMO

+4.93%

10Y(CAGR)

FRTY

N/A

DMO

+4.25%

Max(CAGR)

FRTY

+2.75%

Winner

DMO

+8.41%

FRTY vs DMO - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	FRTY	DMO
2026	+4.84%	+3.64%
2025	+11.40%	+7.32%
2024	+40.62%	+19.98%
2023	+16.21%	+15.85%
2022	-42.24%	-21.50%
2021	+2.18%	+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%

FRTY vs DMO Drawdown Comparison

The maximum drawdown for FRTY was -53.10%, occurring on Oct 14, 2022. Recovery took 1144 trading sessions.

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

The current FRTY drawdown is -5.72%. The current DMO drawdown is -3.77%.

Rank	FRTY	DMO
#1	-53.10% Nov 8, 2021 - Jun 2, 2026	-49.09% Oct 16, 2019 - Jun 23, 2025
#2	-11.62% Apr 28, 2021 - Jun 24, 2021	-14.52% Jan 24, 2018 - Jun 17, 2019
#3	-9.54% Sep 23, 2021 - Nov 1, 2021	-14.50% Jan 30, 2013 - Feb 21, 2014
#4	-8.45% Mar 15, 2021 - Apr 26, 2021	-13.05% Mar 8, 2011 - Jan 31, 2012
#5	-7.52% Mar 1, 2021 - Mar 15, 2021	-13.04% Oct 18, 2016 - Feb 10, 2017
#6	-6.78% Jul 6, 2021 - Jul 28, 2021	-11.64% Oct 19, 2017 - Jan 5, 2018
#7	-5.72% Jun 2, 2026 - Jun 5, 2026	-8.36% Nov 11, 2025 - May 22, 2026
#8	-3.02% Sep 7, 2021 - Sep 16, 2021	-8.00% Sep 25, 2015 - Dec 28, 2015
#9	-3.00% Aug 5, 2021 - Aug 12, 2021	-7.97% Jul 17, 2017 - Aug 22, 2017
#10	-2.89% Aug 12, 2021 - Aug 23, 2021	-6.98% Jan 8, 2016 - Feb 4, 2016
#11	-2.57% Sep 17, 2021 - Sep 22, 2021	-6.52% Feb 4, 2016 - Apr 19, 2016
#12	-1.34% Jun 28, 2021 - Jul 6, 2021	-6.16% Dec 5, 2012 - Jan 11, 2013
#13	-1.22% Jul 29, 2021 - Aug 4, 2021	-5.48% May 7, 2010 - Jul 26, 2010
#14	-1.06% Aug 25, 2021 - Aug 27, 2021	-5.30% Nov 2, 2012 - Nov 28, 2012
#15	-0.33% Aug 30, 2021 - Sep 1, 2021	-5.23% Jun 23, 2015 - Jul 20, 2015

Correlation

Correlation between FRTY and DMO is 0.84 which considered as a strong positive correlation - the stocks tend to move together.

0.84

-101

Dividend Comparison (2010 - 2026)

FRTY vs DMO dividend yield comparison.

Year	FRTY	DMO
2026	0.00%	5.59%
2025	0.19%	14.01%
2024	0.10%	12.92%
2023	0.00%	11.46%
2022	0.00%	11.51%
2021	5.35%	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%