LENS vs FMY

Comparison between SARMAYA THEMATIC ETF (LENS, ETF) and First Trust Mortgage Income Fund (FMY, ETF).

LENS vs FMY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	LENS(ETF)	FMY(ETF)
Net Assets	$53M	$53M
Expense Ratio	0.79%	N/A
Max Drawdown	20.49%	51.81%
Sharpe Ratio	1.55	0.02
5Y Beta	0.56	0.01
P/E Ratio	95.72	N/A
Forward P/E	9.10	N/A
5Y Dividends CAGR	N/A	2.09%
P/S Ratio	0.72	N/A
P/B Ratio	2.28	N/A

Net Assets

LENS

$53M

Winner

FMY

$53M

Expense Ratio

LENS

0.79%

FMY

N/A

Max Drawdown

Winner

LENS

20.49%

FMY

51.81%

Sharpe Ratio

Winner

LENS

1.55

FMY

0.02

5Y Beta

LENS

0.56

Winner

FMY

0.01

P/E Ratio

LENS

95.72

FMY

N/A

Forward P/E

LENS

9.10

FMY

N/A

5Y Dividends CAGR

LENS

N/A

FMY

2.09%

P/S Ratio

LENS

0.72

FMY

N/A

P/B Ratio

LENS

2.28

FMY

N/A

LENS vs FMY - Historical Returns

Returns include dividend reinvestment.

Period	LENS	FMY
1 month	-10.42%	+0.52%
3 months	-10.14%	+0.85%
6 months	+10.63%	+1.01%
1 year	+51.45%	+3.46%
5 years(CAGR)	N/A	+3.45%
10 years(CAGR)	N/A	+3.90%
Max(CAGR)	+46.92%	+4.32%

LENS

-10.42%

Winner

FMY

+0.52%

LENS

-10.14%

Winner

FMY

+0.85%

Winner

LENS

+10.63%

FMY

+1.01%

Winner

LENS

+51.45%

FMY

+3.46%

5Y(CAGR)

LENS

N/A

FMY

+3.45%

10Y(CAGR)

LENS

N/A

FMY

+3.90%

Max(CAGR)

Winner

LENS

+46.92%

FMY

+4.32%

LENS vs FMY - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	LENS	FMY
2026	+7.81%	-1.03%
2025	+56.19%	+9.95%
2024	N/A	+7.94%
2023	N/A	+14.58%
2022	N/A	-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%

LENS vs FMY Drawdown Comparison

The maximum drawdown for LENS was -20.49%, occurring on Jun 10, 2026. This drawdown has not yet recovered.

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

The current LENS drawdown is -17.47%. The current FMY drawdown is -3.87%.

Rank	LENS	FMY
#1	-20.49% Feb 27, 2026 - Jun 10, 2026	-27.99% May 29, 2008 - Dec 3, 2008
#2	-11.73% Jan 28, 2026 - Feb 26, 2026	-21.58% Oct 8, 2012 - May 15, 2019
#3	-11.56% Apr 1, 2025 - Jun 2, 2025	-20.84% Jun 24, 2005 - Feb 20, 2008
#4	-9.91% Oct 16, 2025 - Nov 28, 2025	-19.97% Sep 15, 2021 - Mar 13, 2024
#5	-5.24% Feb 10, 2025 - Mar 17, 2025	-18.89% Jun 27, 2011 - Jan 31, 2012
#6	-4.42% Jul 11, 2025 - Aug 7, 2025	-12.96% Sep 23, 2010 - Apr 25, 2011
#7	-3.85% Dec 26, 2025 - Jan 6, 2026	-12.38% Feb 28, 2020 - Oct 5, 2020
#8	-2.97% Oct 8, 2025 - Oct 13, 2025	-11.28% Dec 4, 2008 - Jun 10, 2009
#9	-2.31% Jun 13, 2025 - Jul 7, 2025	-7.12% Feb 27, 2026 - Mar 13, 2026
#10	-1.90% Dec 11, 2025 - Dec 19, 2025	-6.12% Feb 28, 2008 - Apr 28, 2008
#11	-1.87% Aug 8, 2025 - Aug 21, 2025	-5.48% Aug 2, 2019 - Sep 25, 2019
#12	-1.70% Dec 1, 2025 - Dec 10, 2025	-5.12% Sep 25, 2024 - Feb 11, 2025
#13	-1.44% Sep 15, 2025 - Sep 19, 2025	-5.08% Feb 1, 2012 - Apr 24, 2012
#14	-1.31% Jan 6, 2026 - Jan 9, 2026	-4.73% Oct 5, 2020 - Dec 30, 2020
#15	-1.29% Jul 7, 2025 - Jul 10, 2025	-4.66% May 17, 2024 - Jun 14, 2024

Correlation

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

0.84

-101

Dividend Comparison (2005 - 2026)

LENS vs FMY dividend yield comparison.

Year	LENS	FMY
2026	0.00%	2.80%
2025	1.60%	6.91%
2024	0.00%	7.95%
2023	0.00%	6.64%
2022	0.00%	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%