MBSD vs SOVF

Comparison between FLEXSHARES DISCIPLINED DURATION MBS INDEX FUND (MBSD, ETF) and SOVEREIGN'S CAPITAL FLOURISH FUND (SOVF, ETF).

MBSD vs SOVF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MBSD(ETF)	SOVF(ETF)
Net Assets	$94M	$94M
Expense Ratio	0.20%	0.75%
Max Drawdown	23.73%	21.97%
Sharpe Ratio	0.21	-0.48
5Y Beta	0.02	0.85
P/E Ratio	N/A	63.35
Forward P/E	N/A	13.71
PEG Ratio	N/A	-0.02
5Y Dividends CAGR	5.51%	N/A
5Y EPS CAGR	N/A	10.31%
Debt to Equity	N/A	-5.16%
P/S Ratio	N/A	0.97
P/B Ratio	N/A	2.82

Net Assets

MBSD

$94M

Winner

SOVF

$94M

Expense Ratio

Winner

MBSD

0.20%

SOVF

0.75%

Max Drawdown

MBSD

23.73%

Winner

SOVF

21.97%

Sharpe Ratio

Winner

MBSD

0.21

SOVF

-0.48

5Y Beta

Winner

MBSD

0.02

SOVF

0.85

P/E Ratio

MBSD

N/A

SOVF

63.35

Forward P/E

MBSD

N/A

SOVF

13.71

PEG Ratio

MBSD

N/A

SOVF

-0.02

5Y Dividends CAGR

MBSD

5.51%

SOVF

N/A

5Y EPS CAGR

MBSD

N/A

SOVF

10.31%

Debt to Equity

MBSD

N/A

SOVF

-5.16%

P/S Ratio

MBSD

N/A

SOVF

0.97

P/B Ratio

MBSD

N/A

SOVF

2.82

MBSD vs SOVF - Historical Returns

Returns include dividend reinvestment.

Period	MBSD	SOVF
1 month	-0.25%	-2.04%
3 months	-0.81%	-0.48%
6 months	+0.26%	-0.34%
1 year	+4.71%	-3.75%
5 years(CAGR)	+0.56%	N/A
10 years(CAGR)	+1.37%	N/A
Max(CAGR)	+1.56%	+6.08%

Winner

MBSD

-0.25%

SOVF

-2.04%

MBSD

-0.81%

Winner

SOVF

-0.48%

Winner

MBSD

+0.26%

SOVF

-0.34%

Winner

MBSD

+4.71%

SOVF

-3.75%

5Y(CAGR)

MBSD

+0.56%

SOVF

N/A

10Y(CAGR)

MBSD

+1.37%

SOVF

N/A

Max(CAGR)

MBSD

+1.56%

Winner

SOVF

+6.08%

MBSD vs SOVF - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	MBSD	SOVF
2026	+0.14%	-2.93%
2025	+7.10%	-3.91%
2024	+2.83%	+9.59%
2023	+4.23%	+16.18%
2022	-9.31%	N/A
2021	-1.24%	N/A
2020	+5.22%	N/A
2019	+5.89%	N/A
2018	+0.19%	N/A
2017	+0.94%	N/A
2016	+0.74%	N/A
2015	+1.76%	N/A
2014	+1.20%	N/A

MBSD vs SOVF Drawdown Comparison

The maximum drawdown for MBSD was -14.36%, occurring on Oct 20, 2022. Recovery took 1152 trading sessions.

The maximum drawdown for SOVF was -21.74%, occurring on Apr 8, 2025. This drawdown has not yet recovered.

The current MBSD drawdown is -1.49%. The current SOVF drawdown is -14.69%.

Rank	MBSD	SOVF
#1	-14.36% Feb 2, 2021 - Sep 4, 2025	-21.74% Dec 2, 2024 - Apr 8, 2025
#2	-3.08% Nov 2, 2016 - Feb 15, 2019	-7.77% Mar 28, 2024 - Jul 15, 2024
#3	-2.98% Mar 9, 2020 - Apr 24, 2020	-6.94% Jul 31, 2024 - Nov 6, 2024
#4	-2.17% Feb 27, 2026 - Mar 26, 2026	-5.85% Oct 17, 2023 - Nov 14, 2023
#5	-2.10% Jan 20, 2016 - Jul 5, 2016	-5.01% Dec 27, 2023 - Feb 15, 2024
#6	-1.97% Aug 24, 2015 - Jan 14, 2016	-3.50% Nov 11, 2024 - Nov 21, 2024
#7	-1.27% Apr 17, 2015 - Aug 24, 2015	-3.01% Jul 16, 2024 - Jul 26, 2024
#8	-1.08% Jul 6, 2016 - Sep 28, 2016	-2.11% Feb 15, 2024 - Mar 7, 2024
#9	-0.97% Nov 4, 2019 - Dec 3, 2019	-1.87% Oct 10, 2023 - Oct 17, 2023
#10	-0.83% Sep 22, 2025 - Oct 16, 2025	-1.38% Dec 19, 2023 - Dec 22, 2023
#11	-0.72% Sep 5, 2019 - Oct 2, 2019	-1.22% Mar 21, 2024 - Mar 27, 2024
#12	-0.71% Jun 16, 2020 - Aug 4, 2020	-1.07% Mar 13, 2024 - Mar 20, 2024
#13	-0.68% Oct 28, 2025 - Nov 24, 2025	-0.77% Nov 25, 2024 - Dec 2, 2024
#14	-0.68% Oct 7, 2019 - Nov 4, 2019	-0.68% Dec 4, 2023 - Dec 8, 2023
#15	-0.67% Sep 28, 2016 - Nov 1, 2016	-0.66% Nov 20, 2023 - Nov 24, 2023

Correlation

Correlation between MBSD and SOVF is 0.31 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.31

-101

Dividend Comparison (2014 - 2026)

MBSD vs SOVF dividend yield comparison.

Year	MBSD	SOVF
2026	1.48%	0.00%
2025	4.23%	0.77%
2024	3.91%	0.30%
2023	3.39%	0.18%
2022	3.03%	0.00%
2021	2.41%	0.00%
2020	2.78%	0.00%
2019	3.42%	0.00%
2018	3.22%	0.00%
2017	3.30%	0.00%
2016	3.02%	0.00%
2015	3.46%	0.00%
2014	0.83%	0.00%