MORT vs CDX

Comparison between VANECK MORTGAGE REIT INCOME ETF (MORT, ETF) and SIMPLIFY HIGH YIELD ETF (CDX, ETF).

5-Year PerformanceCDX has outperformed MORT, delivering a return of +3.9% compared to -0.8%

MORT vs CDX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MORT(ETF)	CDX(ETF)
Net Assets	$377M	$377M
Expense Ratio	0.43%	0.25%
Max Drawdown	75.04%	19.24%
Sharpe Ratio	0.19	-1.09
5Y Beta	0.66	0.45
P/E Ratio	8.16	N/A
Forward P/E	7.20	N/A
PEG Ratio	0.04	N/A
5Y Dividends CAGR	1.52%	N/A
5Y EPS CAGR	-16.58%	N/A
Debt to Equity	56.37%	N/A
P/S Ratio	3.82	N/A
P/B Ratio	0.84	N/A

Net Assets

MORT

$377M

Winner

CDX

$377M

Expense Ratio

MORT

0.43%

Winner

CDX

0.25%

Max Drawdown

MORT

75.04%

Winner

CDX

19.24%

Sharpe Ratio

Winner

MORT

0.19

CDX

-1.09

5Y Beta

MORT

0.66

Winner

CDX

0.45

P/E Ratio

MORT

8.16

CDX

N/A

Forward P/E

MORT

7.20

CDX

N/A

PEG Ratio

MORT

0.04

CDX

N/A

5Y Dividends CAGR

MORT

1.52%

CDX

N/A

5Y EPS CAGR

MORT

-16.58%

CDX

N/A

Debt to Equity

MORT

56.37%

CDX

N/A

P/S Ratio

MORT

3.82

CDX

N/A

P/B Ratio

MORT

0.84

CDX

N/A

MORT vs CDX - Historical Returns

Returns include dividend reinvestment.

Period	MORT	CDX
1 month	+0.61%	-0.23%
3 months	+2.64%	-1.46%
6 months	-0.54%	-2.71%
1 year	+7.40%	-2.77%
5 years(CAGR)	-0.82%	+3.89%
10 years(CAGR)	+2.13%	N/A
Max(CAGR)	+4.24%	+3.89%

Winner

MORT

+0.61%

CDX

-0.23%

Winner

MORT

+2.64%

CDX

-1.46%

Winner

MORT

-0.54%

CDX

-2.71%

Winner

MORT

+7.40%

CDX

-2.77%

5Y(CAGR)

MORT

-0.82%

Winner

CDX

+3.89%

10Y(CAGR)

MORT

+2.13%

CDX

N/A

Max(CAGR)

Winner

MORT

+4.24%

CDX

+3.89%

MORT vs CDX - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	MORT	CDX
2026	-0.17%	-2.54%
2025	+11.71%	+8.81%
2024	+0.80%	+7.75%
2023	+12.77%	+12.25%
2022	-28.40%	-8.08%
2021	+19.31%	N/A
2020	-21.92%	N/A
2019	+21.23%	N/A
2018	-3.37%	N/A
2017	+17.07%	N/A
2016	+21.82%	N/A
2015	-10.95%	N/A
2014	+17.34%	N/A
2013	-2.23%	N/A
2012	+21.53%	N/A
2011	-3.03%	N/A

MORT vs CDX Drawdown Comparison

The maximum drawdown for MORT was -69.98%, occurring on Apr 3, 2020. This drawdown has not yet recovered.

The maximum drawdown for CDX was -13.23%, occurring on Oct 20, 2022. Recovery took 429 trading sessions.

The current MORT drawdown is -19.59%. The current CDX drawdown is -7.80%.

Rank	MORT	CDX
#1	-69.98% Feb 20, 2020 - Apr 3, 2020	-13.23% Mar 2, 2022 - Nov 14, 2023
#2	-24.65% Apr 13, 2015 - Jul 19, 2016	-8.96% Apr 9, 2025 - Jul 29, 2026
#3	-24.56% Apr 30, 2013 - Aug 21, 2014	-6.73% Apr 2, 2025 - Apr 9, 2025
#4	-14.06% Aug 17, 2011 - Jan 12, 2012	-3.14% Oct 3, 2024 - Jan 21, 2025
#5	-13.24% Sep 6, 2018 - Apr 1, 2019	-2.41% Mar 19, 2024 - May 15, 2024
#6	-13.05% Sep 21, 2012 - Jan 8, 2013	-1.65% May 15, 2024 - Jun 12, 2024
#7	-12.45% Oct 19, 2017 - Jul 3, 2018	-1.64% Mar 3, 2025 - Mar 20, 2025
#8	-7.03% Apr 24, 2019 - Jul 29, 2019	-1.47% Mar 20, 2025 - Apr 2, 2025
#9	-6.77% Jul 30, 2019 - Oct 17, 2019	-1.28% Dec 27, 2023 - Jan 10, 2024
#10	-6.44% Sep 7, 2016 - Nov 22, 2016	-1.13% Jun 18, 2024 - Jul 8, 2024
#11	-6.34% Aug 29, 2014 - Nov 14, 2014	-1.05% Aug 5, 2024 - Aug 13, 2024
#12	-5.76% Dec 9, 2016 - Jan 4, 2017	-1.05% Nov 14, 2023 - Nov 27, 2023
#13	-5.51% Apr 27, 2017 - Jun 14, 2017	-0.96% Feb 1, 2024 - Feb 22, 2024
#14	-4.58% Dec 3, 2014 - Mar 23, 2015	-0.85% Jan 21, 2025 - Feb 3, 2025
#15	-4.10% May 10, 2012 - Jun 14, 2012	-0.80% Jan 12, 2024 - Feb 1, 2024

Correlation

Correlation between MORT and CDX is 0.71 which considered as a strong positive correlation - the stocks tend to move together.

0.71

-101

Dividend Comparison (2011 - 2026)

MORT vs CDX dividend yield comparison.

Year	MORT	CDX
2026	7.92%	4.69%
2025	12.76%	7.18%
2024	11.55%	12.60%
2023	12.18%	5.26%
2022	13.09%	7.51%
2021	8.21%	0.00%
2020	8.11%	0.00%
2019	7.36%	0.00%
2018	8.19%	0.00%
2017	7.82%	0.00%
2016	8.21%	0.00%
2015	9.91%	0.00%
2014	10.08%	0.00%
2013	15.30%	0.00%
2012	10.96%	0.00%
2011	5.69%	0.00%