MORT vs CPLB

Comparison between VANECK MORTGAGE REIT INCOME ETF (MORT, ETF) and NYLI MACKAY CORE PLUS BOND ETF (CPLB, ETF).

5-Year PerformanceCPLB has outperformed MORT, delivering a return of +0.6% compared to -0.8%

MORT vs CPLB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MORT(ETF)	CPLB(ETF)
Net Assets	$377M	$375M
Expense Ratio	0.43%	0.30%
Max Drawdown	75.04%	23.33%
Sharpe Ratio	0.19	-0.17
5Y Beta	0.66	0.05
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

Winner

MORT

$377M

CPLB

$375M

Expense Ratio

MORT

0.43%

Winner

CPLB

0.30%

Max Drawdown

MORT

75.04%

Winner

CPLB

23.33%

Sharpe Ratio

Winner

MORT

0.19

CPLB

-0.17

5Y Beta

MORT

0.66

Winner

CPLB

0.05

P/E Ratio

MORT

8.16

CPLB

N/A

Forward P/E

MORT

7.20

CPLB

N/A

PEG Ratio

MORT

0.04

CPLB

N/A

5Y Dividends CAGR

MORT

1.52%

CPLB

N/A

5Y EPS CAGR

MORT

-16.58%

CPLB

N/A

Debt to Equity

MORT

56.37%

CPLB

N/A

P/S Ratio

MORT

3.82

CPLB

N/A

P/B Ratio

MORT

0.84

CPLB

N/A

MORT vs CPLB - Holdings Comparison

MORT and CPLB have 1 common holdings. Overlap is -0.02%

MORT's top 25 holdings weight is 100.01%. CPLB's top 25 holdings weight is 30.74%.

Rank	MORT	CPLB
#1	ANNALY CAPITAL MANAGEMENT INC (NLY) - 19.42%	UNITED STATES TREASURY NOTES 4.375% (n/a) - 8.77%
#2	AGNC INVESTMENT CORP (AGNC) - 15.39%	UNITED STATES TREASURY BONDS 5% (n/a) - 6.80%
#3	RITHM CAPITAL CORP (RITM) - 7.45%	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 0.47861% (n/a) - 2.46%
#4	STARWOOD PROPERTY TRUST INC (STWD) - 7.25%	BLACKROCK LIQUIDITY TREASURY INSTL (TTTXX) - 2.14%
#5	DYNEX CAPITAL INC (DX) - 5.23%	UNITED STATES TREASURY NOTES 4.125% (n/a) - 2.00%
#6	ELLINGTON FINANCIAL INC (EFC) - 4.64%	n/a (n/a) - 1.37%
#7	ARMOUR RESIDENTIAL REIT INC (ARR) - 4.60%	FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% (n/a) - 1.09%
#8	ORCHID ISLAND CAPITAL INC (ORC) - 4.24%	FEDERAL NATIONAL MORTGAGE ASSOCIATION 5% (n/a) - 0.51%
#9	BLACKSTONE MORTGAGE TRUST INC CLASS A (BXMT) - 3.73%	FEDERAL HOME LOAN MORTGAGE CORP. 2% (n/a) - 0.48%
#10	LADDER CAPITAL CORP CLASS A (LADR) - 3.03%	n/a (n/a) - 0.45%
#11	ARBOR REALTY TRUST INC (ABR) - 2.68%	FEDERAL HOME LOAN MORTGAGE CORP. 5.5% (n/a) - 0.42%
#12	CHIMERA INVESTMENT CORP (CIM) - 2.59%	FEDERAL NATIONAL MORTGAGE ASSOCIATION 6% (n/a) - 0.39%
#13	MFA FINANCIAL INC (MFA) - 2.58%	FEDERAL HOME LOAN MORTGAGE CORP. 3.5% (n/a) - 0.38%
#14	ADAMAS TRUST INC (ADAM) - 2.45%	n/a (n/a) - 0.36%
#15	INVESCO MORTGAGE CAPITAL INC (IVR) - 2.18%	COTY INC. 4.75% (n/a) - 0.34%
#16	APOLLO COMMERCIAL REAL ESTATE FINANCE INC (ARI) - 1.99%	n/a (n/a) - 0.30%
#17	PENNYMAC MORTGAGE INVESTMENT TRUST (PMT) - 1.89%	EVERGY KANSAS CENTRAL INC. 5.25% (n/a) - 0.30%
#18	TPG RE FINANCE TRUST INC (TRTX) - 1.78%	FEDERAL HOME LOAN MORTGAGE CORP. 4.5% (n/a) - 0.30%
#19	BRIGHTSPIRE CAPITAL INC CLASS A (BRSP) - 1.61%	UNICREDIT S.P.A. 5.861% (n/a) - 0.29%
#20	FRANKLIN BSP REALTY TRUST INC. (FBRT) - 1.53%	DP WORLD LTD. 6.85% (n/a) - 0.29%
#21	REDWOOD TRUST INC (RWT) - 1.24%	TRANSDIGM, INC. 6.75% (n/a) - 0.28%
#22	KKR REAL ESTATE FINANCE TRUST INC (KREF) - 1.07%	n/a (n/a) - 0.28%
#23	ARES COMMERCIAL REAL ESTATE CORP (ACRE) - 0.77%	SHENTEL ISSUER LLC 5.64% (n/a) - 0.26%
#24	CLAROS MORTGAGE TRUST INC (CMTG) - 0.56%	n/a (n/a) - 0.24%
#25	US DOLLAR (n/a) - 0.11%	SUZANO AUSTRIA GMBH 4% (n/a) - 0.24%
Total Holdings	26	724

MORT vs CPLB - Historical Returns

Returns include dividend reinvestment.

Period	MORT	CPLB
1 month	+0.61%	+0.04%
3 months	+2.64%	+0.59%
6 months	-0.54%	-0.86%
1 year	+7.40%	+3.44%
5 years(CAGR)	-0.82%	+0.56%
10 years(CAGR)	+2.13%	N/A
Max(CAGR)	+4.24%	+0.76%

Winner

MORT

+0.61%

CPLB

+0.04%

Winner

MORT

+2.64%

CPLB

+0.59%

Winner

MORT

-0.54%

CPLB

-0.86%

Winner

MORT

+7.40%

CPLB

+3.44%

5Y(CAGR)

MORT

-0.82%

Winner

CPLB

+0.56%

10Y(CAGR)

MORT

+2.13%

CPLB

N/A

Max(CAGR)

Winner

MORT

+4.24%

CPLB

+0.76%

MORT vs CPLB - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	MORT	CPLB
2026	-0.17%	+0.90%
2025	+11.71%	+7.64%
2024	+0.80%	+4.53%
2023	+12.77%	+6.60%
2022	-28.40%	-14.05%
2021	+19.31%	+0.38%
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 CPLB 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 CPLB was -18.96%, occurring on Oct 24, 2022. Recovery took 1026 trading sessions.

The current MORT drawdown is -19.59%. The current CPLB drawdown is -1.27%.

Rank	MORT	CPLB
#1	-69.98% Feb 20, 2020 - Apr 3, 2020	-18.96% Aug 3, 2021 - Sep 4, 2025
#2	-24.65% Apr 13, 2015 - Jul 19, 2016	-2.60% Feb 27, 2026 - Mar 27, 2026
#3	-24.56% Apr 30, 2013 - Aug 21, 2014	-1.06% Oct 27, 2025 - Nov 26, 2025
#4	-14.06% Aug 17, 2011 - Jan 12, 2012	-0.77% Nov 26, 2025 - Jan 7, 2026
#5	-13.24% Sep 6, 2018 - Apr 1, 2019	-0.63% Jul 8, 2021 - Jul 19, 2021
#6	-13.05% Sep 21, 2012 - Jan 8, 2013	-0.54% Sep 15, 2025 - Oct 13, 2025
#7	-12.45% Oct 19, 2017 - Jul 3, 2018	-0.52% Jan 14, 2026 - Jan 26, 2026
#8	-7.03% Apr 24, 2019 - Jul 29, 2019	-0.31% Jan 26, 2026 - Feb 5, 2026
#9	-6.77% Jul 30, 2019 - Oct 17, 2019	-0.30% Sep 8, 2025 - Sep 10, 2025
#10	-6.44% Sep 7, 2016 - Nov 22, 2016	-0.26% Jul 19, 2021 - Jul 27, 2021
#11	-6.34% Aug 29, 2014 - Nov 14, 2014	-0.23% Jan 7, 2026 - Jan 12, 2026
#12	-5.76% Dec 9, 2016 - Jan 4, 2017	-0.21% Feb 10, 2026 - Feb 12, 2026
#13	-5.51% Apr 27, 2017 - Jun 14, 2017	-0.19% Oct 21, 2025 - Oct 24, 2025
#14	-4.58% Dec 3, 2014 - Mar 23, 2015	-0.19% Oct 16, 2025 - Oct 20, 2025
#15	-4.10% May 10, 2012 - Jun 14, 2012	-0.14% Sep 11, 2025 - Sep 15, 2025

Correlation

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

0.84

-101

Dividend Comparison (2011 - 2026)

MORT vs CPLB dividend yield comparison.

Year	MORT	CPLB
2026	7.92%	3.19%
2025	12.76%	5.46%
2024	11.55%	5.40%
2023	12.18%	4.81%
2022	13.09%	3.17%
2021	8.21%	0.95%
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%