MORT vs PAPI
Comparison between VANECK MORTGAGE REIT INCOME ETF (MORT, ETF) and PARAMETRIC EQUITY PREMIUM INCOME ETF (PAPI, ETF).
MORT vs PAPI - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
MORT
$400M
PAPI
$400M
Expense Ratio
MORT
0.43%
Winner
PAPI
0.29%
Max Drawdown
MORT
75.04%
Winner
PAPI
16.74%
Sharpe Ratio
MORT
0.32
Winner
PAPI
1.14
5Y Beta
MORT
0.67
Winner
PAPI
0.42
P/E Ratio
Winner
MORT
14.10
PAPI
21.56
Forward P/E
Winner
MORT
7.42
PAPI
15.38
PEG Ratio
Winner
MORT
0.08
PAPI
0.52
5Y Dividends CAGR
MORT
1.52%
PAPI
N/A
5Y EPS CAGR
MORT
-22.60%
Winner
PAPI
7.38%
Debt to Equity
MORT
64.15%
Winner
PAPI
0.49%
P/S Ratio
MORT
4.30
Winner
PAPI
1.28
P/B Ratio
Winner
MORT
0.85
PAPI
2.50
MORT vs PAPI - Holdings Comparison
MORT and PAPI have 1 common holdings. Overlap is -1.06%
MORT's top 25 holdings weight is 101.07%. PAPI's top 25 holdings weight is 17.21%.
| Rank | MORT | PAPI |
|---|---|---|
| #1 | ANNALY CAPITAL MANAGEMENT INC (NLY) - 18.52% | MORGAN STANLEY INSTL LQUDTY GOVT INSTL (MVRXX) - 1.12% |
| #2 | AGNC INVESTMENT CORP (AGNC) - 15.24% | CISCO SYSTEMS INC (CSCO) - 0.76% |
| #3 | STARWOOD PROPERTY TRUST INC (STWD) - 6.91% | CORNING INC (GLW) - 0.75% |
| #4 | RITHM CAPITAL CORP (RITM) - 6.40% | MILLICOM INTERNATIONAL CELLULAR SA (TIGO) - 0.74% |
| #5 | DYNEX CAPITAL INC (DX) - 5.13% | ROYALTY PHARMA PLC CLASS A (RPRX) - 0.74% |
| #6 | ARMOUR RESIDENTIAL REIT INC (ARR) - 4.55% | TD SYNNEX CORP (SNX) - 0.74% |
| #7 | ELLINGTON FINANCIAL INC (EFC) - 4.46% | TEXAS INSTRUMENTS INC (TXN) - 0.72% |
| #8 | ORCHID ISLAND CAPITAL INC (ORC) - 4.26% | VALERO ENERGY CORP (VLO) - 0.69% |
| #9 | BLACKSTONE MORTGAGE TRUST INC CLASS A (BXMT) - 4.16% | AVNET INC (AVT) - 0.68% |
| #10 | TWO HARBORS INVESTMENT CORP (TWO) - 3.06% | BEST BUY CO INC (BBY) - 0.67% |
| #11 | APOLLO COMMERCIAL REAL ESTATE FINANCE INC (ARI) - 2.97% | TARGET CORP (TGT) - 0.67% |
| #12 | LADDER CAPITAL CORP CLASS A (LADR) - 2.87% | INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 0.66% |
| #13 | CHIMERA INVESTMENT CORP (CIM) - 2.69% | HF SINCLAIR CORP (DINO) - 0.66% |
| #14 | MFA FINANCIAL INC (MFA) - 2.54% | MSC INDUSTRIAL DIRECT CO INC CLASS A (MSM) - 0.66% |
| #15 | ARBOR REALTY TRUST INC (ABR) - 2.41% | INTERNATIONAL SEAWAYS INC (INSW) - 0.66% |
| #16 | INVESCO MORTGAGE CAPITAL INC (IVR) - 2.27% | n/a (REYN) - 0.65% |
| #17 | ADAMAS TRUST INC (ADAM) - 2.11% | CUMMINS INC (CMI) - 0.65% |
| #18 | PENNYMAC MORTGAGE INVESTMENT TRUST (PMT) - 1.87% | CHEMED CORP (CHE) - 0.64% |
| #19 | TPG RE FINANCE TRUST INC (TRTX) - 1.81% | MANPOWERGROUP INC (MAN) - 0.64% |
| #20 | BRIGHTSPIRE CAPITAL INC CLASS A (BRSP) - 1.69% | INTERPARFUMS INC (IPAR) - 0.63% |
| #21 | FRANKLIN BSP REALTY TRUST INC. (FBRT) - 1.48% | AUTOMATIC DATA PROCESSING INC (ADP) - 0.63% |
| #22 | REDWOOD TRUST INC (RWT) - 1.28% | ABBVIE INC (ABBV) - 0.62% |
| #23 | KKR REAL ESTATE FINANCE TRUST INC (KREF) - 1.00% | POWER INTEGRATIONS INC (POWI) - 0.61% |
| #24 | ARES COMMERCIAL REAL ESTATE CORP (ACRE) - 0.71% | PRINCIPAL FINANCIAL GROUP INC (PFG) - 0.61% |
| #25 | CLAROS MORTGAGE TRUST INC (CMTG) - 0.68% | ANALOG DEVICES INC (ADI) - 0.61% |
| Total Holdings | 27 | 193 |
MORT vs PAPI - Historical Returns
Returns include dividend reinvestment.
1M
MORT
-0.35%
Winner
PAPI
+3.86%
3M
MORT
-3.87%
Winner
PAPI
+4.57%
6M
MORT
-6.78%
Winner
PAPI
+5.37%
1Y
MORT
+3.61%
Winner
PAPI
+13.44%
5Y(CAGR)
MORT
-1.19%
PAPI
N/A
10Y(CAGR)
MORT
+1.99%
PAPI
N/A
Max(CAGR)
MORT
+4.09%
Winner
PAPI
+11.48%
MORT vs PAPI - Annual Returns (2011 - 2026)
Returns include dividend reinvestment.
| Year | MORT | PAPI |
|---|---|---|
| 2026 | -2.69% | +9.88% |
| 2025 | +11.71% | +6.57% |
| 2024 | +0.80% | +8.40% |
| 2023 | +12.77% | +5.35% |
| 2022 | -28.40% | N/A |
| 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 PAPI 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 PAPI was -14.28%, occurring on Apr 8, 2025. Recovery took 260 trading sessions.
The current MORT drawdown is -21.62%. The current PAPI drawdown is -0.94%.
| Rank | MORT | PAPI |
|---|---|---|
| #1 | -69.98% Feb 20, 2020 - Apr 3, 2020 | -14.28% Nov 25, 2024 - Dec 10, 2025 |
| #2 | -24.65% Apr 13, 2015 - Jul 19, 2016 | -6.87% Mar 2, 2026 - Jul 16, 2026 |
| #3 | -24.56% Apr 30, 2013 - Aug 21, 2014 | -4.39% Mar 28, 2024 - May 17, 2024 |
| #4 | -14.06% Aug 17, 2011 - Jan 12, 2012 | -4.17% Jul 30, 2024 - Aug 29, 2024 |
| #5 | -13.24% Sep 6, 2018 - Apr 1, 2019 | -3.89% May 17, 2024 - Jul 16, 2024 |
| #6 | -13.05% Sep 21, 2012 - Jan 8, 2013 | -3.03% Oct 18, 2024 - Nov 21, 2024 |
| #7 | -12.45% Oct 19, 2017 - Jul 3, 2018 | -2.96% Oct 19, 2023 - Nov 3, 2023 |
| #8 | -7.03% Apr 24, 2019 - Jul 29, 2019 | -2.55% Jan 2, 2024 - Feb 21, 2024 |
| #9 | -6.77% Jul 30, 2019 - Oct 17, 2019 | -2.46% Aug 30, 2024 - Sep 24, 2024 |
| #10 | -6.44% Sep 7, 2016 - Nov 22, 2016 | -2.36% Nov 3, 2023 - Nov 30, 2023 |
| #11 | -6.34% Aug 29, 2014 - Nov 14, 2014 | -1.66% Jul 17, 2024 - Jul 26, 2024 |
| #12 | -5.76% Dec 9, 2016 - Jan 4, 2017 | -1.51% Dec 15, 2025 - Jan 6, 2026 |
| #13 | -5.51% Apr 27, 2017 - Jun 14, 2017 | -1.30% Feb 11, 2026 - Feb 27, 2026 |
| #14 | -4.58% Dec 3, 2014 - Mar 23, 2015 | -1.18% Jan 15, 2026 - Jan 21, 2026 |
| #15 | -4.10% May 10, 2012 - Jun 14, 2012 | -1.01% Dec 14, 2023 - Dec 22, 2023 |
Correlation
Correlation between MORT and PAPI is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.
0.91
-101
Dividend Comparison (2011 - 2026)
MORT vs PAPI dividend yield comparison.
| Year | MORT | PAPI |
|---|---|---|
| 2026 | 8.12% | 3.92% |
| 2025 | 12.76% | 7.59% |
| 2024 | 11.55% | 7.07% |
| 2023 | 12.18% | 1.45% |
| 2022 | 13.09% | 0.00% |
| 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% |
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