PMBS vs OXLC

Comparison between PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund (PMBS, ETF) and Oxford Lane Capital Corp (OXLC, ETF).

PMBS vs OXLC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PMBS(ETF)	OXLC(ETF)
Net Assets	$1.10B	$1.10B
Expense Ratio	0.71%	N/A
Max Drawdown	5.84%	91.93%
Sharpe Ratio	0.86	-1.43
5Y Beta	0.03	0.69
5Y Dividends CAGR	N/A	2.32%

Net Assets

PMBS

$1.10B

OXLC

$1.10B

Expense Ratio

PMBS

0.71%

OXLC

N/A

Max Drawdown

Winner

PMBS

5.84%

OXLC

91.93%

Sharpe Ratio

Winner

PMBS

0.86

OXLC

-1.43

5Y Beta

Winner

PMBS

0.03

OXLC

0.69

5Y Dividends CAGR

PMBS

N/A

OXLC

2.32%

PMBS vs OXLC - Historical Returns

Returns include dividend reinvestment.

Period	PMBS	OXLC
1 month	+0.17%	+5.20%
3 months	+0.31%	+3.19%
6 months	+2.25%	-18.59%
1 year	+8.02%	-40.28%
5 years(CAGR)	N/A	-5.14%
10 years(CAGR)	N/A	+4.50%
Max(CAGR)	+4.52%	+3.08%

PMBS

+0.17%

Winner

OXLC

+5.20%

PMBS

+0.31%

Winner

OXLC

+3.19%

Winner

PMBS

+2.25%

OXLC

-18.59%

Winner

PMBS

+8.02%

OXLC

-40.28%

5Y(CAGR)

PMBS

N/A

OXLC

-5.14%

10Y(CAGR)

PMBS

N/A

OXLC

+4.50%

Max(CAGR)

Winner

PMBS

+4.52%

OXLC

+3.08%

PMBS vs OXLC - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	PMBS	OXLC
2026	+1.55%	-22.66%
2025	+8.91%	-24.65%
2024	-2.75%	+23.84%
2023	N/A	+14.29%
2022	N/A	-27.46%
2021	N/A	+57.30%
2020	N/A	-15.25%
2019	N/A	-2.92%
2018	N/A	+10.99%
2017	N/A	+11.56%
2016	N/A	+35.17%
2015	N/A	-20.64%
2014	N/A	-0.72%
2013	N/A	+26.27%
2012	N/A	+30.32%
2011	N/A	-25.72%

PMBS vs OXLC Drawdown Comparison

The maximum drawdown for PMBS was -4.35%, occurring on Jan 13, 2025. Recovery took 104 trading sessions.

The maximum drawdown for OXLC was -74.42%, occurring on Mar 18, 2020. Recovery took 469 trading sessions.

The current PMBS drawdown is -1.04%. The current OXLC drawdown is -43.05%.

Rank	PMBS	OXLC
#1	-4.35% Sep 27, 2024 - Feb 28, 2025	-74.42% Jul 24, 2019 - Jun 3, 2021
#2	-3.04% Apr 4, 2025 - Jun 26, 2025	-57.10% May 16, 2025 - Mar 13, 2026
#3	-2.83% Feb 27, 2026 - Mar 26, 2026	-56.97% Jun 3, 2015 - Nov 16, 2016
#4	-1.06% Jun 30, 2025 - Aug 1, 2025	-36.81% Feb 2, 2022 - Jun 7, 2024
#5	-0.88% Oct 28, 2025 - Nov 25, 2025	-33.15% May 11, 2011 - Nov 6, 2012
#6	-0.79% Sep 15, 2025 - Oct 10, 2025	-24.62% Aug 9, 2018 - Apr 8, 2019
#7	-0.77% Mar 3, 2025 - Apr 1, 2025	-14.40% Feb 18, 2025 - May 14, 2025
#8	-0.70% Nov 26, 2025 - Dec 18, 2025	-13.23% Feb 19, 2014 - May 28, 2015
#9	-0.51% Jan 14, 2026 - Jan 26, 2026	-12.86% Feb 2, 2011 - May 11, 2011
#10	-0.42% Aug 13, 2025 - Aug 22, 2025	-12.83% Nov 1, 2017 - Feb 8, 2018
#11	-0.35% Jun 26, 2025 - Jun 30, 2025	-12.01% Nov 2, 2021 - Jan 11, 2022
#12	-0.35% Aug 6, 2025 - Aug 13, 2025	-10.64% Apr 5, 2017 - Aug 21, 2017
#13	-0.34% Sep 8, 2025 - Sep 11, 2025	-9.60% May 21, 2013 - Nov 27, 2013
#14	-0.32% Dec 30, 2025 - Jan 7, 2026	-9.24% Jun 4, 2021 - Oct 11, 2021
#15	-0.30% Sep 24, 2024 - Sep 27, 2024	-8.40% May 18, 2018 - Aug 1, 2018

Correlation

Correlation between PMBS and OXLC is -0.94 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.

-0.94

-101

Dividend Comparison (2011 - 2026)

PMBS vs OXLC dividend yield comparison.

Year	PMBS	OXLC
2026	1.59%	13.75%
2025	4.73%	35.86%
2024	1.59%	20.12%
2023	0.00%	18.83%
2022	0.00%	17.75%
2021	0.00%	10.51%
2020	0.00%	22.46%
2019	0.00%	19.85%
2018	0.00%	16.70%
2017	0.00%	17.91%
2016	0.00%	22.84%
2015	0.00%	24.10%
2014	0.00%	16.72%
2013	0.00%	12.69%
2012	0.00%	14.30%
2011	0.00%	13.14%