SOR vs MORT

Comparison between Source Capital Inc (SOR, ETF) and VANECK MORTGAGE REIT INCOME ETF (MORT, ETF).

5-Year PerformanceSOR has outperformed MORT, delivering a return of +8.8% compared to -2.2%

SOR vs MORT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SOR(ETF)	MORT(ETF)
Net Assets	$405M	$407M
Expense Ratio	N/A	0.43%
Max Drawdown	71.42%	75.04%
Sharpe Ratio	0.66	0.51
5Y Beta	0.47	0.69
P/E Ratio	N/A	12.31
Forward P/E	N/A	7.24
PEG Ratio	N/A	0.07
5Y Dividends CAGR	5.11%	0.16%
5Y EPS CAGR	N/A	-22.24%
Debt to Equity	N/A	66.93%
P/S Ratio	N/A	4.19
P/B Ratio	N/A	0.87

Net Assets

SOR

$405M

Winner

MORT

$407M

Expense Ratio

SOR

N/A

MORT

0.43%

Max Drawdown

Winner

SOR

71.42%

MORT

75.04%

Sharpe Ratio

Winner

SOR

0.66

MORT

0.51

5Y Beta

Winner

SOR

0.47

MORT

0.69

P/E Ratio

SOR

N/A

MORT

12.31

Forward P/E

SOR

N/A

MORT

7.24

PEG Ratio

SOR

N/A

MORT

0.07

5Y Dividends CAGR

Winner

SOR

5.11%

MORT

0.16%

5Y EPS CAGR

SOR

N/A

MORT

-22.24%

Debt to Equity

SOR

N/A

MORT

66.93%

P/S Ratio

SOR

N/A

MORT

4.19

P/B Ratio

SOR

N/A

MORT

0.87

SOR vs MORT - Historical Returns

Returns include dividend reinvestment.

Period	SOR	MORT
1 month	-1.90%	-4.58%
3 months	-2.23%	-2.78%
6 months	-0.75%	-1.68%
1 year	+13.20%	+10.88%
5 years(CAGR)	+8.80%	-2.17%
10 years(CAGR)	+9.30%	+2.41%
Max(CAGR)	+9.60%	+4.08%

Winner

SOR

-1.90%

MORT

-4.58%

Winner

SOR

-2.23%

MORT

-2.78%

Winner

SOR

-0.75%

MORT

-1.68%

Winner

SOR

+13.20%

MORT

+10.88%

5Y(CAGR)

Winner

SOR

+8.80%

MORT

-2.17%

10Y(CAGR)

Winner

SOR

+9.30%

MORT

+2.41%

Max(CAGR)

Winner

SOR

+9.60%

MORT

+4.08%

SOR vs MORT - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	SOR	MORT
2026	-0.03%	-3.32%
2025	+12.70%	+11.71%
2024	+21.04%	+0.80%
2023	+14.33%	+12.77%
2022	-6.78%	-28.40%
2021	+20.81%	+19.31%
2020	+6.91%	-21.92%
2019	+20.90%	+21.23%
2018	-11.01%	-3.37%
2017	+18.05%	+17.07%
2016	+11.69%	+21.82%
2015	-1.07%	-10.95%
2014	+14.62%	+17.34%
2013	+31.34%	-2.23%
2012	+17.49%	+21.53%
2011	-6.87%	-3.03%
2010	+29.92%	N/A
2009	+51.89%	N/A
2008	-48.98%	N/A
2007	-4.79%	N/A
2006	-0.98%	N/A
2005	+11.54%	N/A
2004	+27.27%	N/A
2003	+19.56%	N/A
2002	-6.69%	N/A
2001	+26.33%	N/A
2000	+27.08%	N/A
1999	+0.79%	N/A

SOR vs MORT Drawdown Comparison

The maximum drawdown for SOR was -65.48%, occurring on Nov 21, 2008. Recovery took 1230 trading sessions.

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

The current SOR drawdown is -6.40%. The current MORT drawdown is -22.12%.

Rank	SOR	MORT
#1	-65.48% May 11, 2006 - Mar 30, 2011	-69.98% Feb 20, 2020 - Apr 3, 2020
#2	-39.11% Feb 13, 2020 - Nov 24, 2020	-24.65% Apr 13, 2015 - Jul 19, 2016
#3	-38.76% May 13, 2002 - Jan 16, 2004	-24.56% Apr 30, 2013 - Aug 21, 2014
#4	-30.78% Jul 7, 2011 - Jan 2, 2013	-14.06% Aug 17, 2011 - Jan 12, 2012
#5	-19.01% Aug 22, 2001 - Nov 19, 2001	-13.24% Sep 6, 2018 - Apr 1, 2019
#6	-18.01% Jan 26, 2018 - Oct 28, 2019	-13.05% Sep 21, 2012 - Jan 8, 2013
#7	-17.47% Jan 3, 2022 - Nov 14, 2023	-12.45% Oct 19, 2017 - Jul 3, 2018
#8	-13.41% Jun 23, 2015 - Apr 13, 2016	-7.03% Apr 24, 2019 - Jul 29, 2019
#9	-13.16% Jul 1, 2014 - Nov 12, 2014	-6.77% Jul 30, 2019 - Oct 17, 2019
#10	-11.23% Nov 22, 1999 - May 17, 2000	-6.44% Sep 7, 2016 - Nov 22, 2016
#11	-9.47% Feb 5, 2001 - May 3, 2001	-6.34% Aug 29, 2014 - Nov 14, 2014
#12	-9.41% Mar 19, 2004 - Jun 29, 2004	-5.76% Dec 9, 2016 - Jan 4, 2017
#13	-9.37% Apr 5, 2011 - Jul 1, 2011	-5.51% Apr 27, 2017 - Jun 14, 2017
#14	-9.18% Feb 20, 2026 - Mar 27, 2026	-4.58% Dec 3, 2014 - Mar 23, 2015
#15	-8.30% Dec 31, 2004 - Mar 14, 2005	-4.10% May 10, 2012 - Jun 14, 2012

Correlation

Correlation between SOR and MORT is 0.58 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.58

-101

Dividend Comparison (2000 - 2026)

SOR vs MORT dividend yield comparison.

Year	SOR	MORT
2026	2.29%	3.58%
2025	5.46%	12.76%
2024	11.86%	11.55%
2023	7.22%	12.18%
2022	5.74%	13.09%
2021	11.09%	8.21%
2020	4.11%	8.11%
2019	2.58%	7.36%
2018	12.90%	8.19%
2017	4.24%	7.82%
2016	98.00%	8.21%
2015	6.04%	9.91%
2014	5.88%	10.08%
2013	4.47%	15.30%
2012	6.64%	10.96%
2011	6.38%	5.69%
2010	4.52%	0.00%
2009	4.66%	0.00%
2008	12.37%	0.00%
2007	6.72%	0.00%
2006	7.01%	0.00%
2005	7.42%	0.00%
2004	5.59%	0.00%
2003	5.89%	0.00%
2002	8.70%	0.00%
2001	7.54%	0.00%
2000	14.35%	0.00%