SPMB vs TCAF

Comparison between SPDR(R) PORTFOLIO MORTGAGE BACKED BOND ETF (SPMB, ETF) and T. ROWE PRICE CAPITAL APPRECIATION EQUITY ETF (TCAF, ETF).

SPMB vs TCAF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SPMB(ETF)	TCAF(ETF)
Net Assets	$6.90B	$6.90B
Expense Ratio	0.04%	0.31%
Max Drawdown	28.46%	16.57%
Sharpe Ratio	0.66	1.40
5Y Beta	0.03	0.88
P/E Ratio	N/A	33.83
Forward P/E	N/A	22.51
PEG Ratio	N/A	0.62
5Y Dividends CAGR	5.28%	N/A
5Y EPS CAGR	N/A	24.87%
P/S Ratio	N/A	2.57
P/B Ratio	N/A	5.18

Net Assets

SPMB

$6.90B

TCAF

$6.90B

Expense Ratio

Winner

SPMB

0.04%

TCAF

0.31%

Max Drawdown

SPMB

28.46%

Winner

TCAF

16.57%

Sharpe Ratio

SPMB

0.66

Winner

TCAF

1.40

5Y Beta

Winner

SPMB

0.03

TCAF

0.88

P/E Ratio

SPMB

N/A

TCAF

33.83

Forward P/E

SPMB

N/A

TCAF

22.51

PEG Ratio

SPMB

N/A

TCAF

0.62

5Y Dividends CAGR

SPMB

5.28%

TCAF

N/A

5Y EPS CAGR

SPMB

N/A

TCAF

24.87%

P/S Ratio

SPMB

N/A

TCAF

2.57

P/B Ratio

SPMB

N/A

TCAF

5.18

SPMB vs TCAF - Historical Returns

Returns include dividend reinvestment.

Period	SPMB	TCAF
1 month	-0.76%	+6.66%
3 months	-1.41%	+8.44%
6 months	+1.08%	+5.37%
1 year	+6.68%	+20.82%
5 years(CAGR)	+0.30%	N/A
10 years(CAGR)	+1.23%	N/A
Max(CAGR)	+2.31%	+17.32%

SPMB

-0.76%

Winner

TCAF

+6.66%

SPMB

-1.41%

Winner

TCAF

+8.44%

SPMB

+1.08%

Winner

TCAF

+5.37%

SPMB

+6.68%

Winner

TCAF

+20.82%

5Y(CAGR)

SPMB

+0.30%

TCAF

N/A

10Y(CAGR)

SPMB

+1.23%

TCAF

N/A

Max(CAGR)

SPMB

+2.31%

Winner

TCAF

+17.32%

SPMB vs TCAF - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	SPMB	TCAF
2026	+0.49%	+5.46%
2025	+8.33%	+15.83%
2024	+1.95%	+21.95%
2023	+4.47%	+8.40%
2022	-11.74%	N/A
2021	-1.46%	N/A
2020	+3.99%	N/A
2019	+5.91%	N/A
2018	+1.08%	N/A
2017	+2.02%	N/A
2016	+1.15%	N/A
2015	+2.04%	N/A
2014	+5.77%	N/A
2013	-2.04%	N/A
2012	+2.08%	N/A
2011	+6.23%	N/A
2010	+5.17%	N/A
2009	+5.27%	N/A

SPMB vs TCAF Drawdown Comparison

The maximum drawdown for SPMB was -18.03%, occurring on Oct 19, 2023. Recovery took 1240 trading sessions.

The maximum drawdown for TCAF was -16.37%, occurring on Apr 8, 2025. Recovery took 102 trading sessions.

The current SPMB drawdown is -1.72%.

Rank	SPMB	TCAF
#1	-18.03% Feb 2, 2021 - Jan 9, 2026	-16.37% Jan 28, 2025 - Jun 25, 2025
#2	-12.60% Mar 6, 2020 - Mar 30, 2020	-11.33% Oct 28, 2025 - Apr 17, 2026
#3	-5.04% Nov 5, 2009 - Jun 14, 2010	-8.80% Jul 28, 2023 - Nov 20, 2023
#4	-4.95% Sep 11, 2009 - Nov 5, 2009	-5.99% Jul 16, 2024 - Aug 19, 2024
#5	-4.53% Sep 26, 2012 - May 1, 2014	-4.56% Mar 27, 2024 - May 14, 2024
#6	-4.43% May 18, 2009 - Sep 11, 2009	-4.20% Dec 4, 2024 - Jan 23, 2025
#7	-3.93% Sep 29, 2016 - Dec 19, 2018	-3.86% Aug 30, 2024 - Sep 16, 2024
#8	-2.99% Nov 3, 2010 - Mar 16, 2011	-3.08% Oct 14, 2024 - Nov 6, 2024
#9	-2.59% Feb 27, 2026 - Mar 26, 2026	-2.77% Oct 8, 2025 - Oct 24, 2025
#10	-2.23% Apr 9, 2009 - May 18, 2009	-2.71% Nov 8, 2024 - Nov 29, 2024
#11	-2.00% Apr 14, 2015 - Sep 18, 2015	-2.49% May 21, 2024 - Jun 5, 2024
#12	-1.64% Sep 14, 2011 - Jan 13, 2012	-2.45% Jun 15, 2023 - Jul 13, 2023
#13	-1.64% Feb 13, 2009 - Mar 13, 2009	-2.10% Jul 25, 2025 - Aug 13, 2025
#14	-1.27% Oct 2, 2015 - Jan 13, 2016	-2.03% Dec 27, 2023 - Jan 19, 2024
#15	-1.22% Jun 8, 2011 - Aug 2, 2011	-1.55% Feb 9, 2024 - Feb 15, 2024

Correlation

Correlation between SPMB and TCAF is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2009 - 2026)

SPMB vs TCAF dividend yield comparison.

Year	SPMB	TCAF
2026	1.27%	0.00%
2025	3.98%	0.50%
2024	3.76%	0.43%
2023	3.21%	0.26%
2022	2.98%	0.00%
2021	2.59%	0.00%
2020	2.95%	0.00%
2019	3.24%	0.00%
2018	3.36%	0.00%
2017	3.13%	0.00%
2016	2.99%	0.00%
2015	3.05%	0.00%
2014	3.54%	0.00%
2013	0.97%	0.00%
2012	2.42%	0.00%
2011	3.88%	0.00%
2010	4.17%	0.00%
2009	3.53%	0.00%