SPMB vs TFLO

Comparison between SPDR(R) PORTFOLIO MORTGAGE BACKED BOND ETF (SPMB, ETF) and ISHARES TREASURY FLOATING RATE BOND ETF (TFLO, ETF).

5-Year PerformanceTFLO has outperformed SPMB, delivering a return of +3.6% compared to +0.4%

SPMB vs TFLO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SPMB(ETF)	TFLO(ETF)
Net Assets	$6.90B	$6.80B
Expense Ratio	0.04%	0.15%
Max Drawdown	28.46%	5.02%
Sharpe Ratio	0.64	1.45
5Y Beta	0.03	-0.00
5Y Dividends CAGR	5.28%	134.46%

Net Assets

Winner

SPMB

$6.90B

TFLO

$6.80B

Expense Ratio

Winner

SPMB

0.04%

TFLO

0.15%

Max Drawdown

SPMB

28.46%

Winner

TFLO

5.02%

Sharpe Ratio

SPMB

0.64

Winner

TFLO

1.45

5Y Beta

SPMB

0.03

Winner

TFLO

-0.00

5Y Dividends CAGR

SPMB

5.28%

Winner

TFLO

134.46%

SPMB vs TFLO - Historical Returns

Returns include dividend reinvestment.

Period	SPMB	TFLO
1 month	+0.09%	+0.34%
3 months	+0.27%	+0.91%
6 months	+1.63%	+1.96%
1 year	+7.05%	+4.12%
5 years(CAGR)	+0.36%	+3.58%
10 years(CAGR)	+1.28%	+2.33%
Max(CAGR)	+2.35%	+1.93%

SPMB

+0.09%

Winner

TFLO

+0.34%

SPMB

+0.27%

Winner

TFLO

+0.91%

SPMB

+1.63%

Winner

TFLO

+1.96%

Winner

SPMB

+7.05%

TFLO

+4.12%

5Y(CAGR)

SPMB

+0.36%

Winner

TFLO

+3.58%

10Y(CAGR)

SPMB

+1.28%

Winner

TFLO

+2.33%

Max(CAGR)

Winner

SPMB

+2.35%

TFLO

+1.93%

SPMB vs TFLO - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	SPMB	TFLO
2026	+1.21%	+1.31%
2025	+8.33%	+4.20%
2024	+1.95%	+5.34%
2023	+4.47%	+5.12%
2022	-11.74%	+1.99%
2021	-1.46%	-0.01%
2020	+3.99%	+0.43%
2019	+5.91%	+2.04%
2018	+1.08%	+1.90%
2017	+2.02%	+1.03%
2016	+1.15%	+0.21%
2015	+2.04%	+0.65%
2014	+5.77%	+0.06%
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 TFLO Drawdown Comparison

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

The maximum drawdown for TFLO was -5.01%, occurring on Dec 19, 2014. Recovery took 293 trading sessions.

The current SPMB drawdown is -1.01%.

Rank	SPMB	TFLO
#1	-18.03% Feb 2, 2021 - Jan 9, 2026	-5.01% Oct 28, 2014 - Dec 28, 2015
#2	-12.60% Mar 6, 2020 - Mar 30, 2020	-0.76% Dec 28, 2015 - May 22, 2017
#3	-5.04% Nov 5, 2009 - Jun 14, 2010	-0.34% Oct 13, 2014 - Oct 16, 2014
#4	-4.95% Sep 11, 2009 - Nov 5, 2009	-0.26% Oct 16, 2014 - Oct 28, 2014
#5	-4.53% Sep 26, 2012 - May 1, 2014	-0.16% Feb 20, 2018 - Feb 27, 2018
#6	-4.43% May 18, 2009 - Sep 11, 2009	-0.15% Feb 25, 2020 - Mar 17, 2020
#7	-3.93% Sep 29, 2016 - Dec 19, 2018	-0.15% May 14, 2014 - Jul 31, 2014
#8	-2.99% Nov 3, 2010 - Mar 16, 2011	-0.14% Sep 2, 2014 - Oct 2, 2014
#9	-2.59% Feb 27, 2026 - Mar 26, 2026	-0.14% Dec 29, 2017 - Jan 11, 2018
#10	-2.23% Apr 9, 2009 - May 18, 2009	-0.13% Jul 29, 2022 - Aug 12, 2022
#11	-2.00% Apr 14, 2015 - Sep 18, 2015	-0.12% Oct 2, 2014 - Oct 9, 2014
#12	-1.64% Sep 14, 2011 - Jan 13, 2012	-0.12% Sep 12, 2017 - Sep 27, 2017
#13	-1.64% Feb 13, 2009 - Mar 13, 2009	-0.12% Nov 3, 2017 - Nov 13, 2017
#14	-1.27% Oct 2, 2015 - Jan 13, 2016	-0.12% Oct 19, 2017 - Oct 23, 2017
#15	-1.22% Jun 8, 2011 - Aug 2, 2011	-0.12% Feb 7, 2018 - Feb 20, 2018

Correlation

Correlation between SPMB and TFLO is 0.51 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.51

-101

Dividend Comparison (2009 - 2026)

SPMB vs TFLO dividend yield comparison.

Year	SPMB	TFLO
2026	1.26%	1.18%
2025	3.98%	4.16%
2024	3.76%	5.21%
2023	3.21%	4.88%
2022	2.98%	1.68%
2021	2.59%	0.00%
2020	2.95%	0.36%
2019	3.24%	2.08%
2018	3.36%	1.65%
2017	3.13%	0.86%
2016	2.99%	0.31%
2015	3.05%	0.15%
2014	3.54%	0.08%
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%