SSPY vs DMO

Comparison between STRATIFIED LARGECAP INDEX ETF (SSPY, ETF) and Western Asset Mortgage Opportunity Fund Inc (DMO, ETF).

SSPY vs DMO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SSPY(ETF)	DMO(ETF)
Net Assets	$129M	$128M
Expense Ratio	0.45%	N/A
Max Drawdown	16.45%	62.91%
Sharpe Ratio	1.33	-0.48
5Y Beta	0.73	0.15
P/E Ratio	22.25	N/A
Forward P/E	17.25	N/A
PEG Ratio	0.26	N/A
5Y Dividends CAGR	N/A	1.72%
5Y EPS CAGR	12.71%	N/A
Debt to Equity	288.63%	N/A
P/S Ratio	1.84	N/A
P/B Ratio	3.36	N/A

Net Assets

Winner

SSPY

$129M

DMO

$128M

Expense Ratio

SSPY

0.45%

DMO

N/A

Max Drawdown

Winner

SSPY

16.45%

DMO

62.91%

Sharpe Ratio

Winner

SSPY

1.33

DMO

-0.48

5Y Beta

SSPY

0.73

Winner

DMO

0.15

P/E Ratio

SSPY

22.25

DMO

N/A

Forward P/E

SSPY

17.25

DMO

N/A

PEG Ratio

SSPY

0.26

DMO

N/A

5Y Dividends CAGR

SSPY

N/A

DMO

1.72%

5Y EPS CAGR

SSPY

12.71%

DMO

N/A

Debt to Equity

SSPY

288.63%

DMO

N/A

P/S Ratio

SSPY

1.84

DMO

N/A

P/B Ratio

SSPY

3.36

DMO

N/A

SSPY vs DMO - Historical Returns

Returns include dividend reinvestment.

Period	SSPY	DMO
1 month	+1.41%	-0.20%
3 months	+4.23%	-3.50%
6 months	+6.85%	-3.64%
1 year	+18.79%	-2.34%
5 years(CAGR)	N/A	+2.97%
10 years(CAGR)	N/A	+3.45%
Max(CAGR)	+13.91%	+8.17%

Winner

SSPY

+1.41%

DMO

-0.20%

Winner

SSPY

+4.23%

DMO

-3.50%

Winner

SSPY

+6.85%

DMO

-3.64%

Winner

SSPY

+18.79%

DMO

-2.34%

5Y(CAGR)

SSPY

N/A

DMO

+2.97%

10Y(CAGR)

SSPY

N/A

DMO

+3.45%

Max(CAGR)

Winner

SSPY

+13.91%

DMO

+8.17%

SSPY vs DMO - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	SSPY	DMO
2026	+14.14%	+1.97%
2025	+13.00%	+7.32%
2024	-0.90%	+19.98%
2023	N/A	+15.85%
2022	N/A	-21.50%
2021	N/A	+17.98%
2020	N/A	-23.14%
2019	N/A	+6.94%
2018	N/A	-1.47%
2017	N/A	+25.91%
2016	N/A	+9.92%
2015	N/A	+13.23%
2014	N/A	+18.82%
2013	N/A	+8.60%
2012	N/A	+39.56%
2011	N/A	-0.97%
2010	N/A	+13.81%

SSPY vs DMO Drawdown Comparison

The maximum drawdown for SSPY was -16.16%, occurring on Apr 8, 2025. Recovery took 144 trading sessions.

The maximum drawdown for DMO was -49.09%, occurring on Apr 3, 2020. Recovery took 1427 trading sessions.

The current SSPY drawdown is -1.75%. The current DMO drawdown is -5.32%.

Rank	SSPY	DMO
#1	-16.16% Nov 29, 2024 - Jul 1, 2025	-49.09% Oct 16, 2019 - Jun 23, 2025
#2	-7.32% Feb 27, 2026 - May 6, 2026	-14.52% Jan 24, 2018 - Jun 17, 2019
#3	-4.80% Oct 27, 2025 - Nov 28, 2025	-14.50% Jan 30, 2013 - Feb 21, 2014
#4	-3.06% Oct 3, 2025 - Oct 24, 2025	-13.05% Mar 8, 2011 - Jan 31, 2012
#5	-2.96% Oct 16, 2024 - Nov 6, 2024	-13.04% Oct 18, 2016 - Feb 10, 2017
#6	-2.84% Jul 23, 2025 - Aug 13, 2025	-11.64% Oct 19, 2017 - Jan 5, 2018
#7	-1.94% Nov 11, 2024 - Nov 22, 2024	-8.36% Nov 11, 2025 - May 22, 2026
#8	-1.90% Jul 7, 2026 - Jul 28, 2026	-8.00% Sep 25, 2015 - Dec 28, 2015
#9	-1.84% Jul 10, 2025 - Jul 23, 2025	-7.97% Jul 17, 2017 - Aug 22, 2017
#10	-1.84% Jun 15, 2026 - Jun 26, 2026	-6.98% Jan 8, 2016 - Feb 4, 2016
#11	-1.75% Aug 26, 2026 - Sep 1, 2026	-6.52% Feb 4, 2016 - Apr 19, 2016
#12	-1.64% Jun 4, 2026 - Jun 12, 2026	-6.16% Dec 5, 2012 - Jan 11, 2013
#13	-1.58% Jan 15, 2026 - Jan 22, 2026	-5.48% May 7, 2010 - Jul 26, 2010
#14	-1.44% Dec 11, 2025 - Jan 5, 2026	-5.32% May 22, 2026 - Sep 1, 2026
#15	-1.30% May 6, 2026 - May 21, 2026	-5.30% Nov 2, 2012 - Nov 28, 2012

Correlation

Correlation between SSPY and DMO is 0.66 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.66

-101

Dividend Comparison (2010 - 2026)

SSPY vs DMO dividend yield comparison.

Year	SSPY	DMO
2026	0.00%	9.41%
2025	1.38%	14.01%
2024	0.35%	12.92%
2023	0.00%	11.46%
2022	0.00%	11.51%
2021	0.00%	8.88%
2020	0.00%	10.95%
2019	0.00%	9.63%
2018	0.00%	18.93%
2017	0.00%	13.30%
2016	0.00%	13.19%
2015	0.00%	14.09%
2014	0.00%	12.95%
2013	0.00%	15.96%
2012	0.00%	11.89%
2011	0.00%	9.79%
2010	0.00%	5.19%