TBLU vs FMY

Comparison between TORTOISE GLOBAL WATER ETF (TBLU, ETF) and First Trust Mortgage Income Fund (FMY, ETF).

5-Year PerformanceTBLU has outperformed FMY, delivering a return of +4.0% compared to +3.5%

TBLU vs FMY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TBLU(ETF)	FMY(ETF)
Net Assets	$53M	$53M
Expense Ratio	0.40%	N/A
Max Drawdown	37.58%	51.81%
Sharpe Ratio	-0.27	0.02
5Y Beta	0.64	0.01
P/E Ratio	24.23	N/A
Forward P/E	19.80	N/A
PEG Ratio	1.18	N/A
5Y Dividends CAGR	28.78%	2.09%
Debt to Equity	45.54%	N/A
P/S Ratio	2.62	N/A
P/B Ratio	3.51	N/A

Net Assets

TBLU

$53M

Winner

FMY

$53M

Expense Ratio

TBLU

0.40%

FMY

N/A

Max Drawdown

Winner

TBLU

37.58%

FMY

51.81%

Sharpe Ratio

TBLU

-0.27

Winner

FMY

0.02

5Y Beta

TBLU

0.64

Winner

FMY

0.01

P/E Ratio

TBLU

24.23

FMY

N/A

Forward P/E

TBLU

19.80

FMY

N/A

PEG Ratio

TBLU

1.18

FMY

N/A

5Y Dividends CAGR

Winner

TBLU

28.78%

FMY

2.09%

Debt to Equity

TBLU

45.54%

FMY

N/A

P/S Ratio

TBLU

2.62

FMY

N/A

P/B Ratio

TBLU

3.51

FMY

N/A

TBLU vs FMY - Historical Returns

Returns include dividend reinvestment.

Period	TBLU	FMY
1 month	+3.18%	+1.29%
3 months	-0.87%	+1.68%
6 months	-1.33%	+0.75%
1 year	+0.06%	+4.45%
5 years(CAGR)	+4.03%	+3.53%
10 years(CAGR)	+9.61%	+3.83%
Max(CAGR)	+9.61%	+4.33%

Winner

TBLU

+3.18%

FMY

+1.29%

TBLU

-0.87%

Winner

FMY

+1.68%

TBLU

-1.33%

Winner

FMY

+0.75%

TBLU

+0.06%

Winner

FMY

+4.45%

5Y(CAGR)

Winner

TBLU

+4.03%

FMY

+3.53%

10Y(CAGR)

Winner

TBLU

+9.61%

FMY

+3.83%

Max(CAGR)

Winner

TBLU

+9.61%

FMY

+4.33%

TBLU vs FMY - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	TBLU	FMY
2026	-1.29%	-0.79%
2025	+12.42%	+9.95%
2024	+9.92%	+7.94%
2023	+20.01%	+14.58%
2022	-25.20%	-13.27%
2021	+30.22%	+4.35%
2020	+16.37%	+5.06%
2019	+38.09%	+12.12%
2018	-12.48%	-3.98%
2017	+20.20%	+6.47%
2016	N/A	+3.26%
2015	N/A	+4.38%
2014	N/A	+1.33%
2013	N/A	-6.38%
2012	N/A	+1.54%
2011	N/A	+10.13%
2010	N/A	+15.87%
2009	N/A	+20.93%
2008	N/A	+6.49%
2007	N/A	+9.45%
2006	N/A	+10.87%
2005	N/A	-18.78%

TBLU vs FMY Drawdown Comparison

The maximum drawdown for TBLU was -37.58%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The maximum drawdown for FMY was -27.99%, occurring on Oct 9, 2008. Recovery took 131 trading sessions.

The current TBLU drawdown is -10.07%. The current FMY drawdown is -3.63%.

Rank	TBLU	FMY
#1	-37.58% Feb 20, 2020 - Oct 12, 2020	-27.99% May 29, 2008 - Dec 3, 2008
#2	-35.36% Dec 31, 2021 - Jul 31, 2024	-21.58% Oct 8, 2012 - May 15, 2019
#3	-17.25% Jan 26, 2018 - Jun 13, 2019	-20.84% Jun 24, 2005 - Feb 20, 2008
#4	-15.42% Dec 9, 2024 - May 15, 2025	-19.97% Sep 15, 2021 - Mar 13, 2024
#5	-13.17% Feb 26, 2026 - Mar 20, 2026	-18.89% Jun 27, 2011 - Jan 31, 2012
#6	-8.73% Sep 2, 2021 - Nov 9, 2021	-12.96% Sep 23, 2010 - Apr 25, 2011
#7	-8.29% Aug 22, 2025 - Jan 16, 2026	-12.38% Feb 28, 2020 - Oct 5, 2020
#8	-6.00% May 4, 2017 - Jul 20, 2017	-11.28% Dec 4, 2008 - Jun 10, 2009
#9	-5.90% Jan 13, 2021 - Mar 26, 2021	-7.12% Feb 27, 2026 - Mar 13, 2026
#10	-5.63% Oct 12, 2020 - Nov 5, 2020	-6.12% Feb 28, 2008 - Apr 28, 2008
#11	-5.54% Jul 31, 2024 - Sep 19, 2024	-5.48% Aug 2, 2019 - Sep 25, 2019
#12	-5.24% Jul 29, 2019 - Sep 18, 2019	-5.12% Sep 25, 2024 - Feb 11, 2025
#13	-5.01% Nov 19, 2021 - Dec 27, 2021	-5.08% Feb 1, 2012 - Apr 24, 2012
#14	-4.60% Oct 7, 2024 - Nov 6, 2024	-4.73% Oct 5, 2020 - Dec 30, 2020
#15	-4.27% Mar 1, 2017 - Apr 26, 2017	-4.66% May 17, 2024 - Jun 14, 2024

Correlation

Correlation between TBLU and FMY is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2005 - 2026)

TBLU vs FMY dividend yield comparison.

Year	TBLU	FMY
2026	0.00%	2.79%
2025	3.31%	6.91%
2024	1.34%	7.95%
2023	1.46%	6.64%
2022	1.64%	5.89%
2021	1.55%	5.21%
2020	1.42%	5.18%
2019	1.58%	5.14%
2018	1.35%	5.66%
2017	1.32%	5.45%
2016	0.00%	6.17%
2015	0.00%	6.43%
2014	0.00%	6.86%
2013	0.00%	6.94%
2012	0.00%	10.53%
2011	0.00%	10.66%
2010	0.00%	9.23%
2009	0.00%	7.89%
2008	0.00%	8.00%
2007	0.00%	5.95%
2006	0.00%	6.13%
2005	0.00%	3.30%