TCAF vs SPMB

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

TCAF vs SPMB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

TCAF

$6.90B

SPMB

$6.90B

Expense Ratio

TCAF

0.31%

Winner

SPMB

0.04%

Max Drawdown

Winner

TCAF

16.57%

SPMB

28.46%

Sharpe Ratio

Winner

TCAF

1.40

SPMB

0.66

5Y Beta

TCAF

0.88

Winner

SPMB

0.03

P/E Ratio

TCAF

33.83

SPMB

N/A

Forward P/E

TCAF

22.51

SPMB

N/A

PEG Ratio

TCAF

0.62

SPMB

N/A

5Y Dividends CAGR

TCAF

N/A

SPMB

5.28%

5Y EPS CAGR

TCAF

24.87%

SPMB

N/A

P/S Ratio

TCAF

2.57

SPMB

N/A

P/B Ratio

TCAF

5.18

SPMB

N/A

TCAF vs SPMB - Historical Returns

Returns include dividend reinvestment.

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

Winner

TCAF

+6.66%

SPMB

-0.76%

Winner

TCAF

+8.44%

SPMB

-1.41%

Winner

TCAF

+5.37%

SPMB

+1.08%

Winner

TCAF

+20.82%

SPMB

+6.68%

5Y(CAGR)

TCAF

N/A

SPMB

+0.30%

10Y(CAGR)

TCAF

N/A

SPMB

+1.23%

Max(CAGR)

Winner

TCAF

+17.32%

SPMB

+2.31%

TCAF vs SPMB - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

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

TCAF vs SPMB Drawdown Comparison

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

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

The current SPMB drawdown is -1.72%.

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

Correlation

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

0.94

-101

Dividend Comparison (2009 - 2026)

TCAF vs SPMB dividend yield comparison.

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