VFMF vs DMBS

Comparison between VANGUARD U.S. MULTIFACTOR ETF ETF SHARES (VFMF, ETF) and DOUBLELINE MORTGAGE ETF (DMBS, ETF).

VFMF vs DMBS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VFMF(ETF)	DMBS(ETF)
Net Assets	$703M	$705M
Expense Ratio	0.18%	0.39%
Max Drawdown	42.80%	9.85%
Sharpe Ratio	2.17	0.31
5Y Beta	0.88	0.04
P/E Ratio	19.58	N/A
Forward P/E	12.23	N/A
5Y Dividends CAGR	14.48%	N/A
5Y EPS CAGR	15.95%	N/A
Debt to Equity	23.72%	N/A
P/S Ratio	1.01	N/A
P/B Ratio	2.12	N/A

Net Assets

VFMF

$703M

Winner

DMBS

$705M

Expense Ratio

Winner

VFMF

0.18%

DMBS

0.39%

Max Drawdown

VFMF

42.80%

Winner

DMBS

9.85%

Sharpe Ratio

Winner

VFMF

2.17

DMBS

0.31

5Y Beta

VFMF

0.88

Winner

DMBS

0.04

P/E Ratio

VFMF

19.58

DMBS

N/A

Forward P/E

VFMF

12.23

DMBS

N/A

5Y Dividends CAGR

VFMF

14.48%

DMBS

N/A

5Y EPS CAGR

VFMF

15.95%

DMBS

N/A

Debt to Equity

VFMF

23.72%

DMBS

N/A

P/S Ratio

VFMF

1.01

DMBS

N/A

P/B Ratio

VFMF

2.12

DMBS

N/A

VFMF vs DMBS - Historical Returns

Returns include dividend reinvestment.

Period	VFMF	DMBS
1 month	+3.81%	-0.46%
3 months	+9.80%	-0.80%
6 months	+16.02%	-0.05%
1 year	+36.75%	+4.84%
5 years(CAGR)	+14.93%	N/A
10 years(CAGR)	+12.66%	N/A
Max(CAGR)	+12.66%	+3.62%

Winner

VFMF

+3.81%

DMBS

-0.46%

Winner

VFMF

+9.80%

DMBS

-0.80%

Winner

VFMF

+16.02%

DMBS

-0.05%

Winner

VFMF

+36.75%

DMBS

+4.84%

5Y(CAGR)

VFMF

+14.93%

DMBS

N/A

10Y(CAGR)

VFMF

+12.66%

DMBS

N/A

Max(CAGR)

Winner

VFMF

+12.66%

DMBS

+3.62%

VFMF vs DMBS - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

Year	VFMF	DMBS
2026	+20.59%	+0.36%
2025	+17.53%	+8.59%
2024	+15.63%	+2.75%
2023	+19.78%	+1.31%
2022	-5.99%	N/A
2021	+31.29%	N/A
2020	+4.57%	N/A
2019	+21.48%	N/A
2018	-11.28%	N/A

VFMF vs DMBS Drawdown Comparison

The maximum drawdown for VFMF was -41.33%, occurring on Mar 23, 2020. Recovery took 223 trading sessions.

The maximum drawdown for DMBS was -8.13%, occurring on Oct 25, 2023. Recovery took 175 trading sessions.

The current DMBS drawdown is -1.92%.

Rank	VFMF	DMBS
#1	-41.33% Jan 17, 2020 - Dec 4, 2020	-8.13% Apr 5, 2023 - Dec 14, 2023
#2	-23.57% Aug 29, 2018 - Jan 16, 2020	-4.88% Sep 16, 2024 - Apr 3, 2025
#3	-20.57% Nov 25, 2024 - Aug 13, 2025	-4.17% Dec 27, 2023 - Jul 11, 2024
#4	-19.04% Nov 16, 2021 - Jul 13, 2023	-3.20% Feb 27, 2026 - May 19, 2026
#5	-10.05% Aug 1, 2023 - Dec 4, 2023	-3.09% Apr 4, 2025 - Jun 26, 2025
#6	-8.63% Jul 31, 2024 - Oct 11, 2024	-1.16% Jul 1, 2025 - Aug 1, 2025
#7	-7.67% Jun 8, 2021 - Aug 27, 2021	-1.04% Aug 2, 2024 - Aug 21, 2024
#8	-7.08% Feb 26, 2026 - Apr 14, 2026	-0.91% Sep 15, 2025 - Oct 14, 2025
#9	-6.33% Mar 28, 2024 - Jul 15, 2024	-0.85% Oct 28, 2025 - Nov 25, 2025
#10	-5.39% Mar 9, 2018 - May 16, 2018	-0.78% Nov 26, 2025 - Dec 18, 2025
#11	-5.21% May 7, 2021 - Jun 8, 2021	-0.63% Jul 17, 2024 - Jul 29, 2024
#12	-4.93% Aug 27, 2021 - Oct 18, 2021	-0.62% Jan 14, 2026 - Feb 5, 2026
#13	-4.91% Mar 15, 2021 - Apr 5, 2021	-0.50% Dec 14, 2023 - Dec 20, 2023
#14	-4.67% Nov 12, 2025 - Nov 25, 2025	-0.44% Aug 27, 2024 - Sep 4, 2024
#15	-4.24% Sep 18, 2025 - Oct 27, 2025	-0.42% Aug 13, 2025 - Aug 22, 2025