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ISIN
US26923G7079
CUSIP
26923G707
Issuer
Virtus
Inception Date
Aug 10, 2015
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$439M

Share Price Chart


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Performance

NFLT Performance Chart

Virtus Newfleet Multi-Sector Bond ETF (NFLT) is up 1.9% since the beginning of the year. NFLT is currently trading at $23 per share. Investors who bought $1,000 worth of NFLT shares 5 years ago would now be looking at an investment worth $1,167.


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S&P 500 Index

Returns By Period

Virtus Newfleet Multi-Sector Bond ETF (NFLT) has returned 1.91% so far this year and 7.02% over the past 12 months. Over the last ten years, NFLT has returned 4.07% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Virtus Newfleet Multi-Sector Bond ETF

1D
0.02%
1M
0.90%
YTD
1.91%
6M
1.87%
1Y
7.02%
3Y*
7.47%
5Y*
3.14%
10Y*
4.07%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFLT Monthly Returns History

Based on dividend-adjusted daily data since Aug 11, 2015, NFLT's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, an investment would double in approximately 16.5 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +4.4%, while the worst month was Mar 2020 at -9.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NFLT closed higher 53% of trading days. The best single day was Apr 7, 2020 with a return of +3.0%, while the worst single day was Mar 19, 2020 at -3.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.74%0.69%-1.60%1.37%0.65%0.07%1.91%
20251.14%1.17%-0.51%-0.41%1.48%1.59%0.24%1.14%1.06%0.52%0.82%0.21%8.77%
20240.60%-0.05%0.76%-1.13%1.30%0.84%1.75%1.45%1.53%-1.45%1.29%-0.93%6.05%
20233.09%-1.50%1.11%0.95%-0.64%0.56%1.01%-0.07%-1.52%-1.30%4.41%2.90%9.16%
2022-1.47%-1.20%-1.64%-2.37%-1.09%-3.40%2.72%-1.00%-3.55%0.44%3.08%-0.20%-9.49%
2021-0.52%-0.46%-0.70%1.17%0.54%0.85%0.10%0.46%-0.28%-0.05%-0.93%1.02%1.18%

Benchmark Metrics

Virtus Newfleet Multi-Sector Bond ETF has an annualized alpha of 3.25%, beta of 0.07, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since August 11, 2015.

  • This ETF participated in 23.09% of S&P 500 Index downside but only 22.05% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.07 may look defensive, but with R2 of 0.07 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.07 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.25%
Beta
0.07
0.07
Upside Capture
22.05%
Downside Capture
23.09%

Expense Ratio

NFLT has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NFLT ranks 57 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


NFLT Risk / Return Rank: 5757
Overall Rank
NFLT Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NFLT Sortino Ratio Rank: 5353
Sortino Ratio Rank
NFLT Omega Ratio Rank: 5252
Omega Ratio Rank
NFLT Calmar Ratio Rank: 6161
Calmar Ratio Rank
NFLT Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Virtus Newfleet Multi-Sector Bond ETF (NFLT) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NFLTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.92

2.78

+0.13

Martin ratioReturn relative to average drawdown

12.69

12.44

+0.25

Dividends

Dividend History

Virtus Newfleet Multi-Sector Bond ETF provided a 5.49% dividend yield over the last twelve months, with an annual payout of $1.26 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.26$1.32$1.29$1.35$0.91$0.86$0.93$1.07$1.13$1.57$1.34$0.17

Dividend yield

5.49%5.74%5.76%6.02%4.16%3.41%3.63%4.33%4.81%6.23%5.30%0.67%

Monthly Dividends

The table displays the monthly dividend distributions for Virtus Newfleet Multi-Sector Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.06$0.10$0.09$0.10$0.10$0.11$0.56
2025$0.07$0.11$0.10$0.12$0.11$0.11$0.10$0.11$0.11$0.10$0.13$0.15$1.32
2024$0.08$0.11$0.09$0.12$0.10$0.11$0.11$0.11$0.11$0.10$0.11$0.15$1.29
2023$0.08$0.12$0.09$0.11$0.11$0.10$0.11$0.11$0.11$0.11$0.15$0.15$1.35
2022$0.04$0.08$0.06$0.07$0.07$0.08$0.07$0.07$0.07$0.09$0.08$0.12$0.91
2021$0.05$0.08$0.07$0.06$0.07$0.08$0.07$0.07$0.07$0.08$0.08$0.09$0.86

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Virtus Newfleet Multi-Sector Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Virtus Newfleet Multi-Sector Bond ETF was 15.17%, occurring on Mar 19, 2020. Recovery took 89 trading sessions.

The current Virtus Newfleet Multi-Sector Bond ETF drawdown is 0.49%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-15.17%Mar 2020
23d4mo 10d
5mo 3dFeb 2020 - Jul 2020
Bear market2022
-13.42%Oct 2022
1y 1mo1y 7mo
2y 8moSep 2021 - May 2024
Rate-hike selloffLate 2018
-3.72%Dec 2018
11mo 16d2mo 17d
1y 1moJan 2018 - Mar 2019
2016 pullback2016
-3.37%Jan 2016
2mo 18d2mo 2d
4mo 20dNov 2015 - Mar 2016
2025 selloff2025
-2.89%Apr 2025
1mo 11d1mo 6d
2mo 17dMar 2025 - May 2025

Drawdown Indicators


NFLTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.17%

-56.78%

+41.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-9.10%

+6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-3.24%

-18.90%

+15.66%

Max Drawdown (5Y)

Largest decline over 5 years

-13.42%

-25.43%

+12.01%

Max Drawdown (10Y)

Largest decline over 10 years

-15.17%

-33.92%

+18.75%

Current Drawdown

Current decline from peak

-0.49%

-1.80%

+1.31%

Average Drawdown

Average peak-to-trough decline

-2.10%

-10.71%

+8.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

2.03%

-1.48%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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