- Issuer
- Virtus
- Inception Date
- Feb 9, 2021
- Region
- North America (U.S.)
- Category
- Mortgage Backed Securities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $112M
Highlights
- Avg. Volume (1M)
- 2K
- Avg. Volume Value (1M)
- $55.28K
Share Price Chart
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Performance
VABS Performance Chart
Virtus Newfleet ABS/MBS ETF (VABS) is up 2.0% since the beginning of the year. VABS is currently trading at $24 per share. Investors who bought $1,000 worth of VABS shares 5 years ago would now be looking at an investment worth $1,174.
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Returns By Period
Virtus Newfleet ABS/MBS ETF (VABS) has returned 2.04% so far this year and 3.38% over the past 12 months.
Virtus Newfleet ABS/MBS ETF
- 1D
- -0.08%
- 1M
- 0.13%
- 6M
- 1.54%
- YTD
- 2.04%
- 1Y
- 3.38%
- 3Y*
- 6.16%
- 5Y*
- 3.26%
- 10Y*
- —
- ALL TIME*
- 3.14%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
VABS Monthly Returns History
Based on dividend-adjusted daily data since Feb 10, 2021, VABS's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.
Historically, 68% of months were positive and 32% were negative. The best month was Jan 2023 with a return of +1.9%, while the worst month was Mar 2022 at -1.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 10 months.
On a daily basis, VABS closed higher 52% of trading days. The best single day was Mar 13, 2023 with a return of +1.2%, while the worst single day was Sep 11, 2025 at -0.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.49% | 0.85% | -0.59% | 0.37% | 0.40% | 0.33% | 0.17% | 2.04% | |||||
| 2025 | 0.74% | 0.97% | 0.02% | 0.33% | 0.56% | 1.04% | -0.02% | 1.11% | -0.58% | 0.13% | 0.73% | 0.25% | 5.40% |
| 2024 | 0.99% | 0.34% | 0.80% | -0.17% | 0.83% | 0.72% | 1.20% | 0.88% | 0.97% | -0.23% | 0.65% | 0.35% | 7.59% |
| 2023 | 1.89% | -0.27% | 0.78% | 0.74% | -0.10% | 0.37% | 0.71% | 0.38% | 0.36% | 0.16% | 0.85% | 1.51% | 7.61% |
| 2022 | -0.57% | -0.49% | -1.41% | -0.60% | -0.23% | -0.66% | 0.22% | -0.49% | -1.04% | -1.06% | 0.39% | 0.60% | -5.24% |
| 2021 | 0.08% | -0.26% | 0.25% | 0.27% | 0.21% | 0.31% | 0.07% | -0.06% | -0.28% | -0.13% | -0.09% | 0.37% |
Benchmark Metrics
Virtus Newfleet ABS/MBS ETF has an annualized alpha of 3.18%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since February 10, 2021.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (9.09%) than losses (0.63%) - typical of diversified or defensive assets.
- Beta of 0.00 may look defensive, but with R2 of 0.00 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 0.00 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
- 3.18%
- Beta
- 0.00
- R²
- 0.00
- Upside Capture
- 9.09%
- Downside Capture
- 0.63%
Expense Ratio
VABS has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
VABS ranks 85 for risk / return — above 85% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Virtus Newfleet ABS/MBS ETF (VABS) 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.
| VABS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.25 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 2.00 | +1.79 |
| Martin ratioReturn relative to average drawdown | 9.93 | 8.49 | +1.44 |
Dividends
Dividend History
Virtus Newfleet ABS/MBS ETF provided a 5.03% dividend yield over the last twelve months, with an annual payout of $1.21 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $1.21 | $1.20 | $1.22 | $0.98 | $0.57 | $0.36 |
Dividend yield | 5.03% | 4.94% | 5.05% | 4.13% | 2.47% | 1.47% |
Monthly Dividends
The table displays the monthly dividend distributions for Virtus Newfleet ABS/MBS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.05 | $0.11 | $0.10 | $0.10 | $0.10 | $0.08 | $0.09 | $0.62 | |||||
| 2025 | $0.03 | $0.06 | $0.10 | $0.10 | $0.10 | $0.11 | $0.10 | $0.16 | $0.08 | $0.10 | $0.10 | $0.15 | $1.20 |
| 2024 | $0.01 | $0.08 | $0.08 | $0.10 | $0.09 | $0.10 | $0.10 | $0.10 | $0.20 | $0.10 | $0.10 | $0.16 | $1.22 |
| 2023 | $0.03 | $0.06 | $0.06 | $0.07 | $0.07 | $0.07 | $0.07 | $0.13 | $0.08 | $0.08 | $0.08 | $0.18 | $0.98 |
| 2022 | $0.02 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.07 | $0.04 | $0.06 | $0.06 | $0.08 | $0.57 |
| 2021 | $0.04 | $0.04 | $0.04 | $0.04 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.05 | $0.36 |
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 ABS/MBS 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 ABS/MBS ETF was 7.12%, occurring on Nov 4, 2022. Recovery took 269 trading sessions.
The current Virtus Newfleet ABS/MBS ETF drawdown is 0.12%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-7.12%Nov 2022 | 1y 1mo | 1y 27d | 2y 2moSep 2021 - Dec 2023 | Bear market2022 |
-1.42%Apr 2025 | 1mo 8d | 1mo 19d | 2mo 27dMar 2025 - May 2025 | 2025 selloff2025 |
-0.98%Sep 2025 | 17d | 2mo 8d | 2mo 25dSep 2025 - Dec 2025 | — |
-0.92%Mar 2026 | 24d | 2mo 1d | 2mo 25dMar 2026 - May 2026 | — |
-0.68%Jan 2025 | 1d | 1mo 3d | 1mo 3dJan 2025 - Feb 2025 | — |
Drawdown Indicators
| VABS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.12% | -56.78% | +49.66% |
Max Drawdown (1Y)Largest decline over 1 year | -0.98% | -9.10% | +8.12% |
Max Drawdown (3Y)Largest decline over 3 years | -1.42% | -18.90% | +17.48% |
Max Drawdown (5Y)Largest decline over 5 years | -7.12% | -25.43% | +18.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.12% | -1.58% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -1.38% | -10.70% | +9.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 2.14% | -1.76% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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