ASMF vs. NFLT
Compare and contrast key facts about Virtus AlphaSimplex Managed Futures ETF (ASMF) and Virtus Newfleet Multi-Sector Bond ETF (NFLT).
ASMF and NFLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ASMF is an actively managed fund by Virtus. It was launched on May 15, 2024. NFLT is an actively managed fund by Virtus. It was launched on Aug 10, 2015.
Performance
ASMF vs. NFLT - Performance Comparison
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ASMF vs. NFLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ASMF Virtus AlphaSimplex Managed Futures ETF | 5.61% | 1.16% | -3.56% |
NFLT Virtus Newfleet Multi-Sector Bond ETF | -0.18% | 8.77% | 4.19% |
Returns By Period
In the year-to-date period, ASMF achieves a 5.61% return, which is significantly higher than NFLT's -0.18% return.
ASMF
- 1D
- 0.95%
- 1M
- -4.12%
- YTD
- 5.61%
- 6M
- 9.20%
- 1Y
- 9.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NFLT
- 1D
- 0.44%
- 1M
- -1.60%
- YTD
- -0.18%
- 6M
- 1.38%
- 1Y
- 6.64%
- 3Y*
- 6.97%
- 5Y*
- 3.17%
- 10Y*
- 4.13%
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ASMF vs. NFLT - Expense Ratio Comparison
ASMF has a 0.80% expense ratio, which is higher than NFLT's 0.50% expense ratio.
Return for Risk
ASMF vs. NFLT — Risk / Return Rank
ASMF
NFLT
ASMF vs. NFLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus AlphaSimplex Managed Futures ETF (ASMF) and Virtus Newfleet Multi-Sector Bond ETF (NFLT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ASMF | NFLT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.36 | -0.56 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.91 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.67 | -0.97 |
Martin ratioReturn relative to average drawdown | 3.75 | 10.69 | -6.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASMF | NFLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.36 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.72 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.82 | -0.67 |
Correlation
The correlation between ASMF and NFLT is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ASMF vs. NFLT - Dividend Comparison
ASMF's dividend yield for the trailing twelve months is around 0.20%, less than NFLT's 5.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASMF Virtus AlphaSimplex Managed Futures ETF | 0.20% | 0.22% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFLT Virtus Newfleet Multi-Sector Bond ETF | 5.66% | 5.74% | 5.76% | 6.02% | 4.16% | 3.41% | 3.63% | 4.33% | 4.81% | 6.23% | 5.30% | 0.67% |
Drawdowns
ASMF vs. NFLT - Drawdown Comparison
The maximum ASMF drawdown since its inception was -15.31%, roughly equal to the maximum NFLT drawdown of -15.17%. Use the drawdown chart below to compare losses from any high point for ASMF and NFLT.
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Drawdown Indicators
| ASMF | NFLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.31% | -15.17% | -0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -5.31% | -2.52% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.17% | — |
Current DrawdownCurrent decline from peak | -4.12% | -1.68% | -2.44% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -2.13% | -5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 0.63% | +1.91% |
Volatility
ASMF vs. NFLT - Volatility Comparison
Virtus AlphaSimplex Managed Futures ETF (ASMF) has a higher volatility of 4.65% compared to Virtus Newfleet Multi-Sector Bond ETF (NFLT) at 2.03%. This indicates that ASMF's price experiences larger fluctuations and is considered to be riskier than NFLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASMF | NFLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 2.03% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 3.00% | +6.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 4.92% | +6.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.21% | 4.42% | +6.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.21% | 4.93% | +6.28% |