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BBC vs. VABS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBC vs. VABS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus LifeSci Biotech Clinical Trials ETF (BBC) and Virtus Newfleet ABS/MBS ETF (VABS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBC achieves a 8.17% return, which is significantly higher than VABS's 1.53% return.


BBC

1D
-4.90%
1M
-4.81%
YTD
8.17%
6M
20.12%
1Y
123.11%
3Y*
19.82%
5Y*
-2.05%
10Y*
7.60%

VABS

1D
0.04%
1M
0.30%
YTD
1.53%
6M
1.87%
1Y
4.30%
3Y*
6.36%
5Y*
3.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBC vs. VABS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BBC
Virtus LifeSci Biotech Clinical Trials ETF
8.17%63.77%-1.11%-1.80%-35.13%-36.16%
VABS
Virtus Newfleet ABS/MBS ETF
1.53%5.40%7.59%7.61%-5.24%0.45%

Correlation

The correlation between BBC and VABS is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2021

0.07

The correlation between BBC and VABS shifts across timeframes, from 0.00 (1 year) to 0.10 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BBC vs. VABS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBC
BBC Risk / Return Rank: 9090
Overall Rank
BBC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BBC Sortino Ratio Rank: 8989
Sortino Ratio Rank
BBC Omega Ratio Rank: 7979
Omega Ratio Rank
BBC Calmar Ratio Rank: 9696
Calmar Ratio Rank
BBC Martin Ratio Rank: 9494
Martin Ratio Rank

VABS
VABS Risk / Return Rank: 6969
Overall Rank
VABS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VABS Sortino Ratio Rank: 6262
Sortino Ratio Rank
VABS Omega Ratio Rank: 7878
Omega Ratio Rank
VABS Calmar Ratio Rank: 8181
Calmar Ratio Rank
VABS Martin Ratio Rank: 6161
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.

BBC vs. VABS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Clinical Trials ETF (BBC) and Virtus Newfleet ABS/MBS ETF (VABS). 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.


BBCVABSDifference

Sharpe ratio

Return per unit of total volatility

3.49

2.12

+1.37

Sortino ratio

Return per unit of downside risk

4.11

2.92

+1.19

Omega ratio

Gain probability vs. loss probability

1.48

1.47

+0.01

Calmar ratio

Return relative to maximum drawdown

8.82

4.33

+4.49

Martin ratio

Return relative to average drawdown

28.55

11.19

+17.37

BBC vs. VABS - Sharpe Ratio Comparison

The current BBC Sharpe Ratio is 3.49, which is higher than the VABS Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of BBC and VABS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BBCVABSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.49

2.12

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

1.43

-1.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

1.41

-1.30

Drawdowns

BBC vs. VABS - Drawdown Comparison

The maximum BBC drawdown since its inception was -76.85%, which is greater than VABS's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for BBC and VABS.


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Drawdown Indicators


BBCVABSDifference

Max Drawdown

Largest peak-to-trough decline

-76.85%

-7.12%

-69.73%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-0.98%

-14.12%

Max Drawdown (3Y)

Largest decline over 3 years

-54.45%

-1.42%

-53.03%

Max Drawdown (5Y)

Largest decline over 5 years

-72.44%

-7.12%

-65.32%

Max Drawdown (10Y)

Largest decline over 10 years

-76.85%

Current Drawdown

Current decline from peak

-30.57%

0.00%

-30.57%

Average Drawdown

Average peak-to-trough decline

-37.14%

-1.42%

-35.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

0.38%

+4.28%

Volatility

BBC vs. VABS - Volatility Comparison

Virtus LifeSci Biotech Clinical Trials ETF (BBC) has a higher volatility of 11.21% compared to Virtus Newfleet ABS/MBS ETF (VABS) at 0.39%. This indicates that BBC's price experiences larger fluctuations and is considered to be riskier than VABS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBCVABSDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.21%

0.39%

+10.82%

Volatility (6M)

Calculated over the trailing 6-month period

26.65%

1.07%

+25.58%

Volatility (1Y)

Calculated over the trailing 1-year period

35.74%

2.04%

+33.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.31%

2.30%

+37.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.75%

2.24%

+35.51%

BBC vs. VABS - Expense Ratio Comparison

BBC has a 0.79% expense ratio, which is higher than VABS's 0.39% expense ratio.


Dividends

BBC vs. VABS - Dividend Comparison

BBC's dividend yield for the trailing twelve months is around 1.57%, less than VABS's 5.18% yield.


PositionTTM20252024202320222021202020192018201720162015
BBC
Virtus LifeSci Biotech Clinical Trials ETF
1.57%1.70%1.00%0.34%0.00%0.00%0.00%0.00%0.00%2.09%0.00%0.51%
VABS
Virtus Newfleet ABS/MBS ETF
5.18%4.94%5.05%4.13%2.47%1.47%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BBC and VABS have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBC has higher volatility (11.21%) compared to VABS (0.39%). In terms of maximum drawdown, BBC dropped -76.85% vs VABS's -7.12%.

On 5-year performance, VABS leads with 3.26% vs -2.05% for BBC. On fees, VABS is cheaper at 0.39% per year. On volatility, VABS has been the lower-risk option at 0.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VABS has performed better with a 3.26% return vs -2.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VABS is cheaper with a 0.39% expense ratio, compared with 0.79% for BBC.

VABS has the higher dividend yield at 5.18%, compared with 1.57% for BBC.

BBC is categorized as Health & Biotech Equities, while VABS is Mortgage Backed Securities. Their fees differ too: 0.79% for BBC and 0.39% for VABS.

BBC currently has the higher Sharpe Ratio (3.49 vs 2.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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