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GNMA vs. VABS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GNMA vs. VABS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares GNMA Bond ETF (GNMA) 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, GNMA achieves a 0.67% return, which is significantly lower than VABS's 1.40% return.


GNMA

1D
0.11%
1M
0.08%
YTD
0.67%
6M
1.08%
1Y
5.88%
3Y*
4.33%
5Y*
0.55%
10Y*
1.23%

VABS

1D
0.01%
1M
0.28%
YTD
1.40%
6M
1.70%
1Y
4.02%
3Y*
6.26%
5Y*
3.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GNMA vs. VABS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GNMA
iShares GNMA Bond ETF
0.67%8.25%1.07%5.34%-10.83%-1.66%
VABS
Virtus Newfleet ABS/MBS ETF
1.40%5.40%7.59%7.61%-5.24%0.45%

Correlation

The correlation between GNMA and VABS is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.62

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

0.64

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

0.63

The correlation between GNMA and VABS shifts across timeframes, from 0.54 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GNMA vs. VABS — Risk / Return Rank

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

GNMA
GNMA Risk / Return Rank: 4242
Overall Rank
GNMA Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GNMA Sortino Ratio Rank: 4343
Sortino Ratio Rank
GNMA Omega Ratio Rank: 3838
Omega Ratio Rank
GNMA Calmar Ratio Rank: 4646
Calmar Ratio Rank
GNMA Martin Ratio Rank: 4545
Martin Ratio Rank

VABS
VABS Risk / Return Rank: 6767
Overall Rank
VABS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VABS Sortino Ratio Rank: 5858
Sortino Ratio Rank
VABS Omega Ratio Rank: 7575
Omega Ratio Rank
VABS Calmar Ratio Rank: 8080
Calmar Ratio Rank
VABS Martin Ratio Rank: 6060
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.

GNMA vs. VABS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares GNMA Bond ETF (GNMA) 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.


GNMAVABSDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.25

1.44

-0.19

Calmar ratioReturn relative to maximum drawdown

2.26

4.10

-1.84

Martin ratioReturn relative to average drawdown

7.20

10.57

-3.37

GNMA vs. VABS - Sharpe Ratio Comparison

The current GNMA Sharpe Ratio is 1.40, which is comparable to the VABS Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of GNMA 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


GNMAVABSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.99

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

1.41

-1.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

1.40

-1.15

Drawdowns

GNMA vs. VABS - Drawdown Comparison

The maximum GNMA drawdown since its inception was -17.09%, which is greater than VABS's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for GNMA and VABS.


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Drawdown Indicators


GNMAVABSDifference

Max Drawdown

Largest peak-to-trough decline

-17.09%

-7.12%

-9.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-0.98%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-7.13%

-1.42%

-5.71%

Max Drawdown (5Y)

Largest decline over 5 years

-15.83%

-7.12%

-8.71%

Max Drawdown (10Y)

Largest decline over 10 years

-17.09%

Current Drawdown

Current decline from peak

-1.30%

-0.13%

-1.17%

Average Drawdown

Average peak-to-trough decline

-3.66%

-1.42%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.38%

+0.44%

Volatility

GNMA vs. VABS - Volatility Comparison

iShares GNMA Bond ETF (GNMA) has a higher volatility of 1.54% compared to Virtus Newfleet ABS/MBS ETF (VABS) at 0.40%. This indicates that GNMA'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


GNMAVABSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

0.40%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

1.07%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.29%

2.04%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

2.30%

+4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

2.24%

+2.89%

GNMA vs. VABS - Expense Ratio Comparison

GNMA has a 0.15% expense ratio, which is lower than VABS's 0.39% expense ratio.


Dividends

GNMA vs. VABS - Dividend Comparison

GNMA's dividend yield for the trailing twelve months is around 4.23%, less than VABS's 5.18% yield.


PositionTTM20252024202320222021202020192018201720162015
GNMA
iShares GNMA Bond ETF
4.23%4.19%4.15%3.43%2.01%0.64%1.89%2.61%2.41%2.15%1.89%1.50%
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


GNMA and VABS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GNMA has higher volatility (1.54%) compared to VABS (0.40%). In terms of maximum drawdown, GNMA dropped -17.09% vs VABS's -7.12%.

On 5-year performance, VABS leads with 3.22% vs 0.55% for GNMA. On fees, GNMA is cheaper at 0.15% per year. On volatility, VABS has been the lower-risk option at 0.40%. 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 3.22% return vs 0.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GNMA is cheaper with a 0.15% expense ratio, compared with 0.39% for VABS.

VABS has the higher dividend yield at 5.18%, compared with 4.23% for GNMA.

They also come from different issuers: iShares and Virtus Investment Partners. Their fees differ too: 0.15% for GNMA and 0.39% for VABS.

VABS currently has the higher Sharpe Ratio (1.99 vs 1.40), 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.

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