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NFLT vs. BBP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NFLT vs. BBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Newfleet Multi-Sector Bond ETF (NFLT) and Virtus LifeSci Biotech Products ETF (BBP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NFLT achieves a 1.48% return, which is significantly lower than BBP's 17.46% return. Over the past 10 years, NFLT has underperformed BBP with an annualized return of 3.83%, while BBP has yielded a comparatively higher 11.65% annualized return.


NFLT

1D
0.00%
1M
-0.58%
6M
0.73%
YTD
1.48%
1Y
4.92%
3Y*
6.96%
5Y*
2.99%
10Y*
3.83%
ALL TIME*
4.02%

BBP

1D
-2.71%
1M
-5.26%
6M
15.00%
YTD
17.46%
1Y
51.33%
3Y*
19.80%
5Y*
13.17%
10Y*
11.65%
ALL TIME*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.01M$1.06M$1.01M
$2.33M$1.94M$2.09M

NFLT vs. BBP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFLT
Virtus Newfleet Multi-Sector Bond ETF
1.48%8.77%6.05%9.16%-9.49%1.18%8.02%10.13%-2.68%6.30%
BBP
Virtus LifeSci Biotech Products ETF
17.46%33.15%3.32%17.88%0.85%-8.17%22.24%24.73%-13.95%24.07%

Correlation

The correlation between NFLT and BBP is 0.30, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.30

Correlation (3Y)
Balances recent behavior with more history.

0.25

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.24

Correlation (10Y)
Provides a long-term view across more market conditions.

0.16

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2015

0.16

The correlation between NFLT and BBP shifts across timeframes, from 0.16 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

NFLT vs. BBP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NFLT
NFLT Risk / Return Rank: 6060
Overall Rank
NFLT Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
NFLT Sortino Ratio Rank: 5555
Sortino Ratio Rank
NFLT Omega Ratio Rank: 5454
Omega Ratio Rank
NFLT Calmar Ratio Rank: 6464
Calmar Ratio Rank
NFLT Martin Ratio Rank: 7373
Martin Ratio Rank

BBP
BBP Risk / Return Rank: 9090
Overall Rank
BBP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BBP Sortino Ratio Rank: 8888
Sortino Ratio Rank
BBP Omega Ratio Rank: 8383
Omega Ratio Rank
BBP Calmar Ratio Rank: 9595
Calmar Ratio Rank
BBP Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NFLT vs. BBP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Multi-Sector Bond ETF (NFLT) and Virtus LifeSci Biotech Products ETF (BBP). 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.

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.


NFLTBBPDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.24

1.36

-0.12

Calmar ratioReturn relative to maximum drawdown

2.22

5.61

-3.40

Martin ratioReturn relative to average drawdown

9.06

15.91

-6.85

NFLT vs. BBP - Sharpe Ratio Comparison

The current NFLT Sharpe Ratio is 1.32, which is lower than the BBP Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of NFLT and BBP, 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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Drawdowns

NFLT vs. BBP - Drawdown Comparison

The maximum NFLT drawdown since its inception was -15.17%, smaller than the maximum BBP drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for NFLT and BBP.


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Drawdown Indicators


NFLTBBPDifference

Max Drawdown

Largest peak-to-trough decline

-15.17%

-44.32%

+29.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-9.41%

+6.99%

Max Drawdown (3Y)

Largest decline over 3 years

-3.15%

-26.09%

+22.94%

Max Drawdown (5Y)

Largest decline over 5 years

-13.42%

-37.77%

+24.35%

Max Drawdown (10Y)

Largest decline over 10 years

-15.17%

-44.32%

+29.15%

Current Drawdown

Current decline from peak

-0.92%

-9.41%

+8.49%

Average Drawdown

Average peak-to-trough decline

-2.08%

-11.90%

+9.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

3.31%

-2.72%

Volatility

NFLT vs. BBP - Volatility Comparison

The current volatility for Virtus Newfleet Multi-Sector Bond ETF (NFLT) is 0.97%, while Virtus LifeSci Biotech Products ETF (BBP) has a volatility of 8.02%. This indicates that NFLT experiences smaller price fluctuations and is considered to be less risky than BBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFLTBBPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

8.02%

-7.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

19.16%

-15.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.06%

24.07%

-20.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.49%

26.42%

-21.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

27.34%

-22.42%

NFLT vs. BBP - Expense Ratio Comparison

NFLT has a 0.50% expense ratio, which is lower than BBP's 0.79% expense ratio.


Dividends

NFLT vs. BBP - Dividend Comparison

NFLT's dividend yield for the trailing twelve months is around 5.48%, while BBP has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BBP
Virtus LifeSci Biotech Products ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%1.29%
NFLT
Virtus Newfleet Multi-Sector Bond ETF
5.48%5.74%5.76%6.02%4.16%3.41%3.63%4.33%4.81%6.23%5.30%0.67%

Frequently Asked Questions


NFLT and BBP have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBP has higher volatility (8.02%) compared to NFLT (0.97%). In terms of maximum drawdown, NFLT dropped -15.17% vs BBP's -44.32%.

On 10-year performance, BBP leads with 11.65% vs 3.83% for NFLT. On fees, NFLT is cheaper at 0.50% per year. On volatility, NFLT has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BBP has performed better with a 11.65% return vs 3.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NFLT is cheaper with a 0.50% expense ratio, compared with 0.79% for BBP.

NFLT has the higher dividend yield at 5.48%, compared with 0.00% for BBP.

NFLT is categorized as Multisector Bonds, while BBP is Health & Biotech Equities. Their fees differ too: 0.50% for NFLT and 0.79% for BBP.

BBP currently has the higher Sharpe Ratio (2.19 vs 1.32), 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

Find the right allocation for NFLT and BBP

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