PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NFLT vs. BOND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NFLT and BOND is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

NFLT vs. BOND - Performance Comparison

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

0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
3.08%
0.91%
NFLT
BOND

Key characteristics

Sharpe Ratio

NFLT:

1.55

BOND:

0.68

Sortino Ratio

NFLT:

2.23

BOND:

0.99

Omega Ratio

NFLT:

1.27

BOND:

1.12

Calmar Ratio

NFLT:

3.27

BOND:

0.31

Martin Ratio

NFLT:

8.83

BOND:

1.93

Ulcer Index

NFLT:

0.78%

BOND:

1.92%

Daily Std Dev

NFLT:

4.44%

BOND:

5.39%

Max Drawdown

NFLT:

-15.17%

BOND:

-19.71%

Current Drawdown

NFLT:

-0.72%

BOND:

-7.17%

Returns By Period

In the year-to-date period, NFLT achieves a 0.60% return, which is significantly higher than BOND's -0.08% return.


NFLT

YTD

0.60%

1M

0.47%

6M

3.30%

1Y

6.91%

5Y*

2.71%

10Y*

N/A

BOND

YTD

-0.08%

1M

0.18%

6M

0.87%

1Y

3.78%

5Y*

-0.02%

10Y*

1.59%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NFLT vs. BOND - Expense Ratio Comparison

NFLT has a 0.50% expense ratio, which is lower than BOND's 0.57% expense ratio.


BOND
PIMCO Active Bond ETF
Expense ratio chart for BOND: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for NFLT: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

NFLT vs. BOND — Risk-Adjusted Performance Rank

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

NFLT
The Risk-Adjusted Performance Rank of NFLT is 6767
Overall Rank
The Sharpe Ratio Rank of NFLT is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLT is 6363
Sortino Ratio Rank
The Omega Ratio Rank of NFLT is 5959
Omega Ratio Rank
The Calmar Ratio Rank of NFLT is 8282
Calmar Ratio Rank
The Martin Ratio Rank of NFLT is 6868
Martin Ratio Rank

BOND
The Risk-Adjusted Performance Rank of BOND is 2222
Overall Rank
The Sharpe Ratio Rank of BOND is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of BOND is 2424
Sortino Ratio Rank
The Omega Ratio Rank of BOND is 2323
Omega Ratio Rank
The Calmar Ratio Rank of BOND is 1818
Calmar Ratio Rank
The Martin Ratio Rank of BOND is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NFLT vs. BOND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Multi-Sector Bond ETF (NFLT) and PIMCO Active Bond ETF (BOND). 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.


Sharpe ratio
The chart of Sharpe ratio for NFLT, currently valued at 1.55, compared to the broader market0.002.004.001.550.68
The chart of Sortino ratio for NFLT, currently valued at 2.23, compared to the broader market0.005.0010.002.230.99
The chart of Omega ratio for NFLT, currently valued at 1.27, compared to the broader market1.002.003.001.271.12
The chart of Calmar ratio for NFLT, currently valued at 3.27, compared to the broader market0.005.0010.0015.0020.003.270.31
The chart of Martin ratio for NFLT, currently valued at 8.83, compared to the broader market0.0020.0040.0060.0080.00100.008.831.93
NFLT
BOND

The current NFLT Sharpe Ratio is 1.55, which is higher than the BOND Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of NFLT and BOND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.55
0.68
NFLT
BOND

Dividends

NFLT vs. BOND - Dividend Comparison

NFLT's dividend yield for the trailing twelve months is around 5.73%, more than BOND's 5.02% yield.


TTM20242023202220212020201920182017201620152014
NFLT
Virtus Newfleet Multi-Sector Bond ETF
5.73%5.77%6.02%4.16%3.40%3.64%4.33%4.81%6.22%5.28%0.67%0.00%
BOND
PIMCO Active Bond ETF
5.02%5.02%4.78%3.44%2.58%2.66%3.38%3.47%2.87%2.85%4.14%4.13%

Drawdowns

NFLT vs. BOND - Drawdown Comparison

The maximum NFLT drawdown since its inception was -15.17%, smaller than the maximum BOND drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for NFLT and BOND. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.72%
-7.17%
NFLT
BOND

Volatility

NFLT vs. BOND - Volatility Comparison

Virtus Newfleet Multi-Sector Bond ETF (NFLT) has a higher volatility of 1.84% compared to PIMCO Active Bond ETF (BOND) at 1.74%. This indicates that NFLT's price experiences larger fluctuations and is considered to be riskier than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%AugustSeptemberOctoberNovemberDecember2025
1.84%
1.74%
NFLT
BOND
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab