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NFLT vs. HTRB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NFLT vs. HTRB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Newfleet Multi-Sector Bond ETF (NFLT) and Hartford Total Return Bond ETF (HTRB). 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 1.91% return, which is significantly higher than HTRB's 0.41% return.


NFLT

1D
0.02%
1M
0.90%
YTD
1.91%
6M
1.87%
1Y
7.02%
3Y*
7.47%
5Y*
3.14%
10Y*
4.07%

HTRB

1D
-0.24%
1M
0.67%
YTD
0.41%
6M
0.54%
1Y
4.99%
3Y*
4.61%
5Y*
0.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFLT vs. HTRB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFLT
Virtus Newfleet Multi-Sector Bond ETF
1.91%8.77%6.05%9.16%-9.49%1.18%8.02%10.13%-2.68%1.12%
HTRB
Hartford Total Return Bond ETF
0.41%7.38%2.35%7.15%-14.36%-0.80%8.87%10.39%-0.88%0.97%

Correlation

The correlation between NFLT and HTRB is 0.53, 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

0.53

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

0.61

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

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2017

0.50

The correlation between NFLT and HTRB shifts across timeframes, from 0.50 (all time) to 0.63 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

NFLT vs. HTRB — Risk / Return Rank

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

NFLT
NFLT Risk / Return Rank: 5757
Overall Rank
NFLT Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NFLT Sortino Ratio Rank: 5353
Sortino Ratio Rank
NFLT Omega Ratio Rank: 5252
Omega Ratio Rank
NFLT Calmar Ratio Rank: 6161
Calmar Ratio Rank
NFLT Martin Ratio Rank: 7171
Martin Ratio Rank

HTRB
HTRB Risk / Return Rank: 3737
Overall Rank
HTRB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HTRB Sortino Ratio Rank: 3939
Sortino Ratio Rank
HTRB Omega Ratio Rank: 3636
Omega Ratio Rank
HTRB Calmar Ratio Rank: 3636
Calmar Ratio Rank
HTRB Martin Ratio Rank: 3434
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.

NFLT vs. HTRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Multi-Sector Bond ETF (NFLT) and Hartford Total Return Bond ETF (HTRB). 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.


NFLTHTRBDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratioReturn relative to maximum drawdown

2.92

1.78

+1.14

Martin ratioReturn relative to average drawdown

12.69

5.00

+7.69

NFLT vs. HTRB - Sharpe Ratio Comparison

The current NFLT Sharpe Ratio is 1.69, which is comparable to the HTRB Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of NFLT and HTRB, 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. HTRB - Drawdown Comparison

The maximum NFLT drawdown since its inception was -15.17%, smaller than the maximum HTRB drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for NFLT and HTRB.


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Drawdown Indicators


NFLTHTRBDifference

Max Drawdown

Largest peak-to-trough decline

-15.17%

-19.48%

+4.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-2.82%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-3.24%

-6.52%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-13.42%

-19.48%

+6.06%

Max Drawdown (10Y)

Largest decline over 10 years

-15.17%

Current Drawdown

Current decline from peak

-0.49%

-1.40%

+0.91%

Average Drawdown

Average peak-to-trough decline

-2.10%

-4.79%

+2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

1.00%

-0.45%

Volatility

NFLT vs. HTRB - Volatility Comparison

Virtus Newfleet Multi-Sector Bond ETF (NFLT) has a higher volatility of 1.57% compared to Hartford Total Return Bond ETF (HTRB) at 1.05%. This indicates that NFLT's price experiences larger fluctuations and is considered to be riskier than HTRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFLTHTRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

1.05%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

2.81%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.19%

3.78%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

6.12%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.94%

5.56%

-0.62%

NFLT vs. HTRB - Expense Ratio Comparison

NFLT has a 0.50% expense ratio, which is higher than HTRB's 0.29% expense ratio.


Dividends

NFLT vs. HTRB - Dividend Comparison

NFLT's dividend yield for the trailing twelve months is around 5.49%, more than HTRB's 4.63% yield.


PositionTTM20252024202320222021202020192018201720162015
HTRB
Hartford Total Return Bond ETF
4.63%4.66%4.45%3.87%3.08%4.22%4.79%6.30%2.37%0.96%0.00%0.00%
NFLT
Virtus Newfleet Multi-Sector Bond ETF
5.49%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 HTRB have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NFLT has higher volatility (1.57%) compared to HTRB (1.05%). In terms of maximum drawdown, NFLT dropped -15.17% vs HTRB's -19.48%.

On 5-year performance, NFLT leads with 3.14% vs 0.34% for HTRB. On fees, HTRB is cheaper at 0.29% per year. On volatility, HTRB has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, NFLT has performed better with a 3.14% return vs 0.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HTRB is cheaper with a 0.29% expense ratio, compared with 0.50% for NFLT.

NFLT has the higher dividend yield at 5.49%, compared with 4.63% for HTRB.

NFLT is categorized as Multisector Bonds, while HTRB is Intermediate Core-Plus Bond. They also come from different issuers: Virtus and Hartford. Their fees differ too: 0.50% for NFLT and 0.29% for HTRB.

NFLT currently has the higher Sharpe Ratio (1.69 vs 1.33), 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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