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NFLT vs. SKOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFLT vs. SKOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Newfleet Multi-Sector Bond ETF (NFLT) and FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). The values are adjusted to include any dividend payments, if applicable.

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NFLT vs. SKOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFLT
Virtus Newfleet Multi-Sector Bond ETF
-0.18%8.77%6.05%9.16%-9.49%1.18%8.02%10.13%-2.68%6.30%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
-0.28%7.99%4.42%7.64%-9.88%-1.40%8.84%10.69%-1.25%4.38%

Returns By Period

In the year-to-date period, NFLT achieves a -0.18% return, which is significantly higher than SKOR's -0.28% return. Over the past 10 years, NFLT has outperformed SKOR with an annualized return of 4.13%, while SKOR has yielded a comparatively lower 2.89% annualized return.


NFLT

1D
0.44%
1M
-1.60%
YTD
-0.18%
6M
1.38%
1Y
6.64%
3Y*
6.97%
5Y*
3.17%
10Y*
4.13%

SKOR

1D
0.41%
1M
-1.39%
YTD
-0.28%
6M
0.98%
1Y
5.43%
3Y*
5.60%
5Y*
1.89%
10Y*
2.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NFLT vs. SKOR - Expense Ratio Comparison

NFLT has a 0.50% expense ratio, which is higher than SKOR's 0.22% expense ratio.


Return for Risk

NFLT vs. SKOR — Risk / Return Rank

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

NFLT
NFLT Risk / Return Rank: 7979
Overall Rank
NFLT Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NFLT Sortino Ratio Rank: 7575
Sortino Ratio Rank
NFLT Omega Ratio Rank: 7171
Omega Ratio Rank
NFLT Calmar Ratio Rank: 8787
Calmar Ratio Rank
NFLT Martin Ratio Rank: 8888
Martin Ratio Rank

SKOR
SKOR Risk / Return Rank: 8585
Overall Rank
SKOR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 8787
Sortino Ratio Rank
SKOR Omega Ratio Rank: 8484
Omega Ratio Rank
SKOR Calmar Ratio Rank: 8484
Calmar Ratio Rank
SKOR Martin Ratio Rank: 8484
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. SKOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Multi-Sector Bond ETF (NFLT) and FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). 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.


NFLTSKORDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.66

-0.31

Sortino ratio

Return per unit of downside risk

1.91

2.32

-0.42

Omega ratio

Gain probability vs. loss probability

1.26

1.33

-0.07

Calmar ratio

Return relative to maximum drawdown

2.67

2.45

+0.22

Martin ratio

Return relative to average drawdown

10.69

9.56

+1.13

NFLT vs. SKOR - Sharpe Ratio Comparison

The current NFLT Sharpe Ratio is 1.36, which is comparable to the SKOR Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of NFLT and SKOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NFLTSKORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.66

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.43

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.59

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.62

+0.20

Correlation

The correlation between NFLT and SKOR is 0.41, 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.


Dividends

NFLT vs. SKOR - Dividend Comparison

NFLT's dividend yield for the trailing twelve months is around 5.66%, more than SKOR's 4.71% yield.


TTM20252024202320222021202020192018201720162015
NFLT
Virtus Newfleet Multi-Sector Bond ETF
5.66%5.74%5.76%6.02%4.16%3.41%3.63%4.33%4.81%6.23%5.30%0.67%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.71%4.70%4.90%3.90%2.57%2.55%3.38%3.53%2.85%2.46%2.74%2.25%

Drawdowns

NFLT vs. SKOR - Drawdown Comparison

The maximum NFLT drawdown since its inception was -15.17%, smaller than the maximum SKOR drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for NFLT and SKOR.


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Drawdown Indicators


NFLTSKORDifference

Max Drawdown

Largest peak-to-trough decline

-15.17%

-15.98%

+0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-2.23%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-13.42%

-15.13%

+1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-15.17%

-15.98%

+0.81%

Current Drawdown

Current decline from peak

-1.68%

-1.39%

-0.29%

Average Drawdown

Average peak-to-trough decline

-2.13%

-2.68%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.57%

+0.06%

Volatility

NFLT vs. SKOR - Volatility Comparison

Virtus Newfleet Multi-Sector Bond ETF (NFLT) has a higher volatility of 2.03% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 1.34%. This indicates that NFLT's price experiences larger fluctuations and is considered to be riskier than SKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFLTSKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

1.34%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

1.86%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

3.28%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

4.41%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

4.91%

+0.02%