NFLT vs. SOFR

Last updated Jun 4, 2026

NFLT (Virtus Newfleet Multi-Sector Bond ETF) and SOFR (Amplify Samsung SOFR ETF) are both Multisector Bonds funds. NFLT is actively managed, while SOFR is passively managed. Over the past year, NFLT returned 7.11% vs 3.90% for SOFR. At a 0.01 correlation, their price movements are largely independent. NFLT charges 0.50%/yr vs 0.20%/yr for SOFR.

Performance

NFLT vs. SOFR - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with NFLT having a 1.50% return and SOFR slightly lower at 1.45%.

NFLT

• 1D: -0.16%
• 1M: 0.47%
• YTD: 1.50%
• 6M: 1.58%
• 1Y: 7.11%
• 3Y*: 7.38%
• 5Y*: 3.15%
• 10Y*: 4.13%

SOFR

• 1D: 0.00%
• 1M: 0.25%
• YTD: 1.45%
• 6M: 1.76%
• 1Y: 3.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NFLT vs. SOFR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
NFLT Virtus Newfleet Multi-Sector Bond ETF	1.50%	8.77%	-0.80%
SOFR Amplify Samsung SOFR ETF	1.45%	4.27%	1.20%

Correlation

The correlation between NFLT and SOFR is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (All Time) Calculated using the full available price history since Sep 27, 2024	0.01

Return for Risk

NFLT vs. SOFR — Risk / Return Rank

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

NFLT

NFLT Risk / Return Rank: 57
NFLT Sharpe Ratio Rank: 52
NFLT Sortino Ratio Rank: 53
NFLT Omega Ratio Rank: 52
NFLT Calmar Ratio Rank: 60
NFLT Martin Ratio Rank: 70

SOFR

SOFR Risk / Return Rank: 97
SOFR Sharpe Ratio Rank: 97
SOFR Sortino Ratio Rank: 98
SOFR Omega Ratio Rank: 99
SOFR Calmar Ratio Rank: 96
SOFR Martin Ratio Rank: 96

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. SOFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Multi-Sector Bond ETF (NFLT) and Amplify Samsung SOFR ETF (SOFR). 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.

	NFLT	SOFR	Difference
Sharpe ratio: Return per unit of total volatility	1.78	4.66	-2.88
Sortino ratio: Return per unit of downside risk	2.60	6.86	-4.26
Omega ratio: Gain probability vs. loss probability	1.33	3.35	-2.02
Calmar ratio: Return relative to maximum drawdown	2.95	9.64	-6.69
Martin ratio: Return relative to average drawdown	13.00	39.82	-26.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NFLT vs. SOFR - Sharpe Ratio Comparison

The current NFLT Sharpe Ratio is 1.78, which is lower than the SOFR Sharpe Ratio of 4.66. The chart below compares the historical Sharpe Ratios of NFLT and SOFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NFLT	SOFR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.78	4.66	-2.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	4.96	-4.12

Drawdowns

NFLT vs. SOFR - Drawdown Comparison

The maximum NFLT drawdown since its inception was -15.17%, which is greater than SOFR's maximum drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for NFLT and SOFR.

Drawdown Indicators

	NFLT	SOFR	Difference
Max Drawdown Largest peak-to-trough decline	-15.17%	-0.41%	-14.76%
Max Drawdown (1Y) Largest decline over 1 year	-2.42%	-0.41%	-2.01%
Max Drawdown (3Y) Largest decline over 3 years	-3.24%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.42%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-15.17%	—	—
Current Drawdown Current decline from peak	-0.33%	-0.14%	-0.19%
Average Drawdown Average peak-to-trough decline	-2.10%	-0.03%	-2.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.55%	0.10%	+0.45%

Volatility

NFLT vs. SOFR - Volatility Comparison

Virtus Newfleet Multi-Sector Bond ETF (NFLT) has a higher volatility of 1.19% compared to Amplify Samsung SOFR ETF (SOFR) at 0.24%. This indicates that NFLT's price experiences larger fluctuations and is considered to be riskier than SOFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NFLT	SOFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.19%	0.24%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	2.90%	0.55%	+2.35%
Volatility (1Y) Calculated over the trailing 1-year period	4.01%	0.84%	+3.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.43%	0.84%	+3.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.93%	0.84%	+4.09%

NFLT vs. SOFR - Expense Ratio Comparison

NFLT has a 0.50% expense ratio, which is higher than SOFR's 0.20% expense ratio.

Dividends

NFLT vs. SOFR - Dividend Comparison

NFLT's dividend yield for the trailing twelve months is around 5.50%, more than SOFR's 3.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NFLT Virtus Newfleet Multi-Sector Bond ETF	5.50%	5.74%	5.76%	6.02%	4.16%	3.41%	3.63%	4.33%	4.81%	6.23%	5.30%	0.67%
SOFR Amplify Samsung SOFR ETF	3.95%	4.22%	1.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NFLT and SOFR in my portfolio?

NFLT and SOFR have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NFLT or SOFR?

NFLT has higher volatility (1.19%) compared to SOFR (0.24%). In terms of maximum drawdown, NFLT dropped -15.17% vs SOFR's -0.41%.

Which ETF is better, NFLT or SOFR?

On 1-year performance, NFLT leads with 7.11% vs 3.90% for SOFR. On fees, SOFR is cheaper at 0.20% per year. On volatility, SOFR has been the lower-risk option at 0.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NFLT or SOFR?

Over the 1-year period, NFLT has performed better with a 7.11% return vs 3.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NFLT or SOFR?

SOFR is cheaper with a 0.20% expense ratio, compared with 0.50% for NFLT.

Which ETF pays a higher dividend yield, NFLT or SOFR?

NFLT has the higher dividend yield at 5.50%, compared with 3.95% for SOFR.

What is the main difference between NFLT and SOFR?

They also come from different issuers: Virtus and Amplify. Their fees differ too: 0.50% for NFLT and 0.20% for SOFR.

Which has better risk-adjusted returns?

SOFR currently has the higher Sharpe Ratio (4.66 vs 1.78), 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.