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NFLT vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFLT vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Newfleet Multi-Sector Bond ETF (NFLT) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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NFLT vs. SPY - 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%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, NFLT achieves a -0.18% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, NFLT has underperformed SPY with an annualized return of 4.13%, while SPY has yielded a comparatively higher 13.98% 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%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NFLT vs. SPY - Expense Ratio Comparison

NFLT has a 0.50% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

NFLT vs. SPY — 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

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Multi-Sector Bond ETF (NFLT) and State Street SPDR S&P 500 ETF (SPY). 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.


NFLTSPYDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.93

+0.43

Sortino ratio

Return per unit of downside risk

1.91

1.45

+0.45

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

2.67

1.53

+1.14

Martin ratio

Return relative to average drawdown

10.69

7.30

+3.39

NFLT vs. SPY - Sharpe Ratio Comparison

The current NFLT Sharpe Ratio is 1.36, which is higher than the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of NFLT and SPY, 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


NFLTSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.93

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.69

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.78

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.56

+0.26

Correlation

The correlation between NFLT and SPY is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NFLT vs. SPY - Dividend Comparison

NFLT's dividend yield for the trailing twelve months is around 5.66%, more than SPY's 1.14% 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%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

NFLT vs. SPY - Drawdown Comparison

The maximum NFLT drawdown since its inception was -15.17%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NFLT and SPY.


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Drawdown Indicators


NFLTSPYDifference

Max Drawdown

Largest peak-to-trough decline

-15.17%

-55.19%

+40.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-12.05%

+9.53%

Max Drawdown (5Y)

Largest decline over 5 years

-13.42%

-24.50%

+11.08%

Max Drawdown (10Y)

Largest decline over 10 years

-15.17%

-33.72%

+18.55%

Current Drawdown

Current decline from peak

-1.68%

-6.24%

+4.56%

Average Drawdown

Average peak-to-trough decline

-2.13%

-9.09%

+6.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

2.52%

-1.89%

Volatility

NFLT vs. SPY - Volatility Comparison

The current volatility for Virtus Newfleet Multi-Sector Bond ETF (NFLT) is 2.03%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that NFLT experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFLTSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

5.31%

-3.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

9.47%

-6.47%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

19.05%

-14.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

17.06%

-12.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

17.92%

-12.99%