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OVB vs. NFLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OVB vs. NFLT - Performance Comparison

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

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Returns By Period

In the year-to-date period, OVB achieves a 2.12% return, which is significantly higher than NFLT's 1.91% return.


OVB

1D
-0.39%
1M
0.13%
YTD
2.12%
6M
2.08%
1Y
8.27%
3Y*
5.59%
5Y*
0.52%
10Y*

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

OVB vs. NFLT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
OVB
Overlay Shares Core Bond ETF
2.12%7.72%4.03%6.89%-16.96%0.71%9.40%1.10%
NFLT
Virtus Newfleet Multi-Sector Bond ETF
1.91%8.77%6.05%9.16%-9.49%1.18%8.02%1.61%

Correlation

The correlation between OVB and NFLT 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

0.55

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

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2019

0.52

The correlation between OVB and NFLT has been stable across timeframes, ranging from 0.52 to 0.59 - a consistent structural relationship.

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Return for Risk

OVB vs. NFLT — Risk / Return Rank

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

OVB
OVB Risk / Return Rank: 5151
Overall Rank
OVB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
OVB Sortino Ratio Rank: 4141
Sortino Ratio Rank
OVB Omega Ratio Rank: 4343
Omega Ratio Rank
OVB Calmar Ratio Rank: 6969
Calmar Ratio Rank
OVB Martin Ratio Rank: 6161
Martin Ratio Rank

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
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.

OVB vs. NFLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overlay Shares Core Bond ETF (OVB) and Virtus Newfleet Multi-Sector Bond ETF (NFLT). 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.


OVBNFLTDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.27

1.31

-0.04

Calmar ratioReturn relative to maximum drawdown

3.33

2.92

+0.42

Martin ratioReturn relative to average drawdown

10.57

12.69

-2.12

OVB vs. NFLT - Sharpe Ratio Comparison

The current OVB Sharpe Ratio is 1.39, which is comparable to the NFLT Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of OVB and NFLT, 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

OVB vs. NFLT - Drawdown Comparison

The maximum OVB drawdown since its inception was -21.69%, which is greater than NFLT's maximum drawdown of -15.17%. Use the drawdown chart below to compare losses from any high point for OVB and NFLT.


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Drawdown Indicators


OVBNFLTDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-15.17%

-6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-2.42%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-8.18%

-3.24%

-4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-13.42%

-8.27%

Max Drawdown (10Y)

Largest decline over 10 years

-15.17%

Current Drawdown

Current decline from peak

-0.82%

-0.49%

-0.33%

Average Drawdown

Average peak-to-trough decline

-6.99%

-2.10%

-4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.55%

+0.23%

Volatility

OVB vs. NFLT - Volatility Comparison

Overlay Shares Core Bond ETF (OVB) has a higher volatility of 1.83% compared to Virtus Newfleet Multi-Sector Bond ETF (NFLT) at 1.57%. This indicates that OVB's price experiences larger fluctuations and is considered to be riskier than NFLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OVBNFLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.57%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.88%

3.14%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

5.97%

4.19%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.34%

4.47%

+2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

4.94%

+2.64%

OVB vs. NFLT - Expense Ratio Comparison

OVB has a 0.79% expense ratio, which is higher than NFLT's 0.50% expense ratio.


Dividends

OVB vs. NFLT - Dividend Comparison

OVB's dividend yield for the trailing twelve months is around 6.99%, more than NFLT's 5.49% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
OVB
Overlay Shares Core Bond ETF
6.99%6.00%5.81%5.20%4.67%4.59%3.88%0.58%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OVB and NFLT 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.

OVB has higher volatility (1.83%) compared to NFLT (1.57%). In terms of maximum drawdown, OVB dropped -21.69% vs NFLT's -15.17%.

On 5-year performance, NFLT leads with 3.14% vs 0.52% for OVB. On fees, NFLT is cheaper at 0.50% per year. On volatility, NFLT has been the lower-risk option at 1.57%. 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 0.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NFLT is cheaper with a 0.50% expense ratio, compared with 0.79% for OVB.

OVB has the higher dividend yield at 6.99%, compared with 5.49% for NFLT.

OVB is categorized as Intermediate Core Bond, while NFLT is Multisector Bonds. They also come from different issuers: Liquid Strategies and Virtus. Their fees differ too: 0.79% for OVB and 0.50% for NFLT.

NFLT currently has the higher Sharpe Ratio (1.69 vs 1.39), 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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