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OVB vs. NFLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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OVB vs. NFLT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
OVB
Overlay Shares Core Bond ETF
1.53%7.72%4.03%6.89%-16.96%0.71%9.40%1.22%
NFLT
Virtus Newfleet Multi-Sector Bond ETF
-0.18%8.77%6.05%9.16%-9.49%1.18%8.02%1.64%

Returns By Period

In the year-to-date period, OVB achieves a 1.53% return, which is significantly higher than NFLT's -0.18% return.


OVB

1D
0.72%
1M
-1.39%
YTD
1.53%
6M
3.08%
1Y
7.93%
3Y*
5.42%
5Y*
0.90%
10Y*

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

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OVB vs. NFLT - Expense Ratio Comparison

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


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: 7676
Overall Rank
OVB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
OVB Sortino Ratio Rank: 7272
Sortino Ratio Rank
OVB Omega Ratio Rank: 6666
Omega Ratio Rank
OVB Calmar Ratio Rank: 9090
Calmar Ratio Rank
OVB Martin Ratio Rank: 8080
Martin Ratio Rank

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
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.


OVBNFLTDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.36

-0.10

Sortino ratio

Return per unit of downside risk

1.81

1.91

-0.10

Omega ratio

Gain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratio

Return relative to maximum drawdown

3.01

2.67

+0.34

Martin ratio

Return relative to average drawdown

8.76

10.69

-1.93

OVB vs. NFLT - Sharpe Ratio Comparison

The current OVB Sharpe Ratio is 1.26, which is comparable to the NFLT Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of OVB and NFLT, 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


OVBNFLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.36

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.72

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.82

-0.58

Correlation

The correlation between OVB and NFLT is 0.52, 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

OVB vs. NFLT - Dividend Comparison

OVB's dividend yield for the trailing twelve months is around 7.37%, more than NFLT's 5.66% yield.


TTM20252024202320222021202020192018201720162015
OVB
Overlay Shares Core Bond ETF
7.37%6.00%5.81%5.20%4.67%4.59%3.88%0.58%0.00%0.00%0.00%0.00%
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%

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

-2.67%

-2.52%

-0.15%

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

-1.39%

-1.68%

+0.29%

Average Drawdown

Average peak-to-trough decline

-7.21%

-2.13%

-5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.63%

+0.29%

Volatility

OVB vs. NFLT - Volatility Comparison

Overlay Shares Core Bond ETF (OVB) has a higher volatility of 2.44% compared to Virtus Newfleet Multi-Sector Bond ETF (NFLT) at 2.03%. 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

2.44%

2.03%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

4.67%

3.00%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

6.34%

4.92%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.30%

4.42%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

4.93%

+2.72%