SAVYX vs. NPCT
SAVYX (Virtus Newfleet Core Plus Bond Fund) and NPCT (Nuveen Core Plus Impact Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, SAVYX returned 0.65%/yr vs -3.31%/yr for NPCT. A 0.51 correlation means they provide meaningful diversification when combined. SAVYX charges 0.55%/yr vs 5.08%/yr for NPCT.
Performance
SAVYX vs. NPCT - Performance Comparison
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Returns By Period
In the year-to-date period, SAVYX achieves a 0.23% return, which is significantly lower than NPCT's 3.56% return.
SAVYX
- 1D
- -0.30%
- 1M
- -0.49%
- 6M
- 0.04%
- YTD
- 0.23%
- 1Y
- 4.40%
- 3Y*
- 4.40%
- 5Y*
- 0.65%
- 10Y*
- 2.40%
NPCT
- 1D
- 0.40%
- 1M
- 0.60%
- 6M
- 2.75%
- YTD
- 3.56%
- 1Y
- -0.08%
- 3Y*
- 11.53%
- 5Y*
- -3.31%
- 10Y*
- —
SAVYX vs. NPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SAVYX Virtus Newfleet Core Plus Bond Fund | 0.23% | 7.28% | 2.55% | 6.65% | -11.94% | 1.53% |
NPCT Nuveen Core Plus Impact Fund | 3.56% | 9.87% | 17.23% | 7.78% | -37.50% | -4.98% |
Correlation
The correlation between SAVYX and NPCT 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 | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021 | 0.51 |
The correlation between SAVYX and NPCT has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.
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Return for Risk
SAVYX vs. NPCT — Risk / Return Rank
SAVYX
NPCT
SAVYX vs. NPCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Core Plus Bond Fund (SAVYX) and Nuveen Core Plus Impact Fund (NPCT). 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.
| SAVYX | NPCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.01 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | -0.01 | +1.60 |
| Martin ratioReturn relative to average drawdown | 4.89 | -0.03 | +4.92 |
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Drawdowns
SAVYX vs. NPCT - Drawdown Comparison
The maximum SAVYX drawdown since its inception was -16.46%, smaller than the maximum NPCT drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for SAVYX and NPCT.
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Drawdown Indicators
| SAVYX | NPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.46% | -46.77% | +30.31% |
Max Drawdown (1Y)Largest decline over 1 year | -2.78% | -6.79% | +4.01% |
Max Drawdown (3Y)Largest decline over 3 years | -5.79% | -12.59% | +6.80% |
Max Drawdown (5Y)Largest decline over 5 years | -16.46% | -46.77% | +30.31% |
Max Drawdown (10Y)Largest decline over 10 years | -16.46% | — | — |
Current DrawdownCurrent decline from peak | -1.50% | -15.93% | +14.43% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -25.03% | +23.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 3.00% | -2.10% |
Volatility
SAVYX vs. NPCT - Volatility Comparison
The current volatility for Virtus Newfleet Core Plus Bond Fund (SAVYX) is 1.01%, while Nuveen Core Plus Impact Fund (NPCT) has a volatility of 2.37%. This indicates that SAVYX experiences smaller price fluctuations and is considered to be less risky than NPCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAVYX | NPCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 2.37% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 7.48% | -4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 9.78% | -6.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.08% | 13.10% | -8.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.31% | 12.99% | -8.68% |
SAVYX vs. NPCT - Expense Ratio Comparison
SAVYX has a 0.55% expense ratio, which is lower than NPCT's 5.08% expense ratio.
Dividends
SAVYX vs. NPCT - Dividend Comparison
SAVYX's dividend yield for the trailing twelve months is around 4.98%, less than NPCT's 12.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NPCT Nuveen Core Plus Impact Fund | 12.26% | 13.15% | 12.20% | 10.28% | 11.93% | 3.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SAVYX Virtus Newfleet Core Plus Bond Fund | 4.98% | 5.03% | 4.42% | 4.00% | 3.10% | 3.11% | 2.62% | 3.23% | 3.67% | 3.47% | 3.19% | 3.50% |
Frequently Asked Questions
SAVYX and NPCT 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.
NPCT has higher volatility (2.37%) compared to SAVYX (1.01%). In terms of maximum drawdown, SAVYX dropped -16.46% vs NPCT's -46.77%.
SAVYX currently has the higher Sharpe Ratio (1.27 vs -0.01), 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.
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