Summary
NFLT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 6.69% Volatility 4.97% Sharpe 0.55
Official loaded data — not a live quote.

VIRTUS NEWFLEET MULTI-SECTOR BOND ETF

Symbol: NFLT

Exchange: NYSE

Sector: Healthcare

Category: Multisector Bond

Inception date: 10/08/2015

Latest date: 16/07/2026

Current price: $22.94

Expense ratio: 0.50%

Assets under management
$439.3M
0.48% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.06%

Ann. -13.72% (Sharpe / Sortino numerator)

Volatility

6.85%

Sharpe ratio

-2.534

VaR 95%

-0.81%

CVaR 95%: -0.95%
Max drawdown: -1.99%
Sortino ratio: -3.611
Calmar ratio: -6.88

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.66%

Ann. -2.12% (Sharpe / Sortino numerator)

Volatility

4.71%

Sharpe ratio

-1.222

VaR 95%

-0.56%

CVaR 95%: -0.76%
Max drawdown: -2.80%
Sortino ratio: -1.454
Calmar ratio: -0.76

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.56%

Ann. 2.12% (Sharpe / Sortino numerator)

Volatility

4.35%

Sharpe ratio

-0.347

VaR 95%

-0.44%

CVaR 95%: -0.63%
Max drawdown: -2.80%
Sortino ratio: -0.466
Calmar ratio: 0.76

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.69%

Ann. 6.37% (Sharpe / Sortino numerator)

Volatility

4.97%

Sharpe ratio

0.551

VaR 95%

-0.45%

CVaR 95%: -0.74%
Max drawdown: -2.80%
Sortino ratio: 0.727
Calmar ratio: 2.28

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.59%

Ann. 6.55% (Sharpe / Sortino numerator)

Volatility

4.64%

Sharpe ratio

0.628

VaR 95%

-0.44%

CVaR 95%: -0.65%
Max drawdown: -2.88%
Sortino ratio: 0.903
Calmar ratio: 2.27

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

22.94%

Ann. 6.93% (Sharpe / Sortino numerator)

Volatility

4.58%

Sharpe ratio

0.719

VaR 95%

-0.41%

CVaR 95%: -0.61%
Max drawdown: -3.24%
Sortino ratio: 1.110
Calmar ratio: 2.14

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.026%

Best day

1.092%

11/06/2026
Worst day

-1.051%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $22.83 $22.96 $22.83 $22.94 89,400
15/07/2026 $22.95 $22.97 $22.91 $22.95 120,000
14/07/2026 $22.84 $22.92 $22.84 $22.89 46,100
13/07/2026 $22.92 $22.92 $22.81 $22.83 40,800
10/07/2026 $22.86 $22.95 $22.86 $22.92 84,500
09/07/2026 $22.87 $22.97 $22.87 $22.93 48,900
08/07/2026 $22.92 $22.92 $22.84 $22.89 68,500
07/07/2026 $22.98 $22.98 $22.91 $22.94 78,900
06/07/2026 $22.99 $23.02 $22.92 $22.97 51,400
02/07/2026 $22.84 $23.03 $22.84 $22.95 73,800