Haha, yes they do. I also have the mud turtle (it's like a summer sheet, really light but waterproof) and the rain sheet as well, which is made for a survivalist, or at least a horse really hard on its blankets. (i joked to my husband that if we become poor due to my excessive blanket buying, we could live under it as a tent when it rains)
The fly sheet is not like other ones I've seen. The material is not silky or easily ripped. It hangs away from the horse's body, and is stiffer. It's made of almost a thinner fishing line material. It also has UV protection.
I should become a rep for turtleneck. I'm really happy with them, the only thing I'm not crazy about is that there are no fun colors.