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Neuberger Berman Large Cap Value Fund (NPRTX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US6412244070

CUSIP

641224407

Issuer

Neuberger Berman

Inception Date

Jan 20, 1975

Min. Investment

$1,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
NPRTX vs. VWNEX NPRTX vs. VTV NPRTX vs. VHYAX NPRTX vs. USIFX NPRTX vs. DAGVX NPRTX vs. PEYAX NPRTX vs. VVIAX NPRTX vs. HLIEX NPRTX vs. VTI NPRTX vs. SPY
Popular comparisons:
NPRTX vs. VWNEX NPRTX vs. VTV NPRTX vs. VHYAX NPRTX vs. USIFX NPRTX vs. DAGVX NPRTX vs. PEYAX NPRTX vs. VVIAX NPRTX vs. HLIEX NPRTX vs. VTI NPRTX vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Neuberger Berman Large Cap Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.33%
12.93%
NPRTX (Neuberger Berman Large Cap Value Fund)
Benchmark (^GSPC)

Returns By Period

Neuberger Berman Large Cap Value Fund had a return of 17.06% year-to-date (YTD) and 21.02% in the last 12 months. Over the past 10 years, Neuberger Berman Large Cap Value Fund had an annualized return of 10.15%, while the S&P 500 had an annualized return of 11.16%, indicating that Neuberger Berman Large Cap Value Fund did not perform as well as the benchmark.


NPRTX

YTD

17.06%

1M

-0.14%

6M

9.34%

1Y

21.02%

5Y (annualized)

11.67%

10Y (annualized)

10.15%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of NPRTX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.05%1.06%5.12%-1.82%3.39%-1.57%4.67%3.00%1.20%-1.57%17.06%
20232.69%-4.09%0.80%1.73%-6.16%4.36%2.16%-2.71%-3.68%-2.23%3.51%2.60%-1.68%
20220.81%1.14%2.77%-3.94%0.90%-9.84%2.93%-2.39%-6.23%10.80%6.92%-3.31%-1.20%
20210.33%11.83%5.56%2.41%3.74%-2.62%-0.83%1.42%-1.25%4.47%-4.60%5.63%28.12%
2020-2.41%-10.21%-16.50%13.75%3.79%1.86%4.19%2.57%-5.37%1.53%19.80%5.74%14.44%
20196.76%1.73%1.29%2.21%-3.94%6.19%-0.16%-1.42%2.45%1.37%2.24%3.42%23.96%
20182.75%-4.42%-1.63%0.27%0.46%1.81%3.49%2.65%-0.03%-1.37%3.52%-8.06%-1.23%
20170.94%1.82%-1.14%0.30%0.46%2.09%1.66%-0.50%2.09%1.70%2.86%0.48%13.45%
2016-6.17%1.06%9.34%6.95%-1.83%0.27%5.23%1.80%0.85%-0.46%7.37%1.70%28.19%
2015-5.58%5.03%0.37%-0.27%0.73%-1.95%-1.95%-5.74%-4.99%9.51%-1.68%-5.66%-12.54%
2014-2.81%3.78%2.28%-1.05%1.53%3.21%-1.85%3.29%-2.51%0.45%4.00%0.46%10.97%
20136.26%0.77%2.89%0.26%2.64%-0.28%4.82%-2.70%3.36%3.16%3.68%3.20%31.55%

Expense Ratio

NPRTX features an expense ratio of 0.79%, falling within the medium range.


Expense ratio chart for NPRTX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NPRTX is 61, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of NPRTX is 6161
Combined Rank
The Sharpe Ratio Rank of NPRTX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of NPRTX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of NPRTX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of NPRTX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of NPRTX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Neuberger Berman Large Cap Value Fund (NPRTX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for NPRTX, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.005.001.972.54
The chart of Sortino ratio for NPRTX, currently valued at 2.75, compared to the broader market0.005.0010.002.753.40
The chart of Omega ratio for NPRTX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.47
The chart of Calmar ratio for NPRTX, currently valued at 1.61, compared to the broader market0.005.0010.0015.0020.0025.001.613.66
The chart of Martin ratio for NPRTX, currently valued at 13.28, compared to the broader market0.0020.0040.0060.0080.00100.0013.2816.26
NPRTX
^GSPC

The current Neuberger Berman Large Cap Value Fund Sharpe ratio is 1.97. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Neuberger Berman Large Cap Value Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.97
2.54
NPRTX (Neuberger Berman Large Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Neuberger Berman Large Cap Value Fund provided a 2.09% dividend yield over the last twelve months, with an annual payout of $1.01 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.01$1.01$0.67$0.55$0.49$0.56$0.53$0.40$0.20$0.31$0.29$0.42

Dividend yield

2.09%2.45%1.56%1.25%1.35%1.75%1.95%1.28%0.66%1.29%0.95%1.34%

Monthly Dividends

The table displays the monthly dividend distributions for Neuberger Berman Large Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.01$1.01
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.67$0.67
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2013$0.42$0.42

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.70%
-0.88%
NPRTX (Neuberger Berman Large Cap Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Neuberger Berman Large Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Neuberger Berman Large Cap Value Fund was 66.25%, occurring on Nov 20, 2008. Recovery took 1162 trading sessions.

The current Neuberger Berman Large Cap Value Fund drawdown is 0.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.25%May 20, 2008129Nov 20, 20081162Jul 9, 20131291
-40.53%May 22, 2001345Oct 9, 2002336Feb 11, 2004681
-39.01%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-32.43%Oct 15, 1997257Oct 8, 1998669May 21, 2001926
-30.23%Jul 29, 198788Nov 27, 1987454Aug 24, 1989542

Volatility

Volatility Chart

The current Neuberger Berman Large Cap Value Fund volatility is 3.31%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.31%
3.96%
NPRTX (Neuberger Berman Large Cap Value Fund)
Benchmark (^GSPC)