ARTSX vs. NBGNX
ARTSX (Artisan Small Cap Fund) and NBGNX (Neuberger Berman Genesis Fund) are both Small Cap Growth Equities funds. Over the past 10 years, ARTSX returned 11.40%/yr vs 9.36%/yr for NBGNX. Their correlation of 0.86 means they have usually moved in the same direction. ARTSX charges 1.19%/yr vs 0.99%/yr for NBGNX.
Performance
ARTSX vs. NBGNX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ARTSX having a 12.37% return and NBGNX slightly higher at 12.58%. Over the past 10 years, ARTSX has outperformed NBGNX with an annualized return of 11.40%, while NBGNX has yielded a comparatively lower 9.36% annualized return.
ARTSX
- 1D
- 2.35%
- 1M
- -6.81%
- 6M
- 7.24%
- YTD
- 12.37%
- 1Y
- 24.39%
- 3Y*
- 12.27%
- 5Y*
- 0.85%
- 10Y*
- 11.40%
- ALL TIME*
- 8.68%
NBGNX
- 1D
- 0.53%
- 1M
- -0.53%
- 6M
- 7.03%
- YTD
- 12.58%
- 1Y
- 12.79%
- 3Y*
- 5.60%
- 5Y*
- 2.83%
- 10Y*
- 9.36%
- ALL TIME*
- 11.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ARTSX vs. NBGNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTSX Artisan Small Cap Fund | 12.37% | 8.46% | 20.56% | 9.29% | -29.44% | -9.05% | 60.95% | 40.04% | 1.97% | 26.97% |
NBGNX Neuberger Berman Genesis Fund | 12.58% | -4.70% | 9.04% | 15.57% | -19.49% | 18.07% | 24.86% | 29.47% | -6.91% | 15.83% |
Correlation
The correlation between ARTSX and NBGNX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 29, 1996 | 0.86 |
The correlation between ARTSX and NBGNX has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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Return for Risk
ARTSX vs. NBGNX — Risk / Return Rank
ARTSX
NBGNX
ARTSX vs. NBGNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Small Cap Fund (ARTSX) and Neuberger Berman Genesis Fund (NBGNX). 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.
| ARTSX | NBGNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.11 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 0.89 | +0.60 |
| Martin ratioReturn relative to average drawdown | 5.60 | 2.38 | +3.22 |
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Drawdowns
ARTSX vs. NBGNX - Drawdown Comparison
The maximum ARTSX drawdown since its inception was -62.77%, which is greater than NBGNX's maximum drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for ARTSX and NBGNX.
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Drawdown Indicators
| ARTSX | NBGNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.77% | -51.75% | -11.02% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -10.77% | -4.67% |
Max Drawdown (3Y)Largest decline over 3 years | -25.88% | -27.51% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -47.88% | -28.33% | -19.55% |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | -34.53% | -16.98% |
Current DrawdownCurrent decline from peak | -8.53% | -4.11% | -4.42% |
Average DrawdownAverage peak-to-trough decline | -14.66% | -7.15% | -7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 4.04% | +0.07% |
Volatility
ARTSX vs. NBGNX - Volatility Comparison
Artisan Small Cap Fund (ARTSX) has a higher volatility of 6.69% compared to Neuberger Berman Genesis Fund (NBGNX) at 3.76%. This indicates that ARTSX's price experiences larger fluctuations and is considered to be riskier than NBGNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTSX | NBGNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 3.76% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 19.45% | 11.36% | +8.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.39% | 16.30% | +7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.65% | 19.70% | +7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 20.20% | +5.44% |
ARTSX vs. NBGNX - Expense Ratio Comparison
ARTSX has a 1.19% expense ratio, which is higher than NBGNX's 0.99% expense ratio.
Dividends
ARTSX vs. NBGNX - Dividend Comparison
ARTSX's dividend yield for the trailing twelve months is around 7.34%, less than NBGNX's 14.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTSX Artisan Small Cap Fund | 7.34% | 8.24% | 10.40% | 0.00% | 0.26% | 12.11% | 5.26% | 7.83% | 20.83% | 16.26% | 1.18% | 10.12% |
NBGNX Neuberger Berman Genesis Fund | 14.53% | 16.36% | 2.15% | 3.03% | 11.05% | 10.92% | 3.84% | 5.82% | 12.24% | 13.89% | 11.21% | 18.52% |
Frequently Asked Questions
ARTSX and NBGNX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARTSX has higher volatility (6.69%) compared to NBGNX (3.76%). In terms of maximum drawdown, ARTSX dropped -62.77% vs NBGNX's -51.75%.
ARTSX currently has the higher Sharpe Ratio (0.99 vs 0.59), 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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