BRUHX vs. NPRTX

Last updated Jun 5, 2026

BRUHX (MFS Blended Research Value Equity Fund) and NPRTX (Neuberger Berman Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, BRUHX returned 11.68%/yr vs 13.79%/yr for NPRTX. Their correlation of 0.91 suggests significant overlap in exposure. BRUHX charges 0.49%/yr vs 0.79%/yr for NPRTX.

Performance

BRUHX vs. NPRTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research Value Equity Fund (BRUHX) and Neuberger Berman Large Cap Value Fund (NPRTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRUHX achieves a 14.56% return, which is significantly lower than NPRTX's 18.08% return. Over the past 10 years, BRUHX has underperformed NPRTX with an annualized return of 11.68%, while NPRTX has yielded a comparatively higher 13.79% annualized return.

BRUHX

• 1D: -0.06%
• 1M: 3.10%
• YTD: 14.56%
• 6M: 15.48%
• 1Y: 27.48%
• 3Y*: 19.02%
• 5Y*: 11.37%
• 10Y*: 11.68%

NPRTX

• 1D: 0.05%
• 1M: 3.82%
• YTD: 18.08%
• 6M: 19.82%
• 1Y: 37.64%
• 3Y*: 17.02%
• 5Y*: 9.03%
• 10Y*: 13.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRUHX vs. NPRTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRUHX MFS Blended Research Value Equity Fund	14.56%	15.45%	12.81%	14.59%	-4.15%	26.24%	1.68%	23.72%	-8.41%	15.23%
NPRTX Neuberger Berman Large Cap Value Fund	18.08%	20.69%	10.92%	-1.76%	-1.25%	28.12%	14.44%	23.96%	-1.23%	13.45%

Correlation

The correlation between BRUHX and NPRTX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Sep 18, 2015	0.91

The correlation between BRUHX and NPRTX has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

Return for Risk

BRUHX vs. NPRTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRUHX

BRUHX Risk / Return Rank: 76
BRUHX Sharpe Ratio Rank: 73
BRUHX Sortino Ratio Rank: 72
BRUHX Omega Ratio Rank: 66
BRUHX Calmar Ratio Rank: 86
BRUHX Martin Ratio Rank: 86

NPRTX

NPRTX Risk / Return Rank: 92
NPRTX Sharpe Ratio Rank: 95
NPRTX Sortino Ratio Rank: 93
NPRTX Omega Ratio Rank: 87
NPRTX Calmar Ratio Rank: 93
NPRTX Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRUHX vs. NPRTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Value Equity Fund (BRUHX) and Neuberger Berman Large Cap Value Fund (NPRTX). 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.

	BRUHX	NPRTX	Difference
Sharpe ratio: Return per unit of total volatility	2.44	3.36	-0.92
Sortino ratio: Return per unit of downside risk	3.48	4.70	-1.22
Omega ratio: Gain probability vs. loss probability	1.44	1.61	-0.17
Calmar ratio: Return relative to maximum drawdown	4.05	5.31	-1.26
Martin ratio: Return relative to average drawdown	16.05	21.86	-5.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRUHX vs. NPRTX - Sharpe Ratio Comparison

The current BRUHX Sharpe Ratio is 2.44, which is comparable to the NPRTX Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of BRUHX and NPRTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BRUHX	NPRTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	3.36	-0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.64	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.79	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.45	+0.19

Drawdowns

BRUHX vs. NPRTX - Drawdown Comparison

The maximum BRUHX drawdown since its inception was -38.77%, smaller than the maximum NPRTX drawdown of -66.25%. Use the drawdown chart below to compare losses from any high point for BRUHX and NPRTX.

Drawdown Indicators

	BRUHX	NPRTX	Difference
Max Drawdown Largest peak-to-trough decline	-38.77%	-66.25%	+27.48%
Max Drawdown (1Y) Largest decline over 1 year	-6.69%	-7.03%	+0.34%
Max Drawdown (3Y) Largest decline over 3 years	-20.49%	-13.79%	-6.70%
Max Drawdown (5Y) Largest decline over 5 years	-20.49%	-19.82%	-0.67%
Max Drawdown (10Y) Largest decline over 10 years	-38.77%	-39.01%	+0.24%
Current Drawdown Current decline from peak	-0.06%	0.00%	-0.06%
Average Drawdown Average peak-to-trough decline	-4.27%	-9.26%	+4.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.69%	1.70%	-0.01%

Volatility

BRUHX vs. NPRTX - Volatility Comparison

The current volatility for MFS Blended Research Value Equity Fund (BRUHX) is 2.97%, while Neuberger Berman Large Cap Value Fund (NPRTX) has a volatility of 3.43%. This indicates that BRUHX experiences smaller price fluctuations and is considered to be less risky than NPRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRUHX	NPRTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	3.43%	-0.46%
Volatility (6M) Calculated over the trailing 6-month period	8.48%	8.95%	-0.47%
Volatility (1Y) Calculated over the trailing 1-year period	11.12%	11.11%	+0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.17%	14.10%	+2.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.04%	17.58%	+0.46%

BRUHX vs. NPRTX - Expense Ratio Comparison

BRUHX has a 0.49% expense ratio, which is lower than NPRTX's 0.79% expense ratio.

Dividends

BRUHX vs. NPRTX - Dividend Comparison

BRUHX's dividend yield for the trailing twelve months is around 10.60%, more than NPRTX's 5.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRUHX MFS Blended Research Value Equity Fund	10.60%	12.14%	11.32%	3.61%	8.44%	12.82%	1.85%	2.40%	5.04%	2.26%	0.71%	0.96%
NPRTX Neuberger Berman Large Cap Value Fund	5.44%	6.42%	2.19%	2.45%	1.56%	5.04%	1.60%	3.87%	14.44%	8.55%	3.58%	9.80%

Frequently Asked Questions

Can I hold both BRUHX and NPRTX in my portfolio?

With a correlation of 0.91, BRUHX and NPRTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BRUHX or NPRTX?

NPRTX has higher volatility (3.43%) compared to BRUHX (2.97%). In terms of maximum drawdown, BRUHX dropped -38.77% vs NPRTX's -66.25%.

Which has better risk-adjusted returns?

NPRTX currently has the higher Sharpe Ratio (3.36 vs 2.44), 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.