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BTMFX vs. NBSRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTMFX vs. NBSRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust Midcap Fund (BTMFX) and Neuberger Berman Sustainable Equity Fund (NBSRX). The values are adjusted to include any dividend payments, if applicable.

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BTMFX vs. NBSRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTMFX
Boston Trust Midcap Fund
-2.05%4.29%10.27%13.06%-10.91%24.77%9.72%33.00%-3.36%20.01%
NBSRX
Neuberger Berman Sustainable Equity Fund
-3.86%17.37%28.23%26.76%-18.81%23.30%19.35%25.95%-6.00%18.84%

Returns By Period

In the year-to-date period, BTMFX achieves a -2.05% return, which is significantly higher than NBSRX's -3.86% return. Over the past 10 years, BTMFX has underperformed NBSRX with an annualized return of 9.83%, while NBSRX has yielded a comparatively higher 12.89% annualized return.


BTMFX

1D
1.58%
1M
-5.94%
YTD
-2.05%
6M
-2.18%
1Y
3.30%
3Y*
7.01%
5Y*
5.57%
10Y*
9.83%

NBSRX

1D
2.89%
1M
-4.56%
YTD
-3.86%
6M
2.13%
1Y
15.39%
3Y*
20.05%
5Y*
11.06%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTMFX vs. NBSRX - Expense Ratio Comparison

BTMFX has a 1.00% expense ratio, which is higher than NBSRX's 0.85% expense ratio.


Return for Risk

BTMFX vs. NBSRX — Risk / Return Rank

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

BTMFX
BTMFX Risk / Return Rank: 99
Overall Rank
BTMFX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTMFX Sortino Ratio Rank: 88
Sortino Ratio Rank
BTMFX Omega Ratio Rank: 77
Omega Ratio Rank
BTMFX Calmar Ratio Rank: 1111
Calmar Ratio Rank
BTMFX Martin Ratio Rank: 1313
Martin Ratio Rank

NBSRX
NBSRX Risk / Return Rank: 4949
Overall Rank
NBSRX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
NBSRX Sortino Ratio Rank: 4949
Sortino Ratio Rank
NBSRX Omega Ratio Rank: 4545
Omega Ratio Rank
NBSRX Calmar Ratio Rank: 5656
Calmar Ratio Rank
NBSRX Martin Ratio Rank: 5454
Martin Ratio Rank
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.

BTMFX vs. NBSRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust Midcap Fund (BTMFX) and Neuberger Berman Sustainable Equity Fund (NBSRX). 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.


BTMFXNBSRXDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.94

-0.73

Sortino ratio

Return per unit of downside risk

0.43

1.48

-1.06

Omega ratio

Gain probability vs. loss probability

1.05

1.21

-0.15

Calmar ratio

Return relative to maximum drawdown

0.36

1.44

-1.08

Martin ratio

Return relative to average drawdown

1.43

5.56

-4.13

BTMFX vs. NBSRX - Sharpe Ratio Comparison

The current BTMFX Sharpe Ratio is 0.21, which is lower than the NBSRX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of BTMFX and NBSRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BTMFXNBSRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.94

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.69

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.74

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.57

-0.09

Correlation

The correlation between BTMFX and NBSRX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BTMFX vs. NBSRX - Dividend Comparison

BTMFX's dividend yield for the trailing twelve months is around 11.09%, more than NBSRX's 2.45% yield.


TTM20252024202320222021202020192018201720162015
BTMFX
Boston Trust Midcap Fund
11.09%10.86%4.23%4.41%4.71%4.91%1.98%6.95%5.96%6.61%7.03%6.60%
NBSRX
Neuberger Berman Sustainable Equity Fund
2.45%2.35%5.88%9.72%10.06%10.35%6.16%9.08%10.03%6.14%4.53%6.40%

Drawdowns

BTMFX vs. NBSRX - Drawdown Comparison

The maximum BTMFX drawdown since its inception was -49.26%, smaller than the maximum NBSRX drawdown of -53.74%. Use the drawdown chart below to compare losses from any high point for BTMFX and NBSRX.


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Drawdown Indicators


BTMFXNBSRXDifference

Max Drawdown

Largest peak-to-trough decline

-49.26%

-53.74%

+4.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-10.07%

-1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

-25.39%

+4.60%

Max Drawdown (10Y)

Largest decline over 10 years

-37.14%

-34.07%

-3.07%

Current Drawdown

Current decline from peak

-6.34%

-7.43%

+1.09%

Average Drawdown

Average peak-to-trough decline

-6.18%

-7.09%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.60%

+0.34%

Volatility

BTMFX vs. NBSRX - Volatility Comparison

The current volatility for Boston Trust Midcap Fund (BTMFX) is 3.74%, while Neuberger Berman Sustainable Equity Fund (NBSRX) has a volatility of 5.51%. This indicates that BTMFX experiences smaller price fluctuations and is considered to be less risky than NBSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTMFXNBSRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

5.51%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.43%

10.82%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

17.44%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

16.12%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

17.48%

-0.04%