BTMFX vs. NBSRX
Compare and contrast key facts about Boston Trust Midcap Fund (BTMFX) and Neuberger Berman Sustainable Equity Fund (NBSRX).
BTMFX is managed by Boston Trust Walden. NBSRX is managed by Neuberger Berman. It was launched on Mar 16, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTMFX or NBSRX.
Key characteristics
| BTMFX | NBSRX | |
|---|---|---|
| YTD Return | 12.79% | 25.14% |
| 1Y Return | 18.04% | 35.52% |
| 3Y Return (Ann) | 3.82% | 6.71% |
| 5Y Return (Ann) | 8.96% | 9.76% |
| 10Y Return (Ann) | 9.66% | 5.52% |
| Sharpe Ratio | 1.42 | 1.92 |
| Sortino Ratio | 1.99 | 2.77 |
| Omega Ratio | 1.25 | 1.52 |
| Calmar Ratio | 2.40 | 2.57 |
| Martin Ratio | 6.49 | 21.23 |
| Ulcer Index | 2.69% | 1.70% |
| Daily Std Dev | 12.26% | 18.80% |
| Max Drawdown | -50.57% | -53.14% |
| Current Drawdown | -2.15% | -2.25% |
Correlation
The correlation between BTMFX and NBSRX is 0.91, 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.
Performance
BTMFX vs. NBSRX - Performance Comparison
In the year-to-date period, BTMFX achieves a 12.79% return, which is significantly lower than NBSRX's 25.14% return. Over the past 10 years, BTMFX has outperformed NBSRX with an annualized return of 9.66%, while NBSRX has yielded a comparatively lower 5.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
BTMFX vs. NBSRX - Risk-Adjusted Performance 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.
Dividends
BTMFX vs. NBSRX - Dividend Comparison
BTMFX's dividend yield for the trailing twelve months is around 0.41%, less than NBSRX's 7.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMFX Boston Trust Midcap Fund | 0.41% | 0.46% | 0.45% | 0.38% | 0.59% | 0.46% | 0.52% | 0.46% | 0.85% | 0.58% | 0.34% | 0.24% |
NBSRX Neuberger Berman Sustainable Equity Fund | 7.97% | 9.97% | 10.09% | 0.46% | 0.60% | 0.66% | 0.49% | 0.63% | 0.65% | 0.68% | 0.74% | 0.86% |
Drawdowns
BTMFX vs. NBSRX - Drawdown Comparison
The maximum BTMFX drawdown since its inception was -50.57%, roughly equal to the maximum NBSRX drawdown of -53.14%. Use the drawdown chart below to compare losses from any high point for BTMFX and NBSRX. For additional features, visit the drawdowns tool.
Volatility
BTMFX vs. NBSRX - Volatility Comparison
The current volatility for Boston Trust Midcap Fund (BTMFX) is 3.36%, while Neuberger Berman Sustainable Equity Fund (NBSRX) has a volatility of 4.53%. 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.