IJT vs. NBGNX
IJT (iShares S&P SmallCap 600 Growth ETF) and NBGNX (Neuberger Berman Genesis Fund) are both Small Cap Growth Equities funds. Over the past 10 years, IJT returned 10.78%/yr vs 8.93%/yr for NBGNX. Their correlation of 0.92 suggests significant overlap in exposure. IJT charges 0.18%/yr vs 0.99%/yr for NBGNX.
Performance
IJT vs. NBGNX - Performance Comparison
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Returns By Period
In the year-to-date period, IJT achieves a 16.88% return, which is significantly higher than NBGNX's 5.92% return. Over the past 10 years, IJT has outperformed NBGNX with an annualized return of 10.78%, while NBGNX has yielded a comparatively lower 8.93% annualized return.
IJT
- 1D
- 1.31%
- 1M
- 0.60%
- YTD
- 16.88%
- 6M
- 15.02%
- 1Y
- 28.27%
- 3Y*
- 15.66%
- 5Y*
- 5.70%
- 10Y*
- 10.78%
NBGNX
- 1D
- -0.54%
- 1M
- -0.91%
- YTD
- 5.92%
- 6M
- 3.69%
- 1Y
- 6.96%
- 3Y*
- 6.13%
- 5Y*
- 2.38%
- 10Y*
- 8.93%
IJT vs. NBGNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJT iShares S&P SmallCap 600 Growth ETF | 16.88% | 5.26% | 9.33% | 17.11% | -21.32% | 22.37% | 19.22% | 20.98% | -4.40% | 14.47% |
NBGNX Neuberger Berman Genesis Fund | 5.92% | -4.70% | 9.04% | 15.57% | -19.49% | 18.07% | 24.86% | 29.47% | -6.91% | 15.83% |
Correlation
The correlation between IJT and NBGNX is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2000 | 0.92 |
The correlation between IJT and NBGNX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
IJT vs. NBGNX — Risk / Return Rank
IJT
NBGNX
IJT vs. NBGNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Growth ETF (IJT) 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.
| IJT | NBGNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.08 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 0.64 | +2.49 |
| Martin ratioReturn relative to average drawdown | 10.85 | 1.71 | +9.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IJT | NBGNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.43 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.12 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.44 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.65 | -0.25 |
Drawdowns
IJT vs. NBGNX - Drawdown Comparison
The maximum IJT drawdown since its inception was -57.61%, which is greater than NBGNX's maximum drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for IJT and NBGNX.
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Drawdown Indicators
| IJT | NBGNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.61% | -51.75% | -5.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.08% | -10.77% | +1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -27.41% | -27.51% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.24% | -28.33% | -0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -42.03% | -34.53% | -7.50% |
Current DrawdownCurrent decline from peak | -0.19% | -9.78% | +9.59% |
Average DrawdownAverage peak-to-trough decline | -10.31% | -7.15% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 4.00% | -1.39% |
Volatility
IJT vs. NBGNX - Volatility Comparison
iShares S&P SmallCap 600 Growth ETF (IJT) has a higher volatility of 4.49% compared to Neuberger Berman Genesis Fund (NBGNX) at 4.00%. This indicates that IJT'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
| IJT | NBGNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.00% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 11.33% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.57% | 16.05% | +1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.50% | 19.66% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.02% | 20.22% | +2.80% |
IJT vs. NBGNX - Expense Ratio Comparison
IJT has a 0.18% expense ratio, which is lower than NBGNX's 0.99% expense ratio.
Dividends
IJT vs. NBGNX - Dividend Comparison
IJT's dividend yield for the trailing twelve months is around 0.76%, less than NBGNX's 15.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJT iShares S&P SmallCap 600 Growth ETF | 0.76% | 0.91% | 1.06% | 1.02% | 1.08% | 0.63% | 0.68% | 0.92% | 0.92% | 0.86% | 1.03% | 1.14% |
NBGNX Neuberger Berman Genesis Fund | 15.44% | 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
With a correlation of 0.92, IJT and NBGNX 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.
IJT has higher volatility (4.49%) compared to NBGNX (4.00%). In terms of maximum drawdown, IJT dropped -57.61% vs NBGNX's -51.75%.
IJT currently has the higher Sharpe Ratio (1.62 vs 0.43), 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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