MALVX vs. NPRTX
MALVX (BlackRock Advantage Large Cap Value Fund) and NPRTX (Neuberger Berman Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, MALVX returned 13.27%/yr vs 14.38%/yr for NPRTX. Their correlation of 0.91 suggests significant overlap in exposure. MALVX charges 0.54%/yr vs 0.79%/yr for NPRTX.
Performance
MALVX vs. NPRTX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with MALVX having a 19.19% return and NPRTX slightly higher at 20.12%. Over the past 10 years, MALVX has underperformed NPRTX with an annualized return of 13.27%, while NPRTX has yielded a comparatively higher 14.38% annualized return.
MALVX
- 1D
- 0.54%
- 1M
- 4.33%
- YTD
- 19.19%
- 6M
- 18.50%
- 1Y
- 36.19%
- 3Y*
- 21.58%
- 5Y*
- 12.93%
- 10Y*
- 13.27%
NPRTX
- 1D
- 0.59%
- 1M
- 3.05%
- YTD
- 20.12%
- 6M
- 19.37%
- 1Y
- 38.09%
- 3Y*
- 17.44%
- 5Y*
- 10.43%
- 10Y*
- 14.38%
MALVX vs. NPRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MALVX BlackRock Advantage Large Cap Value Fund | 19.19% | 18.38% | 15.39% | 13.74% | -8.68% | 26.51% | 3.91% | 24.74% | -7.74% | 15.82% |
NPRTX Neuberger Berman Large Cap Value Fund | 20.12% | 20.69% | 10.92% | -1.76% | -1.25% | 28.12% | 14.44% | 23.96% | -1.23% | 13.45% |
Correlation
The correlation between MALVX 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 | 0.88 |
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 Dec 22, 1999 | 0.91 |
The correlation between MALVX and NPRTX has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
MALVX vs. NPRTX — Risk / Return Rank
MALVX
NPRTX
MALVX vs. NPRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Large Cap Value Fund (MALVX) 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.
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.
| MALVX | NPRTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.61 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.71 | 5.57 | +0.14 |
| Martin ratioReturn relative to average drawdown | 25.85 | 22.66 | +3.19 |
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Drawdowns
MALVX vs. NPRTX - Drawdown Comparison
The maximum MALVX drawdown since its inception was -55.21%, smaller than the maximum NPRTX drawdown of -66.25%. Use the drawdown chart below to compare losses from any high point for MALVX and NPRTX.
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Drawdown Indicators
| MALVX | NPRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.21% | -66.25% | +11.04% |
Max Drawdown (1Y)Largest decline over 1 year | -6.53% | -7.03% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -16.13% | -13.79% | -2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.73% | -19.82% | +0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -37.12% | -39.01% | +1.89% |
Current DrawdownCurrent decline from peak | 0.00% | -0.33% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -9.25% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.72% | -0.28% |
Volatility
MALVX vs. NPRTX - Volatility Comparison
BlackRock Advantage Large Cap Value Fund (MALVX) and Neuberger Berman Large Cap Value Fund (NPRTX) have volatilities of 4.09% and 4.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MALVX | NPRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 4.22% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.79% | 9.48% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.15% | 11.73% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 14.11% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 17.60% | -0.26% |
MALVX vs. NPRTX - Expense Ratio Comparison
MALVX has a 0.54% expense ratio, which is lower than NPRTX's 0.79% expense ratio.
Dividends
MALVX vs. NPRTX - Dividend Comparison
MALVX's dividend yield for the trailing twelve months is around 7.74%, more than NPRTX's 5.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALVX BlackRock Advantage Large Cap Value Fund | 7.74% | 9.23% | 14.33% | 2.84% | 5.96% | 17.48% | 1.68% | 3.92% | 12.95% | 0.43% | 1.38% | 1.01% |
NPRTX Neuberger Berman Large Cap Value Fund | 5.35% | 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
With a correlation of 0.91, MALVX 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.
NPRTX has higher volatility (4.22%) compared to MALVX (4.09%). In terms of maximum drawdown, MALVX dropped -55.21% vs NPRTX's -66.25%.
NPRTX currently has the higher Sharpe Ratio (3.35 vs 3.35), 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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