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NBGIX vs. WFSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBGIX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Genesis Fund Institutional Class (NBGIX) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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NBGIX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NBGIX
Neuberger Berman Genesis Fund Institutional Class
-1.41%-4.55%9.20%15.73%-19.35%18.25%25.07%29.68%-6.76%16.02%
WFSPX
iShares S&P 500 Index Fund
-4.63%17.83%24.94%26.25%-18.14%28.63%18.43%31.45%-4.83%21.27%

Returns By Period

In the year-to-date period, NBGIX achieves a -1.41% return, which is significantly higher than WFSPX's -4.63% return. Over the past 10 years, NBGIX has underperformed WFSPX with an annualized return of 8.70%, while WFSPX has yielded a comparatively higher 13.92% annualized return.


NBGIX

1D
-0.60%
1M
-8.83%
YTD
-1.41%
6M
-3.00%
1Y
2.66%
3Y*
3.57%
5Y*
1.25%
10Y*
8.70%

WFSPX

1D
2.62%
1M
-5.31%
YTD
-4.63%
6M
-2.47%
1Y
16.96%
3Y*
18.15%
5Y*
11.69%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NBGIX vs. WFSPX - Expense Ratio Comparison

NBGIX has a 0.84% expense ratio, which is higher than WFSPX's 0.03% expense ratio.


Return for Risk

NBGIX vs. WFSPX — Risk / Return Rank

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

NBGIX
NBGIX Risk / Return Rank: 77
Overall Rank
NBGIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
NBGIX Sortino Ratio Rank: 88
Sortino Ratio Rank
NBGIX Omega Ratio Rank: 88
Omega Ratio Rank
NBGIX Calmar Ratio Rank: 66
Calmar Ratio Rank
NBGIX Martin Ratio Rank: 66
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 5858
Overall Rank
WFSPX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 5151
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 5454
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 6262
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 7474
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.

NBGIX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Genesis Fund Institutional Class (NBGIX) and iShares S&P 500 Index Fund (WFSPX). 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.


NBGIXWFSPXDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.96

-0.83

Sortino ratio

Return per unit of downside risk

0.35

1.47

-1.12

Omega ratio

Gain probability vs. loss probability

1.04

1.22

-0.18

Calmar ratio

Return relative to maximum drawdown

0.01

1.49

-1.48

Martin ratio

Return relative to average drawdown

0.03

7.15

-7.12

NBGIX vs. WFSPX - Sharpe Ratio Comparison

The current NBGIX Sharpe Ratio is 0.13, which is lower than the WFSPX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of NBGIX and WFSPX, 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


NBGIXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.96

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.70

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.78

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.13

+0.40

Correlation

The correlation between NBGIX and WFSPX is 0.84, 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

NBGIX vs. WFSPX - Dividend Comparison

NBGIX's dividend yield for the trailing twelve months is around 16.65%, more than WFSPX's 1.54% yield.


TTM20252024202320222021202020192018201720162015
NBGIX
Neuberger Berman Genesis Fund Institutional Class
16.65%16.41%2.14%3.13%11.11%10.91%3.87%6.00%12.49%14.10%6.53%11.28%
WFSPX
iShares S&P 500 Index Fund
1.54%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Drawdowns

NBGIX vs. WFSPX - Drawdown Comparison

The maximum NBGIX drawdown since its inception was -51.62%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for NBGIX and WFSPX.


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Drawdown Indicators


NBGIXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-51.62%

-58.21%

+6.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-12.11%

-1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-28.27%

-24.51%

-3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-34.53%

-33.74%

-0.79%

Current Drawdown

Current decline from peak

-15.90%

-6.51%

-9.39%

Average Drawdown

Average peak-to-trough decline

-7.46%

-12.84%

+5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

2.53%

+1.67%

Volatility

NBGIX vs. WFSPX - Volatility Comparison

The current volatility for Neuberger Berman Genesis Fund Institutional Class (NBGIX) is 4.90%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 5.17%. This indicates that NBGIX experiences smaller price fluctuations and is considered to be less risky than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBGIXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

5.17%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

9.44%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

20.75%

18.21%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.66%

16.88%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

18.00%

+2.19%