NBGNX vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Neuberger Berman Genesis Fund (NBGNX) and S&P 500 Index (^GSPC).

NBGNX is managed by Neuberger Berman. It was launched on Sep 27, 1988.

Performance

NBGNX vs. ^GSPC - Performance Comparison

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

NBGNX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NBGNX Neuberger Berman Genesis Fund	1.64%	-4.70%	9.04%	15.57%	-19.49%	18.07%	24.86%	29.47%	-6.91%	15.83%
^GSPC S&P 500 Index	-3.84%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, NBGNX achieves a 1.64% return, which is significantly higher than ^GSPC's -3.84% return. Over the past 10 years, NBGNX has underperformed ^GSPC with an annualized return of 8.86%, while ^GSPC has yielded a comparatively higher 12.29% annualized return.

NBGNX

• 1D: 0.68%
• 1M: -5.49%
• YTD: 1.64%
• 6M: -0.18%
• 1Y: 3.59%
• 3Y*: 4.49%
• 5Y*: 1.40%
• 10Y*: 8.86%

^GSPC

• 1D: 0.11%
• 1M: -3.43%
• YTD: -3.84%
• 6M: -1.98%
• 1Y: 16.08%
• 3Y*: 16.86%
• 5Y*: 10.37%
• 10Y*: 12.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

NBGNX vs. ^GSPC — Risk / Return Rank

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

NBGNX

NBGNX Risk / Return Rank: 8
NBGNX Sharpe Ratio Rank: 7
NBGNX Sortino Ratio Rank: 8
NBGNX Omega Ratio Rank: 7
NBGNX Calmar Ratio Rank: 10
NBGNX Martin Ratio Rank: 10

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

NBGNX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Genesis Fund (NBGNX) and S&P 500 Index (^GSPC). 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.

	NBGNX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.24	0.88	-0.64
Sortino ratio Return per unit of downside risk	0.51	1.37	-0.86
Omega ratio Gain probability vs. loss probability	1.06	1.21	-0.14
Calmar ratio Return relative to maximum drawdown	0.43	1.39	-0.96
Martin ratio Return relative to average drawdown	1.34	6.43	-5.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NBGNX vs. ^GSPC - Sharpe Ratio Comparison

The current NBGNX Sharpe Ratio is 0.24, which is lower than the ^GSPC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of NBGNX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NBGNX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	0.88	-0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	0.62	-0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.68	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.46	+0.19

Correlation

The correlation between NBGNX and ^GSPC is 0.78, 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.

Drawdowns

NBGNX vs. ^GSPC - Drawdown Comparison

The maximum NBGNX drawdown since its inception was -51.75%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for NBGNX and ^GSPC.

Drawdown Indicators

	NBGNX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-51.75%	-56.78%	+5.03%
Max Drawdown (1Y) Largest decline over 1 year	-10.77%	-9.10%	-1.67%
Max Drawdown (5Y) Largest decline over 5 years	-28.33%	-25.43%	-2.90%
Max Drawdown (10Y) Largest decline over 10 years	-34.53%	-33.92%	-0.61%
Current Drawdown Current decline from peak	-13.42%	-5.67%	-7.75%
Average Drawdown Average peak-to-trough decline	-7.14%	-10.75%	+3.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.26%	2.62%	+1.64%

Volatility

NBGNX vs. ^GSPC - Volatility Comparison

Neuberger Berman Genesis Fund (NBGNX) has a higher volatility of 5.66% compared to S&P 500 Index (^GSPC) at 5.29%. This indicates that NBGNX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NBGNX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.66%	5.29%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	11.61%	9.55%	+2.06%
Volatility (1Y) Calculated over the trailing 1-year period	20.86%	18.33%	+2.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.67%	16.90%	+2.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.19%	18.04%	+2.15%