NBGNX vs. DSCGX
Compare and contrast key facts about Neuberger Berman Genesis Fund (NBGNX) and DFA U.S. Small Cap Growth Portfolio (DSCGX).
NBGNX is managed by Neuberger Berman. It was launched on Sep 27, 1988. DSCGX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NBGNX or DSCGX.
Key characteristics
| NBGNX | DSCGX | |
|---|---|---|
| YTD Return | 19.26% | 21.94% |
| 1Y Return | 37.66% | 42.15% |
| 3Y Return (Ann) | -0.06% | 5.70% |
| 5Y Return (Ann) | 6.97% | 13.51% |
| 10Y Return (Ann) | 1.64% | 10.73% |
| Sharpe Ratio | 1.99 | 2.28 |
| Sortino Ratio | 2.81 | 3.18 |
| Omega Ratio | 1.34 | 1.39 |
| Calmar Ratio | 1.30 | 2.37 |
| Martin Ratio | 12.04 | 13.67 |
| Ulcer Index | 3.06% | 3.00% |
| Daily Std Dev | 18.52% | 17.98% |
| Max Drawdown | -59.83% | -41.44% |
| Current Drawdown | -1.17% | 0.00% |
Correlation
The correlation between NBGNX and DSCGX is 0.95, 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
NBGNX vs. DSCGX - Performance Comparison
In the year-to-date period, NBGNX achieves a 19.26% return, which is significantly lower than DSCGX's 21.94% return. Over the past 10 years, NBGNX has underperformed DSCGX with an annualized return of 1.64%, while DSCGX has yielded a comparatively higher 10.73% 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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NBGNX vs. DSCGX - Expense Ratio Comparison
NBGNX has a 0.99% expense ratio, which is higher than DSCGX's 0.32% expense ratio.
Risk-Adjusted Performance
NBGNX vs. DSCGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Genesis Fund (NBGNX) and DFA U.S. Small Cap Growth Portfolio (DSCGX). 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
NBGNX vs. DSCGX - Dividend Comparison
NBGNX's dividend yield for the trailing twelve months is around 2.57%, more than DSCGX's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NBGNX Neuberger Berman Genesis Fund | 2.57% | 3.07% | 11.05% | 0.00% | 0.00% | 0.05% | 0.05% | 0.20% | 0.47% | 0.52% | 0.38% | 0.57% |
DSCGX DFA U.S. Small Cap Growth Portfolio | 0.62% | 0.72% | 0.83% | 0.56% | 0.58% | 0.74% | 0.99% | 0.72% | 0.84% | 0.78% | 0.63% | 1.19% |
Drawdowns
NBGNX vs. DSCGX - Drawdown Comparison
The maximum NBGNX drawdown since its inception was -59.83%, which is greater than DSCGX's maximum drawdown of -41.44%. Use the drawdown chart below to compare losses from any high point for NBGNX and DSCGX. For additional features, visit the drawdowns tool.
Volatility
NBGNX vs. DSCGX - Volatility Comparison
Neuberger Berman Genesis Fund (NBGNX) has a higher volatility of 6.38% compared to DFA U.S. Small Cap Growth Portfolio (DSCGX) at 5.87%. This indicates that NBGNX's price experiences larger fluctuations and is considered to be riskier than DSCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.