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NBGNX vs. EMCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBGNX vs. EMCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Genesis Fund (NBGNX) and Empiric 2500 Fund (EMCAX). The values are adjusted to include any dividend payments, if applicable.

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NBGNX vs. EMCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NBGNX
Neuberger Berman Genesis Fund
0.95%-4.70%9.04%15.57%-19.49%18.07%24.86%29.47%-6.91%15.83%
EMCAX
Empiric 2500 Fund
-0.57%2.37%13.89%12.43%-16.06%16.07%27.81%19.10%-4.64%21.82%

Returns By Period

In the year-to-date period, NBGNX achieves a 0.95% return, which is significantly higher than EMCAX's -0.57% return. Over the past 10 years, NBGNX has underperformed EMCAX with an annualized return of 8.79%, while EMCAX has yielded a comparatively higher 9.61% annualized return.


NBGNX

1D
2.44%
1M
-7.10%
YTD
0.95%
6M
-0.56%
1Y
4.27%
3Y*
4.26%
5Y*
1.26%
10Y*
8.79%

EMCAX

1D
2.60%
1M
-6.15%
YTD
-0.57%
6M
-1.03%
1Y
6.53%
3Y*
8.52%
5Y*
2.22%
10Y*
9.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NBGNX vs. EMCAX - Expense Ratio Comparison

NBGNX has a 0.99% expense ratio, which is lower than EMCAX's 1.96% expense ratio.


Return for Risk

NBGNX vs. EMCAX — Risk / Return Rank

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

NBGNX
NBGNX Risk / Return Rank: 99
Overall Rank
NBGNX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NBGNX Sortino Ratio Rank: 1010
Sortino Ratio Rank
NBGNX Omega Ratio Rank: 99
Omega Ratio Rank
NBGNX Calmar Ratio Rank: 99
Calmar Ratio Rank
NBGNX Martin Ratio Rank: 99
Martin Ratio Rank

EMCAX
EMCAX Risk / Return Rank: 1515
Overall Rank
EMCAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EMCAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
EMCAX Omega Ratio Rank: 1111
Omega Ratio Rank
EMCAX Calmar Ratio Rank: 1919
Calmar Ratio Rank
EMCAX Martin Ratio Rank: 2222
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.

NBGNX vs. EMCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Genesis Fund (NBGNX) and Empiric 2500 Fund (EMCAX). 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.


NBGNXEMCAXDifference

Sharpe ratio

Return per unit of total volatility

0.24

0.41

-0.17

Sortino ratio

Return per unit of downside risk

0.51

0.72

-0.21

Omega ratio

Gain probability vs. loss probability

1.06

1.09

-0.03

Calmar ratio

Return relative to maximum drawdown

0.21

0.74

-0.53

Martin ratio

Return relative to average drawdown

0.67

3.00

-2.33

NBGNX vs. EMCAX - Sharpe Ratio Comparison

The current NBGNX Sharpe Ratio is 0.24, which is lower than the EMCAX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of NBGNX and EMCAX, 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


NBGNXEMCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.41

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.12

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.48

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.44

+0.20

Correlation

The correlation between NBGNX and EMCAX is 0.85, 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

NBGNX vs. EMCAX - Dividend Comparison

NBGNX's dividend yield for the trailing twelve months is around 16.20%, more than EMCAX's 0.13% yield.


TTM20252024202320222021202020192018201720162015
NBGNX
Neuberger Berman Genesis Fund
16.20%16.36%2.15%3.03%11.05%10.92%3.84%5.82%12.24%13.89%11.21%18.52%
EMCAX
Empiric 2500 Fund
0.13%0.13%0.13%0.00%0.00%0.51%7.46%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NBGNX vs. EMCAX - Drawdown Comparison

The maximum NBGNX drawdown since its inception was -51.75%, roughly equal to the maximum EMCAX drawdown of -51.81%. Use the drawdown chart below to compare losses from any high point for NBGNX and EMCAX.


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Drawdown Indicators


NBGNXEMCAXDifference

Max Drawdown

Largest peak-to-trough decline

-51.75%

-51.81%

+0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-10.15%

-3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-28.33%

-30.60%

+2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-34.53%

-42.79%

+8.26%

Current Drawdown

Current decline from peak

-14.01%

-6.22%

-7.79%

Average Drawdown

Average peak-to-trough decline

-7.14%

-13.33%

+6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

2.50%

+1.73%

Volatility

NBGNX vs. EMCAX - Volatility Comparison

Neuberger Berman Genesis Fund (NBGNX) and Empiric 2500 Fund (EMCAX) have volatilities of 5.62% and 5.42%, 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


NBGNXEMCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

5.42%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.59%

10.49%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

20.85%

17.50%

+3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.68%

18.18%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

20.21%

-0.02%