NBGNX vs. IJR
Compare and contrast key facts about Neuberger Berman Genesis Fund (NBGNX) and iShares Core S&P Small-Cap ETF (IJR).
NBGNX is managed by Neuberger Berman. It was launched on Sep 27, 1988. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NBGNX or IJR.
Key characteristics
| NBGNX | IJR | |
|---|---|---|
| YTD Return | 19.26% | 16.06% |
| 1Y Return | 37.66% | 39.21% |
| 3Y Return (Ann) | -0.06% | 2.70% |
| 5Y Return (Ann) | 6.97% | 10.50% |
| 10Y Return (Ann) | 1.64% | 9.89% |
| Sharpe Ratio | 1.99 | 1.82 |
| Sortino Ratio | 2.81 | 2.68 |
| Omega Ratio | 1.34 | 1.32 |
| Calmar Ratio | 1.30 | 1.67 |
| Martin Ratio | 12.04 | 10.61 |
| Ulcer Index | 3.06% | 3.52% |
| Daily Std Dev | 18.52% | 20.57% |
| Max Drawdown | -59.83% | -58.15% |
| Current Drawdown | -1.17% | -0.12% |
Correlation
The correlation between NBGNX and IJR is 0.91, 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. IJR - Performance Comparison
In the year-to-date period, NBGNX achieves a 19.26% return, which is significantly higher than IJR's 16.06% return. Over the past 10 years, NBGNX has underperformed IJR with an annualized return of 1.64%, while IJR has yielded a comparatively higher 9.89% 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. IJR - Expense Ratio Comparison
NBGNX has a 0.99% expense ratio, which is higher than IJR's 0.07% expense ratio.
Risk-Adjusted Performance
NBGNX vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Genesis Fund (NBGNX) and iShares Core S&P Small-Cap ETF (IJR). 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. IJR - Dividend Comparison
NBGNX's dividend yield for the trailing twelve months is around 2.57%, more than IJR's 1.22% 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% |
IJR iShares Core S&P Small-Cap ETF | 1.22% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
NBGNX vs. IJR - Drawdown Comparison
The maximum NBGNX drawdown since its inception was -59.83%, roughly equal to the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for NBGNX and IJR. For additional features, visit the drawdowns tool.
Volatility
NBGNX vs. IJR - Volatility Comparison
The current volatility for Neuberger Berman Genesis Fund (NBGNX) is 6.38%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.32%. This indicates that NBGNX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.