NBGNX vs. IJT
Compare and contrast key facts about Neuberger Berman Genesis Fund (NBGNX) and iShares S&P SmallCap 600 Growth ETF (IJT).
NBGNX is managed by Neuberger Berman. It was launched on Sep 27, 1988. IJT is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Growth Index. It was launched on Jul 24, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NBGNX or IJT.
Key characteristics
| NBGNX | IJT | |
|---|---|---|
| YTD Return | 19.26% | 18.32% |
| 1Y Return | 37.66% | 40.57% |
| 3Y Return (Ann) | -0.06% | 1.89% |
| 5Y Return (Ann) | 6.97% | 10.78% |
| 10Y Return (Ann) | 1.64% | 10.43% |
| Sharpe Ratio | 1.99 | 1.95 |
| Sortino Ratio | 2.81 | 2.85 |
| Omega Ratio | 1.34 | 1.34 |
| Calmar Ratio | 1.30 | 1.57 |
| Martin Ratio | 12.04 | 12.24 |
| Ulcer Index | 3.06% | 3.20% |
| Daily Std Dev | 18.52% | 20.08% |
| Max Drawdown | -59.83% | -57.61% |
| Current Drawdown | -1.17% | 0.00% |
Correlation
The correlation between NBGNX and IJT is 0.92, 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. IJT - Performance Comparison
The year-to-date returns for both stocks are quite close, with NBGNX having a 19.26% return and IJT slightly lower at 18.32%. Over the past 10 years, NBGNX has underperformed IJT with an annualized return of 1.64%, while IJT has yielded a comparatively higher 10.43% 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. IJT - Expense Ratio Comparison
NBGNX has a 0.99% expense ratio, which is higher than IJT's 0.25% expense ratio.
Risk-Adjusted Performance
NBGNX vs. IJT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Genesis Fund (NBGNX) and iShares S&P SmallCap 600 Growth ETF (IJT). 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. IJT - Dividend Comparison
NBGNX's dividend yield for the trailing twelve months is around 2.57%, more than IJT's 0.93% 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% |
IJT iShares S&P SmallCap 600 Growth ETF | 0.93% | 1.02% | 1.08% | 0.63% | 0.68% | 0.92% | 0.92% | 0.86% | 1.03% | 1.14% | 0.78% | 0.70% |
Drawdowns
NBGNX vs. IJT - Drawdown Comparison
The maximum NBGNX drawdown since its inception was -59.83%, roughly equal to the maximum IJT drawdown of -57.61%. Use the drawdown chart below to compare losses from any high point for NBGNX and IJT. For additional features, visit the drawdowns tool.
Volatility
NBGNX vs. IJT - Volatility Comparison
The current volatility for Neuberger Berman Genesis Fund (NBGNX) is 6.38%, while iShares S&P SmallCap 600 Growth ETF (IJT) has a volatility of 7.31%. This indicates that NBGNX experiences smaller price fluctuations and is considered to be less risky than IJT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.