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NBIIX vs. DFIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBIIX vs. DFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman International Equity Fund (NBIIX) and Dimensional International Value ETF (DFIV). The values are adjusted to include any dividend payments, if applicable.

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NBIIX vs. DFIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NBIIX
Neuberger Berman International Equity Fund
-6.74%13.56%5.34%14.28%-22.00%-2.11%
DFIV
Dimensional International Value ETF
5.98%45.36%7.26%17.75%-3.70%0.08%

Returns By Period

In the year-to-date period, NBIIX achieves a -6.74% return, which is significantly lower than DFIV's 5.98% return.


NBIIX

1D
0.15%
1M
-13.32%
YTD
-6.74%
6M
-10.33%
1Y
-0.00%
3Y*
6.02%
5Y*
2.16%
10Y*
5.79%

DFIV

1D
2.74%
1M
-5.65%
YTD
5.98%
6M
15.53%
1Y
38.38%
3Y*
22.24%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NBIIX vs. DFIV - Expense Ratio Comparison

NBIIX has a 0.87% expense ratio, which is higher than DFIV's 0.27% expense ratio.


Return for Risk

NBIIX vs. DFIV — Risk / Return Rank

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

NBIIX
NBIIX Risk / Return Rank: 44
Overall Rank
NBIIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NBIIX Sortino Ratio Rank: 44
Sortino Ratio Rank
NBIIX Omega Ratio Rank: 44
Omega Ratio Rank
NBIIX Calmar Ratio Rank: 44
Calmar Ratio Rank
NBIIX Martin Ratio Rank: 33
Martin Ratio Rank

DFIV
DFIV Risk / Return Rank: 9494
Overall Rank
DFIV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DFIV Sortino Ratio Rank: 9595
Sortino Ratio Rank
DFIV Omega Ratio Rank: 9595
Omega Ratio Rank
DFIV Calmar Ratio Rank: 9191
Calmar Ratio Rank
DFIV Martin Ratio Rank: 9494
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.

NBIIX vs. DFIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman International Equity Fund (NBIIX) and Dimensional International Value ETF (DFIV). 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.


NBIIXDFIVDifference

Sharpe ratio

Return per unit of total volatility

-0.06

2.25

-2.31

Sortino ratio

Return per unit of downside risk

0.05

2.94

-2.89

Omega ratio

Gain probability vs. loss probability

1.01

1.46

-0.46

Calmar ratio

Return relative to maximum drawdown

-0.22

3.08

-3.29

Martin ratio

Return relative to average drawdown

-0.72

13.72

-14.44

NBIIX vs. DFIV - Sharpe Ratio Comparison

The current NBIIX Sharpe Ratio is -0.06, which is lower than the DFIV Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of NBIIX and DFIV, 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


NBIIXDFIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

2.25

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.89

-0.62

Correlation

The correlation between NBIIX and DFIV is 0.84, 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

NBIIX vs. DFIV - Dividend Comparison

NBIIX has not paid dividends to shareholders, while DFIV's dividend yield for the trailing twelve months is around 2.69%.


TTM20252024202320222021202020192018201720162015
NBIIX
Neuberger Berman International Equity Fund
0.00%0.00%4.56%2.54%5.40%11.99%4.84%2.72%1.43%0.95%1.44%1.28%
DFIV
Dimensional International Value ETF
2.69%2.92%3.88%3.93%3.84%2.30%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NBIIX vs. DFIV - Drawdown Comparison

The maximum NBIIX drawdown since its inception was -61.08%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for NBIIX and DFIV.


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Drawdown Indicators


NBIIXDFIVDifference

Max Drawdown

Largest peak-to-trough decline

-61.08%

-25.42%

-35.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.36%

-12.12%

-2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-35.20%

Max Drawdown (10Y)

Largest decline over 10 years

-35.20%

Current Drawdown

Current decline from peak

-14.10%

-5.95%

-8.15%

Average Drawdown

Average peak-to-trough decline

-13.19%

-4.58%

-8.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

2.72%

+1.63%

Volatility

NBIIX vs. DFIV - Volatility Comparison

Neuberger Berman International Equity Fund (NBIIX) and Dimensional International Value ETF (DFIV) have volatilities of 7.08% and 6.81%, 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


NBIIXDFIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

6.81%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

14.80%

10.46%

+4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

19.92%

17.16%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.28%

16.71%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

16.71%

+0.42%