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NBMIX vs. TCMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBMIX vs. TCMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Small Cap Growth Fund (NBMIX) and Voya Small Cap Growth Fund (TCMSX). The values are adjusted to include any dividend payments, if applicable.

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NBMIX vs. TCMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NBMIX
Neuberger Berman Small Cap Growth Fund
-7.63%9.87%25.90%10.01%-24.43%4.16%42.83%34.55%4.80%28.16%
TCMSX
Voya Small Cap Growth Fund
-7.95%14.32%18.46%20.32%-23.60%18.45%27.99%33.27%-6.04%24.78%

Returns By Period

The year-to-date returns for both stocks are quite close, with NBMIX having a -7.63% return and TCMSX slightly lower at -7.95%. Both investments have delivered pretty close results over the past 10 years, with NBMIX having a 12.76% annualized return and TCMSX not far behind at 12.47%.


NBMIX

1D
-3.31%
1M
-11.06%
YTD
-7.63%
6M
-6.92%
1Y
16.10%
3Y*
10.64%
5Y*
1.62%
10Y*
12.76%

TCMSX

1D
-2.51%
1M
-12.47%
YTD
-7.95%
6M
-3.62%
1Y
18.47%
3Y*
12.07%
5Y*
4.66%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NBMIX vs. TCMSX - Expense Ratio Comparison

NBMIX has a 1.28% expense ratio, which is higher than TCMSX's 0.93% expense ratio.


Return for Risk

NBMIX vs. TCMSX — Risk / Return Rank

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

NBMIX
NBMIX Risk / Return Rank: 2828
Overall Rank
NBMIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NBMIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
NBMIX Omega Ratio Rank: 2424
Omega Ratio Rank
NBMIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
NBMIX Martin Ratio Rank: 3030
Martin Ratio Rank

TCMSX
TCMSX Risk / Return Rank: 1919
Overall Rank
TCMSX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TCMSX Sortino Ratio Rank: 2929
Sortino Ratio Rank
TCMSX Omega Ratio Rank: 2525
Omega Ratio Rank
TCMSX Calmar Ratio Rank: 99
Calmar Ratio Rank
TCMSX Martin Ratio Rank: 88
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.

NBMIX vs. TCMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Small Cap Growth Fund (NBMIX) and Voya Small Cap Growth Fund (TCMSX). 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.


NBMIXTCMSXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.62

+0.04

Sortino ratio

Return per unit of downside risk

1.06

1.05

+0.01

Omega ratio

Gain probability vs. loss probability

1.14

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

0.85

0.14

+0.72

Martin ratio

Return relative to average drawdown

3.21

0.40

+2.81

NBMIX vs. TCMSX - Sharpe Ratio Comparison

The current NBMIX Sharpe Ratio is 0.66, which is comparable to the TCMSX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of NBMIX and TCMSX, 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


NBMIXTCMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.62

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.20

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.54

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.44

-0.07

Correlation

The correlation between NBMIX and TCMSX is 0.94, 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

NBMIX vs. TCMSX - Dividend Comparison

NBMIX's dividend yield for the trailing twelve months is around 7.29%, more than TCMSX's 6.05% yield.


TTM20252024202320222021202020192018201720162015
NBMIX
Neuberger Berman Small Cap Growth Fund
7.29%6.74%0.46%0.00%0.00%18.71%1.06%3.98%23.77%1.44%0.00%5.92%
TCMSX
Voya Small Cap Growth Fund
6.05%5.57%10.53%0.00%0.00%20.02%6.69%1.40%14.82%16.10%0.00%16.82%

Drawdowns

NBMIX vs. TCMSX - Drawdown Comparison

The maximum NBMIX drawdown since its inception was -78.77%, which is greater than TCMSX's maximum drawdown of -55.98%. Use the drawdown chart below to compare losses from any high point for NBMIX and TCMSX.


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Drawdown Indicators


NBMIXTCMSXDifference

Max Drawdown

Largest peak-to-trough decline

-78.77%

-55.98%

-22.79%

Max Drawdown (1Y)

Largest decline over 1 year

-16.65%

-16.86%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-36.96%

-34.60%

-2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-39.55%

-39.29%

-0.26%

Current Drawdown

Current decline from peak

-16.65%

-16.86%

+0.21%

Average Drawdown

Average peak-to-trough decline

-34.72%

-11.84%

-22.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

8.44%

-4.03%

Volatility

NBMIX vs. TCMSX - Volatility Comparison

Neuberger Berman Small Cap Growth Fund (NBMIX) and Voya Small Cap Growth Fund (TCMSX) have volatilities of 9.24% and 8.89%, 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


NBMIXTCMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.24%

8.89%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

18.88%

16.86%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

25.49%

28.47%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.60%

24.06%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

23.42%

+0.78%