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NBSD vs. BSV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBSD vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Short Duration Income ETF (NBSD) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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NBSD vs. BSV - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NBSD achieves a 0.21% return, which is significantly higher than BSV's 0.13% return.


NBSD

1D
0.26%
1M
-0.59%
YTD
0.21%
6M
1.46%
1Y
4.45%
3Y*
5Y*
10Y*

BSV

1D
0.14%
1M
-0.78%
YTD
0.13%
6M
1.33%
1Y
4.13%
3Y*
4.27%
5Y*
1.68%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NBSD vs. BSV - Expense Ratio Comparison

NBSD has a 0.35% expense ratio, which is higher than BSV's 0.03% expense ratio.


Return for Risk

NBSD vs. BSV — Risk / Return Rank

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

NBSD
NBSD Risk / Return Rank: 8181
Overall Rank
NBSD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
NBSD Sortino Ratio Rank: 7575
Sortino Ratio Rank
NBSD Omega Ratio Rank: 9191
Omega Ratio Rank
NBSD Calmar Ratio Rank: 6969
Calmar Ratio Rank
NBSD Martin Ratio Rank: 9393
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 9393
Overall Rank
BSV Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 9696
Sortino Ratio Rank
BSV Omega Ratio Rank: 9393
Omega Ratio Rank
BSV Calmar Ratio Rank: 9292
Calmar Ratio Rank
BSV Martin Ratio Rank: 9292
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.

NBSD vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Short Duration Income ETF (NBSD) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


NBSDBSVDifference

Sharpe ratio

Return per unit of total volatility

1.43

2.08

-0.64

Sortino ratio

Return per unit of downside risk

1.96

3.31

-1.35

Omega ratio

Gain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratio

Return relative to maximum drawdown

1.82

3.25

-1.43

Martin ratio

Return relative to average drawdown

14.11

12.45

+1.66

NBSD vs. BSV - Sharpe Ratio Comparison

The current NBSD Sharpe Ratio is 1.43, which is lower than the BSV Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of NBSD and BSV, 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


NBSDBSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.08

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

2.04

0.86

+1.19

Correlation

The correlation between NBSD and BSV is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NBSD vs. BSV - Dividend Comparison

NBSD's dividend yield for the trailing twelve months is around 4.90%, more than BSV's 3.90% yield.


TTM20252024202320222021202020192018201720162015
NBSD
Neuberger Berman Short Duration Income ETF
4.90%5.06%2.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.90%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%

Drawdowns

NBSD vs. BSV - Drawdown Comparison

The maximum NBSD drawdown since its inception was -2.63%, smaller than the maximum BSV drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for NBSD and BSV.


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Drawdown Indicators


NBSDBSVDifference

Max Drawdown

Largest peak-to-trough decline

-2.63%

-8.54%

+5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-1.29%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-8.54%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

Current Drawdown

Current decline from peak

-0.62%

-0.78%

+0.16%

Average Drawdown

Average peak-to-trough decline

-0.24%

-0.98%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.34%

0.00%

Volatility

NBSD vs. BSV - Volatility Comparison

The current volatility for Neuberger Berman Short Duration Income ETF (NBSD) is 0.70%, while Vanguard Short-Term Bond Index Fund ETF Shares (BSV) has a volatility of 0.77%. This indicates that NBSD experiences smaller price fluctuations and is considered to be less risky than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBSDBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

0.77%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

0.97%

1.19%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.13%

2.00%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.89%

2.71%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.89%

2.37%

+0.52%