NBSRX vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Neuberger Berman Sustainable Equity Fund (NBSRX) and S&P 500 Index (^GSPC).

NBSRX is managed by Neuberger Berman. It was launched on Mar 16, 1994.

Performance

NBSRX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Sustainable Equity Fund (NBSRX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

NBSRX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NBSRX Neuberger Berman Sustainable Equity Fund	-3.14%	17.37%	28.23%	26.76%	-18.81%	23.30%	19.35%	25.95%	-6.00%	18.84%
^GSPC S&P 500 Index	-3.84%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, NBSRX achieves a -3.14% return, which is significantly higher than ^GSPC's -3.84% return. Over the past 10 years, NBSRX has outperformed ^GSPC with an annualized return of 12.97%, while ^GSPC has yielded a comparatively lower 12.29% annualized return.

NBSRX

• 1D: 0.74%
• 1M: -3.18%
• YTD: -3.14%
• 6M: 2.51%
• 1Y: 15.45%
• 3Y*: 20.34%
• 5Y*: 11.22%
• 10Y*: 12.97%

^GSPC

• 1D: 0.11%
• 1M: -3.43%
• YTD: -3.84%
• 6M: -1.98%
• 1Y: 16.08%
• 3Y*: 16.86%
• 5Y*: 10.37%
• 10Y*: 12.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

NBSRX vs. ^GSPC — Risk / Return Rank

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

NBSRX

NBSRX Risk / Return Rank: 47
NBSRX Sharpe Ratio Rank: 37
NBSRX Sortino Ratio Rank: 44
NBSRX Omega Ratio Rank: 39
NBSRX Calmar Ratio Rank: 61
NBSRX Martin Ratio Rank: 56

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

NBSRX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Sustainable Equity Fund (NBSRX) and S&P 500 Index (^GSPC). 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.

	NBSRX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.94	0.88	+0.06
Sortino ratio Return per unit of downside risk	1.48	1.37	+0.11
Omega ratio Gain probability vs. loss probability	1.21	1.21	0.00
Calmar ratio Return relative to maximum drawdown	1.76	1.39	+0.37
Martin ratio Return relative to average drawdown	6.72	6.43	+0.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NBSRX vs. ^GSPC - Sharpe Ratio Comparison

The current NBSRX Sharpe Ratio is 0.94, which is comparable to the ^GSPC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of NBSRX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NBSRX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	0.88	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.62	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.68	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.46	+0.11

Correlation

The correlation between NBSRX and ^GSPC is 0.93, 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.

Drawdowns

NBSRX vs. ^GSPC - Drawdown Comparison

The maximum NBSRX drawdown since its inception was -53.74%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for NBSRX and ^GSPC.

Drawdown Indicators

	NBSRX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-53.74%	-56.78%	+3.04%
Max Drawdown (1Y) Largest decline over 1 year	-10.03%	-9.10%	-0.93%
Max Drawdown (5Y) Largest decline over 5 years	-25.39%	-25.43%	+0.04%
Max Drawdown (10Y) Largest decline over 10 years	-34.07%	-33.92%	-0.15%
Current Drawdown Current decline from peak	-6.74%	-5.67%	-1.07%
Average Drawdown Average peak-to-trough decline	-7.09%	-10.75%	+3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.62%	+0.02%

Volatility

NBSRX vs. ^GSPC - Volatility Comparison

Neuberger Berman Sustainable Equity Fund (NBSRX) has a higher volatility of 5.57% compared to S&P 500 Index (^GSPC) at 5.29%. This indicates that NBSRX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NBSRX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.57%	5.29%	+0.28%
Volatility (6M) Calculated over the trailing 6-month period	10.84%	9.55%	+1.29%
Volatility (1Y) Calculated over the trailing 1-year period	17.45%	18.33%	-0.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	16.90%	-0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.48%	18.04%	-0.56%