NBSRX vs. ^GSPC
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
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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%
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Return for Risk
NBSRX vs. ^GSPC — Risk / Return Rank
NBSRX
^GSPC
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 ratioReturn per unit of total volatility | 0.94 | 0.88 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.37 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.39 | +0.37 |
Martin ratioReturn 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. | |||
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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.
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Drawdown Indicators
| NBSRX | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.74% | -5.67% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -10.75% | +3.66% |
Ulcer IndexDepth 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.
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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% |