NBSRX vs. BTMFX
Compare and contrast key facts about Neuberger Berman Sustainable Equity Fund (NBSRX) and Boston Trust Midcap Fund (BTMFX).
NBSRX is managed by Neuberger Berman. It was launched on Mar 16, 1994. BTMFX is managed by Boston Trust Walden.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NBSRX or BTMFX.
Performance
NBSRX vs. BTMFX - Performance Comparison
Returns By Period
In the year-to-date period, NBSRX achieves a 26.92% return, which is significantly higher than BTMFX's 15.97% return. Over the past 10 years, NBSRX has underperformed BTMFX with an annualized return of 5.61%, while BTMFX has yielded a comparatively higher 9.85% annualized return.
NBSRX
26.92%
4.63%
11.45%
35.46%
10.15%
5.61%
BTMFX
15.97%
4.43%
10.81%
19.90%
9.59%
9.85%
Key characteristics
| NBSRX | BTMFX | |
|---|---|---|
| Sharpe Ratio | 1.89 | 1.61 |
| Sortino Ratio | 2.74 | 2.24 |
| Omega Ratio | 1.51 | 1.28 |
| Calmar Ratio | 2.53 | 2.91 |
| Martin Ratio | 20.71 | 7.37 |
| Ulcer Index | 1.71% | 2.70% |
| Daily Std Dev | 18.79% | 12.39% |
| Max Drawdown | -53.14% | -50.57% |
| Current Drawdown | -0.85% | 0.00% |
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NBSRX vs. BTMFX - Expense Ratio Comparison
NBSRX has a 0.85% expense ratio, which is lower than BTMFX's 1.00% expense ratio.
Correlation
The correlation between NBSRX and BTMFX is 0.91, 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.
Risk-Adjusted Performance
NBSRX vs. BTMFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Sustainable Equity Fund (NBSRX) and Boston Trust Midcap Fund (BTMFX). 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.
Dividends
NBSRX vs. BTMFX - Dividend Comparison
NBSRX's dividend yield for the trailing twelve months is around 7.86%, more than BTMFX's 0.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NBSRX Neuberger Berman Sustainable Equity Fund | 7.86% | 9.97% | 10.09% | 0.46% | 0.60% | 0.66% | 0.49% | 0.63% | 0.65% | 0.68% | 0.74% | 0.86% |
BTMFX Boston Trust Midcap Fund | 0.39% | 0.46% | 0.45% | 0.38% | 0.59% | 0.46% | 0.52% | 0.46% | 0.85% | 0.58% | 0.34% | 0.24% |
Drawdowns
NBSRX vs. BTMFX - Drawdown Comparison
The maximum NBSRX drawdown since its inception was -53.14%, which is greater than BTMFX's maximum drawdown of -50.57%. Use the drawdown chart below to compare losses from any high point for NBSRX and BTMFX. For additional features, visit the drawdowns tool.
Volatility
NBSRX vs. BTMFX - Volatility Comparison
Neuberger Berman Sustainable Equity Fund (NBSRX) has a higher volatility of 4.45% compared to Boston Trust Midcap Fund (BTMFX) at 3.62%. This indicates that NBSRX's price experiences larger fluctuations and is considered to be riskier than BTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.