NBSRX vs. BTMFX
NBSRX (Neuberger Berman Sustainable Equity Fund) and BTMFX (Boston Trust Midcap Fund) are both mutual funds - NBSRX is a Large Cap Blend Equities fund managed by Neuberger Berman, while BTMFX is a Mid Cap Blend Equities fund managed by Boston Trust Walden. Over the past 10 years, NBSRX returned 14.05%/yr vs 10.49%/yr for BTMFX. Their correlation of 0.89 means they have usually moved in the same direction. NBSRX charges 0.85%/yr vs 1.00%/yr for BTMFX.
Performance
NBSRX vs. BTMFX - Performance Comparison
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Returns By Period
In the year-to-date period, NBSRX achieves a 11.52% return, which is significantly higher than BTMFX's 7.85% return. Over the past 10 years, NBSRX has outperformed BTMFX with an annualized return of 14.05%, while BTMFX has yielded a comparatively lower 10.49% annualized return.
NBSRX
- 1D
- 1.69%
- 1M
- -4.01%
- 6M
- 10.10%
- YTD
- 11.52%
- 1Y
- 25.67%
- 3Y*
- 21.81%
- 5Y*
- 12.80%
- 10Y*
- 14.05%
- ALL TIME*
- 10.56%
BTMFX
- 1D
- -0.56%
- 1M
- 2.06%
- 6M
- 5.10%
- YTD
- 7.85%
- 1Y
- 10.52%
- 3Y*
- 8.52%
- 5Y*
- 6.33%
- 10Y*
- 10.49%
- ALL TIME*
- 9.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NBSRX vs. BTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NBSRX Neuberger Berman Sustainable Equity Fund | 11.52% | 17.37% | 28.23% | 26.76% | -18.81% | 23.30% | 19.35% | 25.95% | -6.00% | 18.84% |
BTMFX Boston Trust Midcap Fund | 7.85% | 4.29% | 10.27% | 13.06% | -10.91% | 24.77% | 9.72% | 33.00% | -3.36% | 20.01% |
Correlation
The correlation between NBSRX and BTMFX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2007 | 0.89 |
Over the past year, the correlation between NBSRX and BTMFX has dropped to 0.52 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
NBSRX vs. BTMFX — Risk / Return Rank
NBSRX
BTMFX
NBSRX vs. BTMFX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NBSRX | BTMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.14 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.11 | +1.13 |
| Martin ratioReturn relative to average drawdown | 8.49 | 3.09 | +5.40 |
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Drawdowns
NBSRX vs. BTMFX - Drawdown Comparison
The maximum NBSRX drawdown since its inception was -53.74%, which is greater than BTMFX's maximum drawdown of -49.26%. Use the drawdown chart below to compare losses from any high point for NBSRX and BTMFX.
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Drawdown Indicators
| NBSRX | BTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.74% | -49.26% | -4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -7.79% | -2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -16.28% | -17.77% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -25.39% | -20.79% | -4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -34.07% | -37.14% | +3.07% |
Current DrawdownCurrent decline from peak | -5.52% | -0.76% | -4.76% |
Average DrawdownAverage peak-to-trough decline | -7.04% | -6.12% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.81% | -0.16% |
Volatility
NBSRX vs. BTMFX - Volatility Comparison
Neuberger Berman Sustainable Equity Fund (NBSRX) has a higher volatility of 4.21% compared to Boston Trust Midcap Fund (BTMFX) at 3.47%. 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.
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Volatility by Period
| NBSRX | BTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.47% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 8.19% | +3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.11% | 11.76% | +3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.44% | 15.74% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 17.38% | +0.14% |
NBSRX vs. BTMFX - Expense Ratio Comparison
NBSRX has a 0.85% expense ratio, which is lower than BTMFX's 1.00% expense ratio.
Dividends
NBSRX vs. BTMFX - Dividend Comparison
NBSRX's dividend yield for the trailing twelve months is around 2.11%, less than BTMFX's 10.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMFX Boston Trust Midcap Fund | 10.07% | 10.86% | 4.23% | 4.41% | 4.71% | 4.91% | 1.98% | 6.95% | 5.96% | 6.61% | 7.03% | 6.60% |
NBSRX Neuberger Berman Sustainable Equity Fund | 2.11% | 2.35% | 5.88% | 9.72% | 10.06% | 10.35% | 6.16% | 9.08% | 10.03% | 6.14% | 4.53% | 6.40% |
Frequently Asked Questions
NBSRX and BTMFX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NBSRX has higher volatility (4.21%) compared to BTMFX (3.47%). In terms of maximum drawdown, NBSRX dropped -53.74% vs BTMFX's -49.26%.
NBSRX currently has the higher Sharpe Ratio (1.49 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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