NBSRX vs. DFIEX
Compare and contrast key facts about Neuberger Berman Sustainable Equity Fund (NBSRX) and DFA International Core Equity Portfolio I (DFIEX).
NBSRX is managed by Neuberger Berman. It was launched on Mar 16, 1994. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
NBSRX vs. DFIEX - Performance Comparison
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NBSRX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NBSRX Neuberger Berman Sustainable Equity Fund | -3.86% | 17.37% | 28.23% | 26.76% | -18.81% | 23.30% | 19.35% | 25.95% | -6.00% | 18.84% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, NBSRX achieves a -3.86% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, NBSRX has outperformed DFIEX with an annualized return of 12.89%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
NBSRX
- 1D
- 2.89%
- 1M
- -4.56%
- YTD
- -3.86%
- 6M
- 2.13%
- 1Y
- 15.39%
- 3Y*
- 20.05%
- 5Y*
- 11.06%
- 10Y*
- 12.89%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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NBSRX vs. DFIEX - Expense Ratio Comparison
NBSRX has a 0.85% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
NBSRX vs. DFIEX — Risk / Return Rank
NBSRX
DFIEX
NBSRX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Sustainable Equity Fund (NBSRX) and DFA International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.95 | -1.01 |
Sortino ratioReturn per unit of downside risk | 1.48 | 2.55 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.57 | -1.13 |
Martin ratioReturn relative to average drawdown | 5.56 | 10.07 | -4.51 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.95 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.60 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.59 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.35 | +0.22 |
Correlation
The correlation between NBSRX and DFIEX is 0.79, 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.
Dividends
NBSRX vs. DFIEX - Dividend Comparison
NBSRX's dividend yield for the trailing twelve months is around 2.45%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NBSRX Neuberger Berman Sustainable Equity Fund | 2.45% | 2.35% | 5.88% | 9.72% | 10.06% | 10.35% | 6.16% | 9.08% | 10.03% | 6.14% | 4.53% | 6.40% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
NBSRX vs. DFIEX - Drawdown Comparison
The maximum NBSRX drawdown since its inception was -53.74%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for NBSRX and DFIEX.
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Drawdown Indicators
| NBSRX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.74% | -62.22% | +8.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.07% | -11.01% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -25.39% | -28.66% | +3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -34.07% | -41.04% | +6.97% |
Current DrawdownCurrent decline from peak | -7.43% | -7.75% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -12.26% | +5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.81% | -0.21% |
Volatility
NBSRX vs. DFIEX - Volatility Comparison
The current volatility for Neuberger Berman Sustainable Equity Fund (NBSRX) is 5.51%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that NBSRX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NBSRX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 7.09% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 10.45% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 15.90% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.12% | 15.65% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.48% | 16.35% | +1.13% |