NBSRX vs. FEQHX
Compare and contrast key facts about Neuberger Berman Sustainable Equity Fund (NBSRX) and Fidelity Hedged Equity Fund (FEQHX).
NBSRX is managed by Neuberger Berman. It was launched on Mar 16, 1994. FEQHX is an actively managed fund by Fidelity. It was launched on Sep 8, 2022.
Performance
NBSRX vs. FEQHX - Performance Comparison
Loading graphics...
NBSRX vs. FEQHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NBSRX Neuberger Berman Sustainable Equity Fund | -3.86% | 17.37% | 28.23% | 26.76% | -3.38% |
FEQHX Fidelity Hedged Equity Fund | -4.09% | 13.61% | 19.46% | 17.65% | -4.85% |
Returns By Period
In the year-to-date period, NBSRX achieves a -3.86% return, which is significantly higher than FEQHX's -4.09% 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%
FEQHX
- 1D
- 1.71%
- 1M
- -4.16%
- YTD
- -4.09%
- 6M
- -3.55%
- 1Y
- 13.00%
- 3Y*
- 13.67%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NBSRX vs. FEQHX - Expense Ratio Comparison
NBSRX has a 0.85% expense ratio, which is higher than FEQHX's 0.55% expense ratio.
Return for Risk
NBSRX vs. FEQHX — Risk / Return Rank
NBSRX
FEQHX
NBSRX vs. FEQHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Sustainable Equity Fund (NBSRX) and Fidelity Hedged Equity Fund (FEQHX). 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 | FEQHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.21 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.82 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.84 | -0.40 |
Martin ratioReturn relative to average drawdown | 5.56 | 7.27 | -1.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NBSRX | FEQHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.21 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.00 | -0.43 |
Correlation
The correlation between NBSRX and FEQHX 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.
Dividends
NBSRX vs. FEQHX - Dividend Comparison
NBSRX's dividend yield for the trailing twelve months is around 2.45%, more than FEQHX's 0.45% 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% |
FEQHX Fidelity Hedged Equity Fund | 0.45% | 0.43% | 0.61% | 0.77% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NBSRX vs. FEQHX - Drawdown Comparison
The maximum NBSRX drawdown since its inception was -53.74%, which is greater than FEQHX's maximum drawdown of -10.42%. Use the drawdown chart below to compare losses from any high point for NBSRX and FEQHX.
Loading graphics...
Drawdown Indicators
| NBSRX | FEQHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.74% | -10.42% | -43.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.07% | -7.40% | -2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -25.39% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.07% | — | — |
Current DrawdownCurrent decline from peak | -7.43% | -5.82% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -2.28% | -4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 1.87% | +0.73% |
Volatility
NBSRX vs. FEQHX - Volatility Comparison
Neuberger Berman Sustainable Equity Fund (NBSRX) has a higher volatility of 5.51% compared to Fidelity Hedged Equity Fund (FEQHX) at 3.11%. This indicates that NBSRX's price experiences larger fluctuations and is considered to be riskier than FEQHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NBSRX | FEQHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 3.11% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 6.85% | +3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 11.04% | +6.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.12% | 11.29% | +4.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.48% | 11.29% | +6.19% |