NBSRX vs. FITLX
Compare and contrast key facts about Neuberger Berman Sustainable Equity Fund (NBSRX) and Fidelity US Sustainability Index Fund (FITLX).
NBSRX is managed by Neuberger Berman. It was launched on Mar 16, 1994. FITLX is managed by Fidelity. It was launched on May 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NBSRX or FITLX.
Performance
NBSRX vs. FITLX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with NBSRX having a 26.92% return and FITLX slightly lower at 26.40%.
NBSRX
26.92%
4.63%
11.45%
35.46%
10.15%
5.61%
FITLX
26.40%
3.51%
12.34%
32.62%
16.17%
N/A
Key characteristics
| NBSRX | FITLX | |
|---|---|---|
| Sharpe Ratio | 1.89 | 2.42 |
| Sortino Ratio | 2.74 | 3.22 |
| Omega Ratio | 1.51 | 1.45 |
| Calmar Ratio | 2.53 | 3.43 |
| Martin Ratio | 20.71 | 14.47 |
| Ulcer Index | 1.71% | 2.25% |
| Daily Std Dev | 18.79% | 13.51% |
| Max Drawdown | -53.14% | -34.35% |
| Current Drawdown | -0.85% | -0.92% |
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NBSRX vs. FITLX - Expense Ratio Comparison
NBSRX has a 0.85% expense ratio, which is higher than FITLX's 0.11% expense ratio.
Correlation
The correlation between NBSRX and FITLX is 0.94, 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. FITLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Sustainable Equity Fund (NBSRX) and Fidelity US Sustainability Index Fund (FITLX). 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. FITLX - Dividend Comparison
NBSRX's dividend yield for the trailing twelve months is around 7.86%, more than FITLX's 0.89% 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% |
FITLX Fidelity US Sustainability Index Fund | 0.89% | 1.12% | 1.49% | 0.81% | 1.01% | 1.27% | 1.37% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NBSRX vs. FITLX - Drawdown Comparison
The maximum NBSRX drawdown since its inception was -53.14%, which is greater than FITLX's maximum drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for NBSRX and FITLX. For additional features, visit the drawdowns tool.
Volatility
NBSRX vs. FITLX - Volatility Comparison
Neuberger Berman Sustainable Equity Fund (NBSRX) and Fidelity US Sustainability Index Fund (FITLX) have volatilities of 4.45% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.