NBSRX vs. FSKAX
Compare and contrast key facts about Neuberger Berman Sustainable Equity Fund (NBSRX) and Fidelity Total Market Index Fund (FSKAX).
NBSRX is managed by Neuberger Berman. It was launched on Mar 16, 1994. FSKAX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NBSRX or FSKAX.
Performance
NBSRX vs. FSKAX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with NBSRX having a 26.92% return and FSKAX slightly lower at 26.42%. Over the past 10 years, NBSRX has underperformed FSKAX with an annualized return of 5.61%, while FSKAX has yielded a comparatively higher 12.46% annualized return.
NBSRX
26.92%
4.63%
11.45%
35.46%
10.15%
5.61%
FSKAX
26.42%
4.10%
14.09%
33.85%
15.20%
12.46%
Key characteristics
| NBSRX | FSKAX | |
|---|---|---|
| Sharpe Ratio | 1.89 | 2.68 |
| Sortino Ratio | 2.74 | 3.57 |
| Omega Ratio | 1.51 | 1.49 |
| Calmar Ratio | 2.53 | 3.93 |
| Martin Ratio | 20.71 | 17.12 |
| Ulcer Index | 1.71% | 1.98% |
| Daily Std Dev | 18.79% | 12.62% |
| Max Drawdown | -53.14% | -35.01% |
| Current Drawdown | -0.85% | -0.25% |
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NBSRX vs. FSKAX - Expense Ratio Comparison
NBSRX has a 0.85% expense ratio, which is higher than FSKAX's 0.02% expense ratio.
Correlation
The correlation between NBSRX and FSKAX 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. FSKAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Sustainable Equity Fund (NBSRX) and Fidelity Total Market Index Fund (FSKAX). 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. FSKAX - Dividend Comparison
NBSRX's dividend yield for the trailing twelve months is around 7.86%, more than FSKAX's 1.14% 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% |
FSKAX Fidelity Total Market Index Fund | 1.14% | 1.41% | 1.62% | 1.15% | 1.45% | 1.80% | 2.06% | 1.66% | 1.82% | 1.96% | 1.63% | 1.54% |
Drawdowns
NBSRX vs. FSKAX - Drawdown Comparison
The maximum NBSRX drawdown since its inception was -53.14%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for NBSRX and FSKAX. For additional features, visit the drawdowns tool.
Volatility
NBSRX vs. FSKAX - Volatility Comparison
Neuberger Berman Sustainable Equity Fund (NBSRX) has a higher volatility of 4.45% compared to Fidelity Total Market Index Fund (FSKAX) at 4.19%. This indicates that NBSRX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.