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NBSRX vs. NBHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBSRX vs. NBHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Sustainable Equity Fund (NBSRX) and Neuberger Berman Equity Income Fund (NBHIX). The values are adjusted to include any dividend payments, if applicable.

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NBSRX vs. NBHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NBSRX
Neuberger Berman Sustainable Equity Fund
-3.14%17.37%28.23%26.76%-18.81%23.30%19.35%25.95%-6.00%18.84%
NBHIX
Neuberger Berman Equity Income Fund
4.65%17.69%13.38%3.87%-4.24%21.67%3.00%21.52%-5.57%13.26%

Returns By Period

In the year-to-date period, NBSRX achieves a -3.14% return, which is significantly lower than NBHIX's 4.65% return. Over the past 10 years, NBSRX has outperformed NBHIX with an annualized return of 12.97%, while NBHIX has yielded a comparatively lower 9.54% annualized return.


NBSRX

1D
0.74%
1M
-3.18%
YTD
-3.14%
6M
2.51%
1Y
15.45%
3Y*
20.34%
5Y*
11.22%
10Y*
12.97%

NBHIX

1D
0.31%
1M
-3.97%
YTD
4.65%
6M
6.09%
1Y
15.79%
3Y*
13.78%
5Y*
9.40%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NBSRX vs. NBHIX - Expense Ratio Comparison

NBSRX has a 0.85% expense ratio, which is higher than NBHIX's 0.70% expense ratio.


Return for Risk

NBSRX vs. NBHIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NBSRX
NBSRX Risk / Return Rank: 4747
Overall Rank
NBSRX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NBSRX Sortino Ratio Rank: 4444
Sortino Ratio Rank
NBSRX Omega Ratio Rank: 3939
Omega Ratio Rank
NBSRX Calmar Ratio Rank: 6161
Calmar Ratio Rank
NBSRX Martin Ratio Rank: 5656
Martin Ratio Rank

NBHIX
NBHIX Risk / Return Rank: 5353
Overall Rank
NBHIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
NBHIX Sortino Ratio Rank: 5050
Sortino Ratio Rank
NBHIX Omega Ratio Rank: 5555
Omega Ratio Rank
NBHIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
NBHIX Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NBSRX vs. NBHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Sustainable Equity Fund (NBSRX) and Neuberger Berman Equity Income Fund (NBHIX). 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.


NBSRXNBHIXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.15

-0.21

Sortino ratio

Return per unit of downside risk

1.48

1.61

-0.13

Omega ratio

Gain probability vs. loss probability

1.21

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.76

1.56

+0.20

Martin ratio

Return relative to average drawdown

6.72

6.79

-0.07

NBSRX vs. NBHIX - Sharpe Ratio Comparison

The current NBSRX Sharpe Ratio is 0.94, which is comparable to the NBHIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of NBSRX and NBHIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NBSRXNBHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.15

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.70

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.65

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.53

+0.04

Correlation

The correlation between NBSRX and NBHIX is 0.85, 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. NBHIX - Dividend Comparison

NBSRX's dividend yield for the trailing twelve months is around 2.43%, more than NBHIX's 1.52% yield.


TTM20252024202320222021202020192018201720162015
NBSRX
Neuberger Berman Sustainable Equity Fund
2.43%2.35%5.88%9.72%10.06%10.35%6.16%9.08%10.03%6.14%4.53%6.40%
NBHIX
Neuberger Berman Equity Income Fund
1.52%1.54%7.09%6.16%7.83%10.73%2.18%5.75%7.71%6.77%5.92%6.72%

Drawdowns

NBSRX vs. NBHIX - Drawdown Comparison

The maximum NBSRX drawdown since its inception was -53.74%, which is greater than NBHIX's maximum drawdown of -40.07%. Use the drawdown chart below to compare losses from any high point for NBSRX and NBHIX.


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Drawdown Indicators


NBSRXNBHIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.74%

-40.07%

-13.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.03%

-8.72%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

-17.90%

-7.49%

Max Drawdown (10Y)

Largest decline over 10 years

-34.07%

-33.97%

-0.10%

Current Drawdown

Current decline from peak

-6.74%

-5.81%

-0.93%

Average Drawdown

Average peak-to-trough decline

-7.09%

-4.94%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.44%

+0.20%

Volatility

NBSRX vs. NBHIX - Volatility Comparison

Neuberger Berman Sustainable Equity Fund (NBSRX) has a higher volatility of 5.57% compared to Neuberger Berman Equity Income Fund (NBHIX) at 4.38%. This indicates that NBSRX's price experiences larger fluctuations and is considered to be riskier than NBHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBSRXNBHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

4.38%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.84%

8.18%

+2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

17.45%

14.37%

+3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

13.58%

+2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

14.72%

+2.76%