NBSRX vs. NGUAX
Compare and contrast key facts about Neuberger Berman Sustainable Equity Fund (NBSRX) and Neuberger Berman Guardian Fund (NGUAX).
NBSRX is managed by Neuberger Berman. It was launched on Mar 16, 1994. NGUAX is managed by Neuberger Berman. It was launched on Jun 1, 1950.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NBSRX or NGUAX.
Performance
NBSRX vs. NGUAX - Performance Comparison
Returns By Period
In the year-to-date period, NBSRX achieves a 26.92% return, which is significantly higher than NGUAX's 21.67% return. Over the past 10 years, NBSRX has outperformed NGUAX with an annualized return of 5.61%, while NGUAX has yielded a comparatively lower 5.28% annualized return.
NBSRX
26.92%
4.63%
11.45%
35.46%
10.15%
5.61%
NGUAX
21.67%
2.05%
10.03%
28.17%
12.28%
5.28%
Key characteristics
| NBSRX | NGUAX | |
|---|---|---|
| Sharpe Ratio | 1.89 | 1.78 |
| Sortino Ratio | 2.74 | 2.47 |
| Omega Ratio | 1.51 | 1.35 |
| Calmar Ratio | 2.53 | 2.12 |
| Martin Ratio | 20.71 | 12.63 |
| Ulcer Index | 1.71% | 2.23% |
| Daily Std Dev | 18.79% | 15.80% |
| Max Drawdown | -53.14% | -79.34% |
| Current Drawdown | -0.85% | -1.52% |
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NBSRX vs. NGUAX - Expense Ratio Comparison
NBSRX has a 0.85% expense ratio, which is higher than NGUAX's 0.82% expense ratio.
Correlation
The correlation between NBSRX and NGUAX 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. NGUAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Sustainable Equity Fund (NBSRX) and Neuberger Berman Guardian Fund (NGUAX). 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. NGUAX - Dividend Comparison
NBSRX's dividend yield for the trailing twelve months is around 7.86%, more than NGUAX's 3.71% 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% |
NGUAX Neuberger Berman Guardian Fund | 3.71% | 4.51% | 6.62% | 0.10% | 0.20% | 0.36% | 0.76% | 0.62% | 0.72% | 0.78% | 0.80% | 0.54% |
Drawdowns
NBSRX vs. NGUAX - Drawdown Comparison
The maximum NBSRX drawdown since its inception was -53.14%, smaller than the maximum NGUAX drawdown of -79.34%. Use the drawdown chart below to compare losses from any high point for NBSRX and NGUAX. For additional features, visit the drawdowns tool.
Volatility
NBSRX vs. NGUAX - Volatility Comparison
Neuberger Berman Sustainable Equity Fund (NBSRX) and Neuberger Berman Guardian Fund (NGUAX) have volatilities of 4.45% and 4.54%, 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.