NBSRX vs. SPY
Compare and contrast key facts about Neuberger Berman Sustainable Equity Fund (NBSRX) and State Street SPDR S&P 500 ETF (SPY).
NBSRX is managed by Neuberger Berman. It was launched on Mar 16, 1994. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
NBSRX vs. SPY - Performance Comparison
Loading graphics...
NBSRX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NBSRX Neuberger Berman Sustainable Equity Fund | -3.86% | 17.37% | 28.23% | 26.76% | -18.81% | 23.30% | 19.35% | 25.95% | -6.00% | 18.84% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, NBSRX achieves a -3.86% return, which is significantly lower than SPY's -3.65% return. Over the past 10 years, NBSRX has underperformed SPY with an annualized return of 12.89%, while SPY has yielded a comparatively higher 14.06% annualized 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%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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. SPY - Expense Ratio Comparison
NBSRX has a 0.85% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
NBSRX vs. SPY — Risk / Return Rank
NBSRX
SPY
NBSRX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Sustainable Equity Fund (NBSRX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.96 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.49 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.53 | -0.09 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.96 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.70 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.79 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.56 | 0.00 |
Correlation
The correlation between NBSRX and SPY 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. SPY - Dividend Comparison
NBSRX's dividend yield for the trailing twelve months is around 2.45%, more than SPY's 1.13% 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% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
NBSRX vs. SPY - Drawdown Comparison
The maximum NBSRX drawdown since its inception was -53.74%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NBSRX and SPY.
Loading graphics...
Drawdown Indicators
| NBSRX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.74% | -55.19% | +1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.07% | -12.05% | +1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -25.39% | -24.50% | -0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -34.07% | -33.72% | -0.35% |
Current DrawdownCurrent decline from peak | -7.43% | -5.53% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -9.09% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.54% | +0.06% |
Volatility
NBSRX vs. SPY - Volatility Comparison
Neuberger Berman Sustainable Equity Fund (NBSRX) and State Street SPDR S&P 500 ETF (SPY) have volatilities of 5.51% and 5.35%, 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.
Loading graphics...
Volatility by Period
| NBSRX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 5.35% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 9.50% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 19.06% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.12% | 17.06% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.48% | 17.92% | -0.44% |