NBSRX vs. WBREOX

Last updated Aug 5, 2026

NBSRX (Neuberger Berman Sustainable Equity Fund) and WBREOX (CIT: BlackRock Equity Index Fund Class 1) are both Large Cap Blend Equities funds. Over the past year, NBSRX returned 29.24% vs 21.49% for WBREOX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. NBSRX charges 0.85%/yr vs 0.02%/yr for WBREOX.

Performance

NBSRX vs. WBREOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Sustainable Equity Fund (NBSRX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NBSRX achieves a 15.68% return, which is significantly higher than WBREOX's 11.76% return.

NBSRX

• 1D: 1.82%
• 1M: -0.43%
• 6M: 11.38%
• YTD: 15.68%
• 1Y: 29.24%
• 3Y*: 24.18%
• 5Y*: 13.68%
• 10Y*: 14.35%
• ALL TIME*: 10.68%

WBREOX

• 1D: 2.20%
• 1M: 1.63%
• 6M: 10.49%
• YTD: 11.76%
• 1Y: 21.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
NBSRX Neuberger Berman Sustainable Equity Fund	$0.00	$0.00	$0.00
WBREOX CIT: BlackRock Equity Index Fund Class 1	$0.00	$0.00	$0.00

NBSRX vs. WBREOX - Yearly Performance Comparison

	2026 (YTD)	2025
NBSRX Neuberger Berman Sustainable Equity Fund	15.68%	17.34%
WBREOX CIT: BlackRock Equity Index Fund Class 1	11.76%	16.64%

Correlation

The correlation between NBSRX and WBREOX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.77
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025	0.72

The correlation between NBSRX and WBREOX has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

Return for Risk

NBSRX vs. WBREOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NBSRX

NBSRX Risk / Return Rank: 82
NBSRX Sharpe Ratio Rank: 82
NBSRX Sortino Ratio Rank: 84
NBSRX Omega Ratio Rank: 78
NBSRX Calmar Ratio Rank: 83
NBSRX Martin Ratio Rank: 85

WBREOX

WBREOX Risk / Return Rank: 73
WBREOX Sharpe Ratio Rank: 71
WBREOX Sortino Ratio Rank: 71
WBREOX Omega Ratio Rank: 64
WBREOX Calmar Ratio Rank: 76
WBREOX Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NBSRX vs. WBREOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Sustainable Equity Fund (NBSRX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	NBSRX	WBREOX	Difference
Sharpe ratio: Return per unit of total volatility	2.02	1.78	+0.24
Sortino ratio: Return per unit of downside risk	3.01	2.56	+0.46
Omega ratio: Gain probability vs. loss probability	1.37	1.32	+0.05
Calmar ratio: Return relative to maximum drawdown	3.06	2.68	+0.38
Martin ratio: Return relative to average drawdown	11.58	11.27	+0.31

NBSRX vs. WBREOX - Sharpe Ratio Comparison

The current NBSRX Sharpe Ratio is 2.02, which is comparable to the WBREOX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of NBSRX and WBREOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NBSRX vs. WBREOX - Drawdown Comparison

The maximum NBSRX drawdown since its inception was -53.74%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for NBSRX and WBREOX.

Drawdown Indicators

	NBSRX	WBREOX	Difference
Max Drawdown Largest peak-to-trough decline	-53.74%	-19.07%	-34.67%
Max Drawdown (1Y) Largest decline over 1 year	-10.03%	-8.89%	-1.14%
Max Drawdown (3Y) Largest decline over 3 years	-16.28%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.39%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.07%	—	—
Current Drawdown Current decline from peak	-2.00%	0.00%	-2.00%
Average Drawdown Average peak-to-trough decline	-7.04%	-2.51%	-4.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	2.02%	+0.63%

Volatility

NBSRX vs. WBREOX - Volatility Comparison

Neuberger Berman Sustainable Equity Fund (NBSRX) has a higher volatility of 5.02% compared to CIT: BlackRock Equity Index Fund Class 1 (WBREOX) at 4.10%. This indicates that NBSRX's price experiences larger fluctuations and is considered to be riskier than WBREOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NBSRX	WBREOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.02%	4.10%	+0.92%
Volatility (6M) Calculated over the trailing 6-month period	11.94%	10.24%	+1.70%
Volatility (1Y) Calculated over the trailing 1-year period	15.16%	13.39%	+1.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.48%	18.32%	-1.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.55%	18.32%	-0.77%

NBSRX vs. WBREOX - Expense Ratio Comparison

NBSRX has a 0.85% expense ratio, which is higher than WBREOX's 0.02% expense ratio.

Dividends

NBSRX vs. WBREOX - Dividend Comparison

NBSRX's dividend yield for the trailing twelve months is around 2.03%, while WBREOX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NBSRX Neuberger Berman Sustainable Equity Fund	2.03%	2.35%	5.88%	9.72%	10.06%	10.35%	6.16%	9.08%	10.03%	6.14%	4.53%	6.40%
WBREOX CIT: BlackRock Equity Index Fund Class 1	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NBSRX and WBREOX in my portfolio?

NBSRX and WBREOX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NBSRX or WBREOX?

NBSRX has higher volatility (5.02%) compared to WBREOX (4.10%). In terms of maximum drawdown, NBSRX dropped -53.74% vs WBREOX's -19.07%.

Which has better risk-adjusted returns?

NBSRX currently has the higher Sharpe Ratio (2.02 vs 1.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.