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NCRLX vs. SCHR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NCRLX vs. SCHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Core Bond Fund (NCRLX) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). The values are adjusted to include any dividend payments, if applicable.

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NCRLX vs. SCHR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NCRLX
Neuberger Berman Core Bond Fund
-0.49%7.24%1.90%5.69%-14.36%-1.07%9.50%9.43%-1.06%3.95%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
-0.04%7.33%1.42%4.27%-10.58%-2.62%7.72%6.18%1.46%1.59%

Returns By Period

In the year-to-date period, NCRLX achieves a -0.49% return, which is significantly lower than SCHR's -0.04% return. Over the past 10 years, NCRLX has outperformed SCHR with an annualized return of 1.86%, while SCHR has yielded a comparatively lower 1.32% annualized return.


NCRLX

1D
0.57%
1M
-2.33%
YTD
-0.49%
6M
0.29%
1Y
3.94%
3Y*
3.58%
5Y*
0.01%
10Y*
1.86%

SCHR

1D
0.20%
1M
-1.64%
YTD
-0.04%
6M
1.03%
1Y
4.13%
3Y*
3.30%
5Y*
0.32%
10Y*
1.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NCRLX vs. SCHR - Expense Ratio Comparison

NCRLX has a 0.39% expense ratio, which is higher than SCHR's 0.05% expense ratio.


Return for Risk

NCRLX vs. SCHR — Risk / Return Rank

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

NCRLX
NCRLX Risk / Return Rank: 5757
Overall Rank
NCRLX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
NCRLX Sortino Ratio Rank: 5858
Sortino Ratio Rank
NCRLX Omega Ratio Rank: 4141
Omega Ratio Rank
NCRLX Calmar Ratio Rank: 7474
Calmar Ratio Rank
NCRLX Martin Ratio Rank: 5454
Martin Ratio Rank

SCHR
SCHR Risk / Return Rank: 6464
Overall Rank
SCHR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SCHR Sortino Ratio Rank: 6868
Sortino Ratio Rank
SCHR Omega Ratio Rank: 5353
Omega Ratio Rank
SCHR Calmar Ratio Rank: 7373
Calmar Ratio Rank
SCHR Martin Ratio Rank: 6161
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.

NCRLX vs. SCHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Core Bond Fund (NCRLX) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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.


NCRLXSCHRDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.08

-0.04

Sortino ratio

Return per unit of downside risk

1.52

1.64

-0.12

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.71

1.81

-0.10

Martin ratio

Return relative to average drawdown

5.20

5.65

-0.46

NCRLX vs. SCHR - Sharpe Ratio Comparison

The current NCRLX Sharpe Ratio is 1.04, which is comparable to the SCHR Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of NCRLX and SCHR, 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


NCRLXSCHRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.08

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.06

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.30

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.45

+0.04

Correlation

The correlation between NCRLX and SCHR is 0.84, 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

NCRLX vs. SCHR - Dividend Comparison

NCRLX's dividend yield for the trailing twelve months is around 4.35%, more than SCHR's 3.86% yield.


TTM20252024202320222021202020192018201720162015
NCRLX
Neuberger Berman Core Bond Fund
4.35%4.68%4.76%3.90%2.63%2.47%4.76%3.37%3.00%2.80%3.37%3.15%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.86%3.85%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%

Drawdowns

NCRLX vs. SCHR - Drawdown Comparison

The maximum NCRLX drawdown since its inception was -19.21%, which is greater than SCHR's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for NCRLX and SCHR.


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Drawdown Indicators


NCRLXSCHRDifference

Max Drawdown

Largest peak-to-trough decline

-19.21%

-16.11%

-3.10%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.39%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-19.21%

-15.07%

-4.14%

Max Drawdown (10Y)

Largest decline over 10 years

-19.21%

-16.11%

-3.10%

Current Drawdown

Current decline from peak

-2.80%

-1.98%

-0.82%

Average Drawdown

Average peak-to-trough decline

-3.82%

-3.66%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.77%

+0.18%

Volatility

NCRLX vs. SCHR - Volatility Comparison

Neuberger Berman Core Bond Fund (NCRLX) has a higher volatility of 1.61% compared to Schwab Intermediate-Term U.S. Treasury ETF (SCHR) at 1.35%. This indicates that NCRLX's price experiences larger fluctuations and is considered to be riskier than SCHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NCRLXSCHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.35%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

2.32%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.43%

3.85%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.99%

5.36%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

4.47%

+0.51%