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NEMIX vs. NMANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEMIX vs. NMANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Emerging Markets Equity Fund (NEMIX) and Neuberger Berman Mid Cap Growth Fund (NMANX). The values are adjusted to include any dividend payments, if applicable.

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NEMIX vs. NMANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEMIX
Neuberger Berman Emerging Markets Equity Fund
2.91%35.31%12.87%4.68%-23.86%-3.32%13.31%18.98%-17.32%41.62%
NMANX
Neuberger Berman Mid Cap Growth Fund
-5.12%5.51%24.39%18.21%-28.82%12.42%39.45%33.62%-6.28%29.01%

Returns By Period

In the year-to-date period, NEMIX achieves a 2.91% return, which is significantly higher than NMANX's -5.12% return. Over the past 10 years, NEMIX has underperformed NMANX with an annualized return of 7.37%, while NMANX has yielded a comparatively higher 11.06% annualized return.


NEMIX

1D
1.94%
1M
-8.15%
YTD
2.91%
6M
5.36%
1Y
33.97%
3Y*
16.84%
5Y*
2.88%
10Y*
7.37%

NMANX

1D
4.27%
1M
-6.96%
YTD
-5.12%
6M
-12.25%
1Y
8.94%
3Y*
10.91%
5Y*
2.51%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEMIX vs. NMANX - Expense Ratio Comparison

NEMIX has a 1.23% expense ratio, which is higher than NMANX's 0.83% expense ratio.


Return for Risk

NEMIX vs. NMANX — Risk / Return Rank

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

NEMIX
NEMIX Risk / Return Rank: 9191
Overall Rank
NEMIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
NEMIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
NEMIX Omega Ratio Rank: 9191
Omega Ratio Rank
NEMIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
NEMIX Martin Ratio Rank: 8888
Martin Ratio Rank

NMANX
NMANX Risk / Return Rank: 1414
Overall Rank
NMANX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
NMANX Sortino Ratio Rank: 1515
Sortino Ratio Rank
NMANX Omega Ratio Rank: 1313
Omega Ratio Rank
NMANX Calmar Ratio Rank: 1414
Calmar Ratio Rank
NMANX Martin Ratio Rank: 1313
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.

NEMIX vs. NMANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Emerging Markets Equity Fund (NEMIX) and Neuberger Berman Mid Cap Growth Fund (NMANX). 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.


NEMIXNMANXDifference

Sharpe ratio

Return per unit of total volatility

2.24

0.42

+1.82

Sortino ratio

Return per unit of downside risk

2.90

0.74

+2.16

Omega ratio

Gain probability vs. loss probability

1.43

1.09

+0.33

Calmar ratio

Return relative to maximum drawdown

2.75

0.44

+2.30

Martin ratio

Return relative to average drawdown

9.80

1.39

+8.42

NEMIX vs. NMANX - Sharpe Ratio Comparison

The current NEMIX Sharpe Ratio is 2.24, which is higher than the NMANX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of NEMIX and NMANX, 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


NEMIXNMANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

0.42

+1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.11

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.50

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.50

-0.13

Correlation

The correlation between NEMIX and NMANX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NEMIX vs. NMANX - Dividend Comparison

NEMIX's dividend yield for the trailing twelve months is around 0.02%, less than NMANX's 24.34% yield.


TTM20252024202320222021202020192018201720162015
NEMIX
Neuberger Berman Emerging Markets Equity Fund
0.02%0.02%0.14%1.34%0.44%1.06%0.36%1.80%1.00%0.63%0.52%0.69%
NMANX
Neuberger Berman Mid Cap Growth Fund
24.34%23.10%9.85%3.19%4.87%16.30%9.58%5.43%11.70%8.94%5.00%9.00%

Drawdowns

NEMIX vs. NMANX - Drawdown Comparison

The maximum NEMIX drawdown since its inception was -41.28%, smaller than the maximum NMANX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for NEMIX and NMANX.


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Drawdown Indicators


NEMIXNMANXDifference

Max Drawdown

Largest peak-to-trough decline

-41.28%

-72.14%

+30.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-17.71%

+6.05%

Max Drawdown (5Y)

Largest decline over 5 years

-38.67%

-38.10%

-0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-41.28%

-38.10%

-3.18%

Current Drawdown

Current decline from peak

-9.94%

-14.20%

+4.26%

Average Drawdown

Average peak-to-trough decline

-14.25%

-17.45%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

5.65%

-2.38%

Volatility

NEMIX vs. NMANX - Volatility Comparison

The current volatility for Neuberger Berman Emerging Markets Equity Fund (NEMIX) is 6.32%, while Neuberger Berman Mid Cap Growth Fund (NMANX) has a volatility of 8.87%. This indicates that NEMIX experiences smaller price fluctuations and is considered to be less risky than NMANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEMIXNMANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

8.87%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.10%

16.47%

-5.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

23.78%

-8.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

23.16%

-7.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

22.36%

-5.63%