NEMIX vs. VYM
NEMIX (Neuberger Berman Emerging Markets Equity Fund) and VYM (Vanguard High Dividend Yield ETF) are both funds - NEMIX is a Emerging Markets Equities fund managed by Neuberger Berman, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, NEMIX returned 7.08%/yr vs 11.71%/yr for VYM. Their 0.59 correlation means they have sometimes moved together and sometimes differently. NEMIX charges 1.23%/yr vs 0.04%/yr for VYM.
Performance
NEMIX vs. VYM - Performance Comparison
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Returns By Period
In the year-to-date period, NEMIX achieves a 8.68% return, which is significantly lower than VYM's 14.21% return. Over the past 10 years, NEMIX has underperformed VYM with an annualized return of 7.08%, while VYM has yielded a comparatively higher 11.71% annualized return.
NEMIX
- 1D
- 1.98%
- 1M
- 5.84%
- 6M
- 0.91%
- YTD
- 8.68%
- 1Y
- 25.47%
- 3Y*
- 17.25%
- 5Y*
- 4.98%
- 10Y*
- 7.08%
- ALL TIME*
- 7.29%
VYM
- 1D
- 0.00%
- 1M
- 1.56%
- 6M
- 9.31%
- YTD
- 14.21%
- 1Y
- 24.90%
- 3Y*
- 16.96%
- 5Y*
- 12.20%
- 10Y*
- 11.71%
- ALL TIME*
- 9.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $195.34M | $198.02M | $200.78M |
NEMIX vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEMIX Neuberger Berman Emerging Markets Equity Fund | 8.68% | 35.31% | 12.87% | 4.68% | -23.86% | -3.32% | 13.31% | 18.98% | -17.32% | 41.62% |
VYM Vanguard High Dividend Yield ETF | 14.21% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Correlation
The correlation between NEMIX and VYM is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2008 | 0.59 |
The correlation between NEMIX and VYM shifts across timeframes, from 0.42 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NEMIX vs. VYM — Risk / Return Rank
NEMIX
VYM
NEMIX vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Emerging Markets Equity Fund (NEMIX) and Vanguard High Dividend Yield ETF (VYM). 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.
| NEMIX | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.43 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 3.56 | -1.65 |
| Martin ratioReturn relative to average drawdown | 4.46 | 13.40 | -8.94 |
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Drawdowns
NEMIX vs. VYM - Drawdown Comparison
The maximum NEMIX drawdown since its inception was -41.28%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for NEMIX and VYM.
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Drawdown Indicators
| NEMIX | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.28% | -56.98% | +15.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -6.69% | -5.23% |
Max Drawdown (3Y)Largest decline over 3 years | -13.42% | -14.46% | +1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -35.58% | -15.84% | -19.74% |
Max Drawdown (10Y)Largest decline over 10 years | -41.28% | -35.21% | -6.07% |
Current DrawdownCurrent decline from peak | -4.89% | -1.15% | -3.74% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -7.14% | -6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 1.78% | +3.33% |
Volatility
NEMIX vs. VYM - Volatility Comparison
Neuberger Berman Emerging Markets Equity Fund (NEMIX) has a higher volatility of 3.59% compared to Vanguard High Dividend Yield ETF (VYM) at 2.46%. This indicates that NEMIX's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEMIX | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 2.46% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 7.42% | +3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.68% | 10.29% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 13.87% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 16.29% | +0.45% |
NEMIX vs. VYM - Expense Ratio Comparison
NEMIX has a 1.23% expense ratio, which is higher than VYM's 0.04% expense ratio.
Dividends
NEMIX vs. VYM - Dividend Comparison
NEMIX's dividend yield for the trailing twelve months is around 0.02%, less than VYM's 2.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYM Vanguard High Dividend Yield ETF | 2.24% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
NEMIX and VYM have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEMIX has higher volatility (3.59%) compared to VYM (2.46%). In terms of maximum drawdown, NEMIX dropped -41.28% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.34 vs 1.56), 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.
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