NGUAX vs. NBSRX
Compare and contrast key facts about Neuberger Berman Guardian Fund (NGUAX) and Neuberger Berman Sustainable Equity Fund (NBSRX).
NGUAX is managed by Neuberger Berman. It was launched on Jun 1, 1950. NBSRX is managed by Neuberger Berman. It was launched on Mar 16, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NGUAX or NBSRX.
Key characteristics
| NGUAX | NBSRX | |
|---|---|---|
| YTD Return | 23.27% | 28.02% |
| 1Y Return | 34.01% | 41.03% |
| 3Y Return (Ann) | 4.74% | 7.55% |
| 5Y Return (Ann) | 12.78% | 10.47% |
| 10Y Return (Ann) | 5.55% | 5.82% |
| Sharpe Ratio | 2.29 | 2.29 |
| Sortino Ratio | 3.10 | 3.23 |
| Omega Ratio | 1.44 | 1.62 |
| Calmar Ratio | 2.38 | 3.06 |
| Martin Ratio | 16.39 | 25.40 |
| Ulcer Index | 2.20% | 1.69% |
| Daily Std Dev | 15.76% | 18.79% |
| Max Drawdown | -79.34% | -53.14% |
| Current Drawdown | -0.23% | 0.00% |
Correlation
The correlation between NGUAX and NBSRX is 0.94, 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.
Performance
NGUAX vs. NBSRX - Performance Comparison
In the year-to-date period, NGUAX achieves a 23.27% return, which is significantly lower than NBSRX's 28.02% return. Both investments have delivered pretty close results over the past 10 years, with NGUAX having a 5.55% annualized return and NBSRX not far ahead at 5.82%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NGUAX vs. NBSRX - Expense Ratio Comparison
NGUAX has a 0.82% expense ratio, which is lower than NBSRX's 0.85% expense ratio.
Risk-Adjusted Performance
NGUAX vs. NBSRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Guardian Fund (NGUAX) and Neuberger Berman Sustainable Equity Fund (NBSRX). 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.
Dividends
NGUAX vs. NBSRX - Dividend Comparison
NGUAX's dividend yield for the trailing twelve months is around 3.66%, less than NBSRX's 7.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGUAX Neuberger Berman Guardian Fund | 3.66% | 4.51% | 6.62% | 0.10% | 0.20% | 0.36% | 0.76% | 0.62% | 0.72% | 0.78% | 0.80% | 0.54% |
NBSRX Neuberger Berman Sustainable Equity Fund | 7.79% | 9.97% | 10.09% | 0.46% | 0.60% | 0.66% | 0.49% | 0.63% | 0.65% | 0.68% | 0.74% | 0.86% |
Drawdowns
NGUAX vs. NBSRX - Drawdown Comparison
The maximum NGUAX drawdown since its inception was -79.34%, which is greater than NBSRX's maximum drawdown of -53.14%. Use the drawdown chart below to compare losses from any high point for NGUAX and NBSRX. For additional features, visit the drawdowns tool.
Volatility
NGUAX vs. NBSRX - Volatility Comparison
Neuberger Berman Guardian Fund (NGUAX) and Neuberger Berman Sustainable Equity Fund (NBSRX) have volatilities of 4.20% and 4.22%, 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.