NGUAX vs. SWLGX
Compare and contrast key facts about Neuberger Berman Guardian Fund (NGUAX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
NGUAX is managed by Neuberger Berman. It was launched on Jun 1, 1950. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NGUAX or SWLGX.
Key characteristics
| NGUAX | SWLGX | |
|---|---|---|
| YTD Return | 23.39% | 32.22% |
| 1Y Return | 34.42% | 42.61% |
| 3Y Return (Ann) | 4.77% | 10.49% |
| 5Y Return (Ann) | 12.73% | 20.03% |
| Sharpe Ratio | 2.17 | 2.55 |
| Sortino Ratio | 2.96 | 3.27 |
| Omega Ratio | 1.42 | 1.47 |
| Calmar Ratio | 2.25 | 3.24 |
| Martin Ratio | 15.50 | 12.73 |
| Ulcer Index | 2.20% | 3.34% |
| Daily Std Dev | 15.73% | 16.67% |
| Max Drawdown | -79.34% | -32.69% |
| Current Drawdown | -0.13% | 0.00% |
Correlation
The correlation between NGUAX and SWLGX is 0.95, 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. SWLGX - Performance Comparison
In the year-to-date period, NGUAX achieves a 23.39% return, which is significantly lower than SWLGX's 32.22% return. 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. SWLGX - Expense Ratio Comparison
NGUAX has a 0.82% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Risk-Adjusted Performance
NGUAX vs. SWLGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Guardian Fund (NGUAX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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. SWLGX - Dividend Comparison
NGUAX's dividend yield for the trailing twelve months is around 3.65%, more than SWLGX's 0.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGUAX Neuberger Berman Guardian Fund | 3.65% | 4.51% | 6.62% | 0.10% | 0.20% | 0.36% | 0.76% | 0.62% | 0.72% | 0.78% | 0.80% | 0.54% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.51% | 0.67% | 0.93% | 0.57% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NGUAX vs. SWLGX - Drawdown Comparison
The maximum NGUAX drawdown since its inception was -79.34%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for NGUAX and SWLGX. For additional features, visit the drawdowns tool.
Volatility
NGUAX vs. SWLGX - Volatility Comparison
The current volatility for Neuberger Berman Guardian Fund (NGUAX) is 4.16%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.05%. This indicates that NGUAX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.