NGUAX vs. ^GSPC
Compare and contrast key facts about Neuberger Berman Guardian Fund (NGUAX) and S&P 500 (^GSPC).
NGUAX is managed by Neuberger Berman. It was launched on Jun 1, 1950.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NGUAX or ^GSPC.
Key characteristics
| NGUAX | ^GSPC | |
|---|---|---|
| YTD Return | 23.39% | 25.48% |
| 1Y Return | 32.00% | 33.14% |
| 3Y Return (Ann) | 4.76% | 8.55% |
| 5Y Return (Ann) | 12.52% | 13.96% |
| 10Y Return (Ann) | 5.56% | 11.39% |
| Sharpe Ratio | 2.19 | 2.91 |
| Sortino Ratio | 2.98 | 3.88 |
| Omega Ratio | 1.42 | 1.55 |
| Calmar Ratio | 2.53 | 4.20 |
| Martin Ratio | 15.62 | 18.80 |
| Ulcer Index | 2.20% | 1.90% |
| Daily Std Dev | 15.72% | 12.27% |
| Max Drawdown | -79.34% | -56.78% |
| Current Drawdown | -0.13% | -0.27% |
Correlation
The correlation between NGUAX and ^GSPC is 0.89, 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. ^GSPC - Performance Comparison
In the year-to-date period, NGUAX achieves a 23.39% return, which is significantly lower than ^GSPC's 25.48% return. Over the past 10 years, NGUAX has underperformed ^GSPC with an annualized return of 5.56%, while ^GSPC has yielded a comparatively higher 11.39% annualized 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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Risk-Adjusted Performance
NGUAX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Guardian Fund (NGUAX) and S&P 500 (^GSPC). 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.
Drawdowns
NGUAX vs. ^GSPC - Drawdown Comparison
The maximum NGUAX drawdown since its inception was -79.34%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for NGUAX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
NGUAX vs. ^GSPC - Volatility Comparison
Neuberger Berman Guardian Fund (NGUAX) has a higher volatility of 4.02% compared to S&P 500 (^GSPC) at 3.75%. This indicates that NGUAX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.