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NHINX vs. SCFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NHINX vs. SCFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman High Income Bond Fund (NHINX) and Shenkman Capital Short Duration High Income Fund (SCFIX). The values are adjusted to include any dividend payments, if applicable.

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NHINX vs. SCFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NHINX
Neuberger Berman High Income Bond Fund
-1.82%8.39%7.94%9.92%-13.02%4.42%6.27%13.90%-2.63%5.09%
SCFIX
Shenkman Capital Short Duration High Income Fund
-0.61%7.02%6.11%9.24%-2.52%5.08%3.36%7.61%0.85%3.54%

Returns By Period

In the year-to-date period, NHINX achieves a -1.82% return, which is significantly lower than SCFIX's -0.61% return. Over the past 10 years, NHINX has outperformed SCFIX with an annualized return of 4.64%, while SCFIX has yielded a comparatively lower 4.30% annualized return.


NHINX

1D
0.13%
1M
-2.59%
YTD
-1.82%
6M
-0.51%
1Y
5.52%
3Y*
7.11%
5Y*
2.60%
10Y*
4.64%

SCFIX

1D
0.10%
1M
-0.81%
YTD
-0.61%
6M
0.92%
1Y
5.06%
3Y*
6.27%
5Y*
4.65%
10Y*
4.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NHINX vs. SCFIX - Expense Ratio Comparison

NHINX has a 0.85% expense ratio, which is higher than SCFIX's 0.67% expense ratio.


Return for Risk

NHINX vs. SCFIX — Risk / Return Rank

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

NHINX
NHINX Risk / Return Rank: 8383
Overall Rank
NHINX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
NHINX Sortino Ratio Rank: 8787
Sortino Ratio Rank
NHINX Omega Ratio Rank: 8787
Omega Ratio Rank
NHINX Calmar Ratio Rank: 7878
Calmar Ratio Rank
NHINX Martin Ratio Rank: 7878
Martin Ratio Rank

SCFIX
SCFIX Risk / Return Rank: 9696
Overall Rank
SCFIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SCFIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SCFIX Omega Ratio Rank: 9797
Omega Ratio Rank
SCFIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
SCFIX Martin Ratio Rank: 9797
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.

NHINX vs. SCFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman High Income Bond Fund (NHINX) and Shenkman Capital Short Duration High Income Fund (SCFIX). 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.


NHINXSCFIXDifference

Sharpe ratio

Return per unit of total volatility

1.64

2.61

-0.97

Sortino ratio

Return per unit of downside risk

2.32

3.70

-1.38

Omega ratio

Gain probability vs. loss probability

1.37

1.65

-0.28

Calmar ratio

Return relative to maximum drawdown

1.83

3.04

-1.21

Martin ratio

Return relative to average drawdown

7.60

15.96

-8.36

NHINX vs. SCFIX - Sharpe Ratio Comparison

The current NHINX Sharpe Ratio is 1.64, which is lower than the SCFIX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of NHINX and SCFIX, 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


NHINXSCFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.61

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

1.60

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

1.32

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

1.30

-0.19

Correlation

The correlation between NHINX and SCFIX is 0.74, 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.


Dividends

NHINX vs. SCFIX - Dividend Comparison

NHINX's dividend yield for the trailing twelve months is around 6.03%, more than SCFIX's 5.00% yield.


TTM20252024202320222021202020192018201720162015
NHINX
Neuberger Berman High Income Bond Fund
6.03%6.43%6.80%5.38%4.37%4.67%4.73%5.22%5.63%5.00%5.33%6.38%
SCFIX
Shenkman Capital Short Duration High Income Fund
5.00%5.54%5.85%5.21%3.86%4.93%3.24%3.78%3.87%3.09%3.07%3.38%

Drawdowns

NHINX vs. SCFIX - Drawdown Comparison

The maximum NHINX drawdown since its inception was -29.47%, which is greater than SCFIX's maximum drawdown of -13.08%. Use the drawdown chart below to compare losses from any high point for NHINX and SCFIX.


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Drawdown Indicators


NHINXSCFIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.47%

-13.08%

-16.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-1.63%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-16.38%

-6.30%

-10.08%

Max Drawdown (10Y)

Largest decline over 10 years

-22.85%

-13.08%

-9.77%

Current Drawdown

Current decline from peak

-2.59%

-1.01%

-1.58%

Average Drawdown

Average peak-to-trough decline

-3.77%

-0.52%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.31%

+0.42%

Volatility

NHINX vs. SCFIX - Volatility Comparison

Neuberger Berman High Income Bond Fund (NHINX) has a higher volatility of 1.31% compared to Shenkman Capital Short Duration High Income Fund (SCFIX) at 0.79%. This indicates that NHINX's price experiences larger fluctuations and is considered to be riskier than SCFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NHINXSCFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

0.79%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

1.19%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

1.96%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.19%

2.92%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.90%

3.27%

+2.63%