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NHINX vs. VWEHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NHINX vs. VWEHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman High Income Bond Fund (NHINX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). The values are adjusted to include any dividend payments, if applicable.

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NHINX vs. VWEHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NHINX
Neuberger Berman High Income Bond Fund
-1.17%8.39%7.94%9.92%-13.02%4.42%6.27%13.90%-2.63%5.09%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
-1.15%9.38%6.33%11.66%-9.04%2.97%5.30%15.81%-2.93%7.05%

Returns By Period

The year-to-date returns for both investments are quite close, with NHINX having a -1.17% return and VWEHX slightly higher at -1.15%. Over the past 10 years, NHINX has underperformed VWEHX with an annualized return of 4.71%, while VWEHX has yielded a comparatively higher 5.18% annualized return.


NHINX

1D
0.66%
1M
-1.82%
YTD
-1.17%
6M
0.15%
1Y
6.08%
3Y*
7.34%
5Y*
2.68%
10Y*
4.71%

VWEHX

1D
0.55%
1M
-1.62%
YTD
-1.15%
6M
0.56%
1Y
6.47%
3Y*
7.55%
5Y*
3.89%
10Y*
5.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NHINX vs. VWEHX - Expense Ratio Comparison

NHINX has a 0.85% expense ratio, which is higher than VWEHX's 0.23% expense ratio.


Return for Risk

NHINX vs. VWEHX — Risk / Return Rank

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

NHINX
NHINX Risk / Return Rank: 8484
Overall Rank
NHINX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NHINX Sortino Ratio Rank: 8686
Sortino Ratio Rank
NHINX Omega Ratio Rank: 8686
Omega Ratio Rank
NHINX Calmar Ratio Rank: 8181
Calmar Ratio Rank
NHINX Martin Ratio Rank: 8181
Martin Ratio Rank

VWEHX
VWEHX Risk / Return Rank: 9292
Overall Rank
VWEHX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VWEHX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VWEHX Omega Ratio Rank: 9393
Omega Ratio Rank
VWEHX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VWEHX Martin Ratio Rank: 9292
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. VWEHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman High Income Bond Fund (NHINX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). 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.


NHINXVWEHXDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.90

-0.24

Sortino ratio

Return per unit of downside risk

2.36

2.86

-0.49

Omega ratio

Gain probability vs. loss probability

1.38

1.46

-0.09

Calmar ratio

Return relative to maximum drawdown

2.11

2.79

-0.68

Martin ratio

Return relative to average drawdown

8.63

11.37

-2.73

NHINX vs. VWEHX - Sharpe Ratio Comparison

The current NHINX Sharpe Ratio is 1.66, which is comparable to the VWEHX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of NHINX and VWEHX, 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


NHINXVWEHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.90

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.80

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.99

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.87

+0.24

Correlation

The correlation between NHINX and VWEHX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NHINX vs. VWEHX - Dividend Comparison

NHINX's dividend yield for the trailing twelve months is around 5.99%, more than VWEHX's 5.78% yield.


TTM20252024202320222021202020192018201720162015
NHINX
Neuberger Berman High Income Bond Fund
5.99%6.43%6.80%5.38%4.37%4.67%4.73%5.22%5.63%5.00%5.33%6.38%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
5.78%6.15%6.11%5.68%5.11%3.43%4.62%5.24%5.94%5.29%5.41%6.42%

Drawdowns

NHINX vs. VWEHX - Drawdown Comparison

The maximum NHINX drawdown since its inception was -29.47%, roughly equal to the maximum VWEHX drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for NHINX and VWEHX.


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Drawdown Indicators


NHINXVWEHXDifference

Max Drawdown

Largest peak-to-trough decline

-29.47%

-30.17%

+0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-2.52%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-16.38%

-13.83%

-2.55%

Max Drawdown (10Y)

Largest decline over 10 years

-22.85%

-19.69%

-3.16%

Current Drawdown

Current decline from peak

-1.94%

-1.80%

-0.14%

Average Drawdown

Average peak-to-trough decline

-3.77%

-4.30%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

0.62%

+0.12%

Volatility

NHINX vs. VWEHX - Volatility Comparison

Neuberger Berman High Income Bond Fund (NHINX) has a higher volatility of 1.53% compared to Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) at 1.39%. This indicates that NHINX's price experiences larger fluctuations and is considered to be riskier than VWEHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NHINXVWEHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.39%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

2.29%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

3.45%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.19%

4.85%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.90%

5.26%

+0.64%