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NINLX vs. NBSRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NINLX vs. NBSRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Intrinsic Value Fund (NINLX) and Neuberger Berman Sustainable Equity Fund (NBSRX). The values are adjusted to include any dividend payments, if applicable.

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NINLX vs. NBSRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NINLX
Neuberger Berman Intrinsic Value Fund
2.49%18.20%7.62%13.89%-20.22%26.42%27.14%24.92%-10.56%16.81%
NBSRX
Neuberger Berman Sustainable Equity Fund
-3.86%17.37%28.23%26.76%-18.81%23.30%19.35%25.95%-6.00%18.84%

Returns By Period

In the year-to-date period, NINLX achieves a 2.49% return, which is significantly higher than NBSRX's -3.86% return. Over the past 10 years, NINLX has underperformed NBSRX with an annualized return of 10.79%, while NBSRX has yielded a comparatively higher 12.89% annualized return.


NINLX

1D
3.38%
1M
-5.22%
YTD
2.49%
6M
6.48%
1Y
33.80%
3Y*
12.16%
5Y*
5.00%
10Y*
10.79%

NBSRX

1D
2.89%
1M
-4.56%
YTD
-3.86%
6M
2.13%
1Y
15.39%
3Y*
20.05%
5Y*
11.06%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NINLX vs. NBSRX - Expense Ratio Comparison

NINLX has a 1.01% expense ratio, which is higher than NBSRX's 0.85% expense ratio.


Return for Risk

NINLX vs. NBSRX — Risk / Return Rank

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

NINLX
NINLX Risk / Return Rank: 7474
Overall Rank
NINLX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
NINLX Sortino Ratio Rank: 7474
Sortino Ratio Rank
NINLX Omega Ratio Rank: 6565
Omega Ratio Rank
NINLX Calmar Ratio Rank: 7979
Calmar Ratio Rank
NINLX Martin Ratio Rank: 7878
Martin Ratio Rank

NBSRX
NBSRX Risk / Return Rank: 4949
Overall Rank
NBSRX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
NBSRX Sortino Ratio Rank: 4949
Sortino Ratio Rank
NBSRX Omega Ratio Rank: 4545
Omega Ratio Rank
NBSRX Calmar Ratio Rank: 5656
Calmar Ratio Rank
NBSRX Martin Ratio Rank: 5454
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.

NINLX vs. NBSRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Intrinsic Value Fund (NINLX) 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.


NINLXNBSRXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.94

+0.43

Sortino ratio

Return per unit of downside risk

1.94

1.48

+0.46

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

2.00

1.44

+0.56

Martin ratio

Return relative to average drawdown

8.15

5.56

+2.59

NINLX vs. NBSRX - Sharpe Ratio Comparison

The current NINLX Sharpe Ratio is 1.37, which is higher than the NBSRX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of NINLX and NBSRX, 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


NINLXNBSRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.94

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.69

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.74

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.57

-0.12

Correlation

The correlation between NINLX and NBSRX is 0.85, 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

NINLX vs. NBSRX - Dividend Comparison

NINLX's dividend yield for the trailing twelve months is around 4.15%, more than NBSRX's 2.45% yield.


TTM20252024202320222021202020192018201720162015
NINLX
Neuberger Berman Intrinsic Value Fund
4.15%4.25%0.92%0.25%3.76%6.40%1.62%2.85%14.51%5.19%1.42%5.22%
NBSRX
Neuberger Berman Sustainable Equity Fund
2.45%2.35%5.88%9.72%10.06%10.35%6.16%9.08%10.03%6.14%4.53%6.40%

Drawdowns

NINLX vs. NBSRX - Drawdown Comparison

The maximum NINLX drawdown since its inception was -59.95%, which is greater than NBSRX's maximum drawdown of -53.74%. Use the drawdown chart below to compare losses from any high point for NINLX and NBSRX.


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Drawdown Indicators


NINLXNBSRXDifference

Max Drawdown

Largest peak-to-trough decline

-59.95%

-53.74%

-6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-15.46%

-10.07%

-5.39%

Max Drawdown (5Y)

Largest decline over 5 years

-28.71%

-25.39%

-3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-44.43%

-34.07%

-10.36%

Current Drawdown

Current decline from peak

-6.31%

-7.43%

+1.12%

Average Drawdown

Average peak-to-trough decline

-9.96%

-7.09%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

2.60%

+1.18%

Volatility

NINLX vs. NBSRX - Volatility Comparison

Neuberger Berman Intrinsic Value Fund (NINLX) has a higher volatility of 8.18% compared to Neuberger Berman Sustainable Equity Fund (NBSRX) at 5.51%. This indicates that NINLX's price experiences larger fluctuations and is considered to be riskier than NBSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NINLXNBSRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

5.51%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

16.01%

10.82%

+5.19%

Volatility (1Y)

Calculated over the trailing 1-year period

25.22%

17.44%

+7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.79%

16.12%

+5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.04%

17.48%

+5.56%