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NLSIX vs. BIVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NLSIX vs. BIVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Long Short Fund (NLSIX) and Invenomic Fund Institutional Class (BIVIX). The values are adjusted to include any dividend payments, if applicable.

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NLSIX vs. BIVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NLSIX
Neuberger Berman Long Short Fund
-3.63%7.20%7.47%13.10%-6.85%9.01%15.27%17.11%-6.92%5.09%
BIVIX
Invenomic Fund Institutional Class
6.05%4.63%-8.81%16.80%50.01%63.81%11.46%11.59%3.68%8.93%

Returns By Period

In the year-to-date period, NLSIX achieves a -3.63% return, which is significantly lower than BIVIX's 6.05% return.


NLSIX

1D
0.00%
1M
-2.86%
YTD
-3.63%
6M
-3.20%
1Y
3.47%
3Y*
6.40%
5Y*
4.72%
10Y*
6.37%

BIVIX

1D
3.47%
1M
2.62%
YTD
6.05%
6M
11.34%
1Y
7.17%
3Y*
1.96%
5Y*
17.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NLSIX vs. BIVIX - Expense Ratio Comparison

NLSIX has a 1.28% expense ratio, which is lower than BIVIX's 3.17% expense ratio.


Return for Risk

NLSIX vs. BIVIX — Risk / Return Rank

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

NLSIX
NLSIX Risk / Return Rank: 2222
Overall Rank
NLSIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NLSIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
NLSIX Omega Ratio Rank: 2121
Omega Ratio Rank
NLSIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
NLSIX Martin Ratio Rank: 2222
Martin Ratio Rank

BIVIX
BIVIX Risk / Return Rank: 1313
Overall Rank
BIVIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BIVIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
BIVIX Omega Ratio Rank: 1010
Omega Ratio Rank
BIVIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
BIVIX Martin Ratio Rank: 1212
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.

NLSIX vs. BIVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Long Short Fund (NLSIX) and Invenomic Fund Institutional Class (BIVIX). 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.


NLSIXBIVIXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.33

+0.24

Sortino ratio

Return per unit of downside risk

0.87

0.67

+0.20

Omega ratio

Gain probability vs. loss probability

1.12

1.07

+0.05

Calmar ratio

Return relative to maximum drawdown

0.63

0.44

+0.19

Martin ratio

Return relative to average drawdown

2.31

0.99

+1.32

NLSIX vs. BIVIX - Sharpe Ratio Comparison

The current NLSIX Sharpe Ratio is 0.57, which is higher than the BIVIX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of NLSIX and BIVIX, 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


NLSIXBIVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.33

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

1.07

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

1.05

-0.15

Correlation

The correlation between NLSIX and BIVIX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

NLSIX vs. BIVIX - Dividend Comparison

NLSIX's dividend yield for the trailing twelve months is around 0.05%, less than BIVIX's 2.07% yield.


TTM20252024202320222021202020192018201720162015
NLSIX
Neuberger Berman Long Short Fund
0.05%0.05%0.02%0.97%7.01%1.13%2.15%2.39%5.91%0.00%0.00%0.01%
BIVIX
Invenomic Fund Institutional Class
2.07%2.20%3.95%20.15%27.91%16.08%3.15%3.19%4.79%1.21%0.00%0.00%

Drawdowns

NLSIX vs. BIVIX - Drawdown Comparison

The maximum NLSIX drawdown since its inception was -14.75%, smaller than the maximum BIVIX drawdown of -18.32%. Use the drawdown chart below to compare losses from any high point for NLSIX and BIVIX.


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Drawdown Indicators


NLSIXBIVIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.75%

-18.32%

+3.57%

Max Drawdown (1Y)

Largest decline over 1 year

-4.39%

-13.71%

+9.32%

Max Drawdown (5Y)

Largest decline over 5 years

-10.79%

-17.23%

+6.44%

Max Drawdown (10Y)

Largest decline over 10 years

-14.75%

Current Drawdown

Current decline from peak

-4.39%

-0.64%

-3.75%

Average Drawdown

Average peak-to-trough decline

-2.03%

-5.75%

+3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

6.10%

-4.91%

Volatility

NLSIX vs. BIVIX - Volatility Comparison

The current volatility for Neuberger Berman Long Short Fund (NLSIX) is 1.89%, while Invenomic Fund Institutional Class (BIVIX) has a volatility of 7.63%. This indicates that NLSIX experiences smaller price fluctuations and is considered to be less risky than BIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NLSIXBIVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

7.63%

-5.74%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

16.63%

-13.23%

Volatility (1Y)

Calculated over the trailing 1-year period

6.34%

20.71%

-14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.63%

16.09%

-9.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.29%

16.60%

-9.31%