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NMANX vs. NFIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMANX vs. NFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Mid Cap Growth Fund (NMANX) and Neuberger Berman Floating Rate Income Fund (NFIAX). The values are adjusted to include any dividend payments, if applicable.

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NMANX vs. NFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMANX
Neuberger Berman Mid Cap Growth Fund
-4.02%5.51%24.39%18.21%-28.82%12.42%39.45%33.62%-6.28%29.01%
NFIAX
Neuberger Berman Floating Rate Income Fund
-0.72%5.83%8.89%10.92%-3.26%4.27%3.63%8.31%-1.13%3.19%

Returns By Period

In the year-to-date period, NMANX achieves a -4.02% return, which is significantly lower than NFIAX's -0.72% return. Over the past 10 years, NMANX has outperformed NFIAX with an annualized return of 11.19%, while NFIAX has yielded a comparatively lower 4.50% annualized return.


NMANX

1D
1.15%
1M
-4.22%
YTD
-4.02%
6M
-11.88%
1Y
8.66%
3Y*
11.34%
5Y*
2.74%
10Y*
11.19%

NFIAX

1D
0.00%
1M
0.22%
YTD
-0.72%
6M
0.64%
1Y
4.75%
3Y*
7.17%
5Y*
4.78%
10Y*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMANX vs. NFIAX - Expense Ratio Comparison

NMANX has a 0.83% expense ratio, which is lower than NFIAX's 0.97% expense ratio.


Return for Risk

NMANX vs. NFIAX — Risk / Return Rank

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

NMANX
NMANX Risk / Return Rank: 1212
Overall Rank
NMANX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
NMANX Sortino Ratio Rank: 1212
Sortino Ratio Rank
NMANX Omega Ratio Rank: 1111
Omega Ratio Rank
NMANX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NMANX Martin Ratio Rank: 1313
Martin Ratio Rank

NFIAX
NFIAX Risk / Return Rank: 9090
Overall Rank
NFIAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
NFIAX Sortino Ratio Rank: 9090
Sortino Ratio Rank
NFIAX Omega Ratio Rank: 9797
Omega Ratio Rank
NFIAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
NFIAX Martin Ratio Rank: 9191
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.

NMANX vs. NFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Mid Cap Growth Fund (NMANX) and Neuberger Berman Floating Rate Income Fund (NFIAX). 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.


NMANXNFIAXDifference

Sharpe ratio

Return per unit of total volatility

0.43

1.77

-1.34

Sortino ratio

Return per unit of downside risk

0.76

2.72

-1.96

Omega ratio

Gain probability vs. loss probability

1.10

1.63

-0.53

Calmar ratio

Return relative to maximum drawdown

0.63

2.67

-2.04

Martin ratio

Return relative to average drawdown

1.95

11.53

-9.59

NMANX vs. NFIAX - Sharpe Ratio Comparison

The current NMANX Sharpe Ratio is 0.43, which is lower than the NFIAX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of NMANX and NFIAX, 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


NMANXNFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.77

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

1.81

-1.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

1.13

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.22

-0.72

Correlation

The correlation between NMANX and NFIAX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NMANX vs. NFIAX - Dividend Comparison

NMANX's dividend yield for the trailing twelve months is around 24.06%, more than NFIAX's 6.24% yield.


TTM20252024202320222021202020192018201720162015
NMANX
Neuberger Berman Mid Cap Growth Fund
24.06%23.10%9.85%3.19%4.87%16.30%9.58%5.43%11.70%8.94%5.00%9.00%
NFIAX
Neuberger Berman Floating Rate Income Fund
6.24%6.84%8.05%6.89%3.97%3.36%3.68%4.71%4.32%3.44%3.46%4.05%

Drawdowns

NMANX vs. NFIAX - Drawdown Comparison

The maximum NMANX drawdown since its inception was -72.14%, which is greater than NFIAX's maximum drawdown of -22.18%. Use the drawdown chart below to compare losses from any high point for NMANX and NFIAX.


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Drawdown Indicators


NMANXNFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-72.14%

-22.18%

-49.96%

Max Drawdown (1Y)

Largest decline over 1 year

-17.71%

-1.30%

-16.41%

Max Drawdown (5Y)

Largest decline over 5 years

-38.10%

-6.84%

-31.26%

Max Drawdown (10Y)

Largest decline over 10 years

-38.10%

-22.18%

-15.92%

Current Drawdown

Current decline from peak

-13.21%

-0.83%

-12.38%

Average Drawdown

Average peak-to-trough decline

-17.45%

-0.84%

-16.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.71%

0.45%

+5.26%

Volatility

NMANX vs. NFIAX - Volatility Comparison

Neuberger Berman Mid Cap Growth Fund (NMANX) has a higher volatility of 8.86% compared to Neuberger Berman Floating Rate Income Fund (NFIAX) at 0.59%. This indicates that NMANX's price experiences larger fluctuations and is considered to be riskier than NFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMANXNFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.86%

0.59%

+8.27%

Volatility (6M)

Calculated over the trailing 6-month period

16.46%

1.58%

+14.88%

Volatility (1Y)

Calculated over the trailing 1-year period

23.80%

2.71%

+21.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.15%

2.66%

+20.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.36%

4.01%

+18.35%