PortfoliosLab logo
NMANX vs. PRWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NMANX and PRWAX is 0.84, 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.


Performance

NMANX vs. PRWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Mid Cap Growth Fund (NMANX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

NMANX:

0.61

PRWAX:

0.57

Sortino Ratio

NMANX:

0.84

PRWAX:

0.86

Omega Ratio

NMANX:

1.11

PRWAX:

1.12

Calmar Ratio

NMANX:

0.49

PRWAX:

0.54

Martin Ratio

NMANX:

1.46

PRWAX:

2.00

Ulcer Index

NMANX:

8.72%

PRWAX:

5.16%

Daily Std Dev

NMANX:

25.37%

PRWAX:

19.40%

Max Drawdown

NMANX:

-61.40%

PRWAX:

-55.06%

Current Drawdown

NMANX:

-6.98%

PRWAX:

-3.87%

Returns By Period

In the year-to-date period, NMANX achieves a 3.23% return, which is significantly higher than PRWAX's 1.25% return. Over the past 10 years, NMANX has underperformed PRWAX with an annualized return of 9.86%, while PRWAX has yielded a comparatively higher 15.46% annualized return.


NMANX

YTD

3.23%

1M

8.99%

6M

-3.52%

1Y

15.23%

3Y*

12.24%

5Y*

10.35%

10Y*

9.86%

PRWAX

YTD

1.25%

1M

5.75%

6M

-1.34%

1Y

11.03%

3Y*

15.19%

5Y*

16.03%

10Y*

15.46%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NMANX vs. PRWAX - Expense Ratio Comparison

NMANX has a 0.83% expense ratio, which is higher than PRWAX's 0.76% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NMANX vs. PRWAX — Risk-Adjusted Performance Rank

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

NMANX
The Risk-Adjusted Performance Rank of NMANX is 4141
Overall Rank
The Sharpe Ratio Rank of NMANX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of NMANX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of NMANX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of NMANX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of NMANX is 3434
Martin Ratio Rank

PRWAX
The Risk-Adjusted Performance Rank of PRWAX is 4545
Overall Rank
The Sharpe Ratio Rank of PRWAX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWAX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of PRWAX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of PRWAX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of PRWAX is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NMANX vs. PRWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Mid Cap Growth Fund (NMANX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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.


The current NMANX Sharpe Ratio is 0.61, which is comparable to the PRWAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of NMANX and PRWAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NMANX vs. PRWAX - Dividend Comparison

NMANX's dividend yield for the trailing twelve months is around 9.54%, more than PRWAX's 9.11% yield.


TTM20242023202220212020201920182017201620152014
NMANX
Neuberger Berman Mid Cap Growth Fund
9.54%9.85%3.19%4.87%16.30%9.57%5.43%11.70%8.95%4.87%8.76%12.72%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
9.11%9.22%5.10%3.11%20.51%15.44%7.01%12.58%12.30%6.19%8.84%14.73%

Drawdowns

NMANX vs. PRWAX - Drawdown Comparison

The maximum NMANX drawdown since its inception was -61.40%, which is greater than PRWAX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for NMANX and PRWAX.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NMANX vs. PRWAX - Volatility Comparison

Neuberger Berman Mid Cap Growth Fund (NMANX) has a higher volatility of 6.13% compared to T. Rowe Price All-Cap Opportunities Fund (PRWAX) at 4.16%. This indicates that NMANX's price experiences larger fluctuations and is considered to be riskier than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...