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NML vs. HMSFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NML vs. HMSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman MLP (NML) and Hennessy Midstream Fund Investor Class (HMSFX). The values are adjusted to include any dividend payments, if applicable.

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NML vs. HMSFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
NML
Neuberger Berman MLP
25.95%4.36%40.55%14.61%32.75%61.76%-45.84%10.60%-23.17%
HMSFX
Hennessy Midstream Fund Investor Class
17.51%-0.76%35.85%23.50%28.88%36.22%-31.21%11.77%-20.36%

Returns By Period

In the year-to-date period, NML achieves a 25.95% return, which is significantly higher than HMSFX's 17.51% return.


NML

1D
-0.19%
1M
3.44%
YTD
25.95%
6M
25.36%
1Y
26.49%
3Y*
27.91%
5Y*
28.84%
10Y*
12.90%

HMSFX

1D
-0.67%
1M
4.04%
YTD
17.51%
6M
18.36%
1Y
8.02%
3Y*
24.20%
5Y*
23.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NML vs. HMSFX - Expense Ratio Comparison

NML has a 2.72% expense ratio, which is higher than HMSFX's 1.75% expense ratio.


Return for Risk

NML vs. HMSFX — Risk / Return Rank

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

NML
NML Risk / Return Rank: 6767
Overall Rank
NML Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NML Sortino Ratio Rank: 6464
Sortino Ratio Rank
NML Omega Ratio Rank: 6767
Omega Ratio Rank
NML Calmar Ratio Rank: 7373
Calmar Ratio Rank
NML Martin Ratio Rank: 5959
Martin Ratio Rank

HMSFX
HMSFX Risk / Return Rank: 1414
Overall Rank
HMSFX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HMSFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
HMSFX Omega Ratio Rank: 1414
Omega Ratio Rank
HMSFX Calmar Ratio Rank: 1717
Calmar Ratio Rank
HMSFX Martin Ratio Rank: 1111
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.

NML vs. HMSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman MLP (NML) and Hennessy Midstream Fund Investor Class (HMSFX). 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.


NMLHMSFXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.42

+0.80

Sortino ratio

Return per unit of downside risk

1.60

0.65

+0.96

Omega ratio

Gain probability vs. loss probability

1.25

1.10

+0.15

Calmar ratio

Return relative to maximum drawdown

1.66

0.53

+1.13

Martin ratio

Return relative to average drawdown

5.64

0.88

+4.76

NML vs. HMSFX - Sharpe Ratio Comparison

The current NML Sharpe Ratio is 1.22, which is higher than the HMSFX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of NML and HMSFX, 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


NMLHMSFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.42

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

1.18

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.36

-0.28

Correlation

The correlation between NML and HMSFX is 0.81, 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

NML vs. HMSFX - Dividend Comparison

NML's dividend yield for the trailing twelve months is around 6.67%, less than HMSFX's 7.72% yield.


TTM20252024202320222021202020192018201720162015
NML
Neuberger Berman MLP
6.67%8.24%7.94%10.19%4.26%3.54%8.33%9.76%9.87%7.04%8.63%15.44%
HMSFX
Hennessy Midstream Fund Investor Class
7.72%8.89%8.12%10.11%11.23%12.99%15.54%9.26%4.74%0.00%0.00%0.00%

Drawdowns

NML vs. HMSFX - Drawdown Comparison

The maximum NML drawdown since its inception was -90.48%, which is greater than HMSFX's maximum drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for NML and HMSFX.


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Drawdown Indicators


NMLHMSFXDifference

Max Drawdown

Largest peak-to-trough decline

-90.48%

-68.50%

-21.98%

Max Drawdown (1Y)

Largest decline over 1 year

-15.72%

-15.26%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-21.17%

-0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-84.84%

Current Drawdown

Current decline from peak

-0.66%

-0.89%

+0.23%

Average Drawdown

Average peak-to-trough decline

-37.54%

-12.63%

-24.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

9.17%

-4.55%

Volatility

NML vs. HMSFX - Volatility Comparison

Neuberger Berman MLP (NML) and Hennessy Midstream Fund Investor Class (HMSFX) have volatilities of 4.14% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMLHMSFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

4.26%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

10.31%

+2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

21.79%

19.31%

+2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.88%

20.25%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.35%

29.61%

+5.74%