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NMUIX vs. NMANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMUIX vs. NMANX - Performance Comparison

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

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NMUIX vs. NMANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMUIX
Neuberger Berman Municipal Intermediate Bond Fund
-0.07%5.31%2.19%5.14%-9.87%1.46%3.82%6.76%0.94%3.93%
NMANX
Neuberger Berman Mid Cap Growth Fund
-5.12%5.51%24.39%18.21%-28.82%12.42%39.45%33.62%-6.28%29.01%

Returns By Period

In the year-to-date period, NMUIX achieves a -0.07% return, which is significantly higher than NMANX's -5.12% return. Over the past 10 years, NMUIX has underperformed NMANX with an annualized return of 1.71%, while NMANX has yielded a comparatively higher 11.06% annualized return.


NMUIX

1D
0.27%
1M
-1.87%
YTD
-0.07%
6M
1.11%
1Y
4.06%
3Y*
3.34%
5Y*
0.68%
10Y*
1.71%

NMANX

1D
4.27%
1M
-5.31%
YTD
-5.12%
6M
-12.88%
1Y
7.43%
3Y*
10.91%
5Y*
2.51%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMUIX vs. NMANX - Expense Ratio Comparison

NMUIX has a 0.45% expense ratio, which is lower than NMANX's 0.83% expense ratio.


Return for Risk

NMUIX vs. NMANX — Risk / Return Rank

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

NMUIX
NMUIX Risk / Return Rank: 6464
Overall Rank
NMUIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
NMUIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
NMUIX Omega Ratio Rank: 8484
Omega Ratio Rank
NMUIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
NMUIX Martin Ratio Rank: 5656
Martin Ratio Rank

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

NMUIX vs. NMANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Municipal Intermediate Bond Fund (NMUIX) and Neuberger Berman Mid Cap Growth Fund (NMANX). 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.


NMUIXNMANXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.42

+0.84

Sortino ratio

Return per unit of downside risk

1.68

0.74

+0.94

Omega ratio

Gain probability vs. loss probability

1.36

1.09

+0.27

Calmar ratio

Return relative to maximum drawdown

1.54

0.44

+1.10

Martin ratio

Return relative to average drawdown

6.18

1.39

+4.79

NMUIX vs. NMANX - Sharpe Ratio Comparison

The current NMUIX Sharpe Ratio is 1.26, which is higher than the NMANX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of NMUIX and NMANX, 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


NMUIXNMANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.42

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.11

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.50

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.50

+0.74

Correlation

The correlation between NMUIX and NMANX is -0.01. 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

NMUIX vs. NMANX - Dividend Comparison

NMUIX's dividend yield for the trailing twelve months is around 2.86%, less than NMANX's 24.34% yield.


TTM20252024202320222021202020192018201720162015
NMUIX
Neuberger Berman Municipal Intermediate Bond Fund
2.86%3.75%3.17%2.03%1.58%2.37%2.32%2.80%2.38%2.31%2.65%2.54%
NMANX
Neuberger Berman Mid Cap Growth Fund
24.34%23.10%9.85%3.19%4.87%16.30%9.58%5.43%11.70%8.94%5.00%9.00%

Drawdowns

NMUIX vs. NMANX - Drawdown Comparison

The maximum NMUIX drawdown since its inception was -13.85%, smaller than the maximum NMANX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for NMUIX and NMANX.


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Drawdown Indicators


NMUIXNMANXDifference

Max Drawdown

Largest peak-to-trough decline

-13.85%

-72.14%

+58.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-17.71%

+14.25%

Max Drawdown (5Y)

Largest decline over 5 years

-13.85%

-38.10%

+24.25%

Max Drawdown (10Y)

Largest decline over 10 years

-13.85%

-38.10%

+24.25%

Current Drawdown

Current decline from peak

-2.04%

-14.20%

+12.16%

Average Drawdown

Average peak-to-trough decline

-1.63%

-17.45%

+15.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

5.65%

-4.79%

Volatility

NMUIX vs. NMANX - Volatility Comparison

The current volatility for Neuberger Berman Municipal Intermediate Bond Fund (NMUIX) is 1.02%, while Neuberger Berman Mid Cap Growth Fund (NMANX) has a volatility of 8.87%. This indicates that NMUIX experiences smaller price fluctuations and is considered to be less risky than NMANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMUIXNMANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

8.87%

-7.85%

Volatility (6M)

Calculated over the trailing 6-month period

1.47%

16.47%

-15.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.56%

23.78%

-20.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.16%

23.16%

-20.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

22.36%

-18.95%