NMULX vs. DFIEX
Compare and contrast key facts about Neuberger Berman Multi-Cap Opportunities Fund (NMULX) and DFA International Core Equity Portfolio I (DFIEX).
NMULX is managed by Neuberger Berman. It was launched on Nov 2, 2006. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
NMULX vs. DFIEX - Performance Comparison
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NMULX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NMULX Neuberger Berman Multi-Cap Opportunities Fund | -4.01% | 14.81% | 20.55% | 18.35% | -17.68% | 26.48% | 12.47% | 28.20% | -4.78% | 24.90% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, NMULX achieves a -4.01% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, NMULX has outperformed DFIEX with an annualized return of 12.17%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
NMULX
- 1D
- 2.55%
- 1M
- -4.83%
- YTD
- -4.01%
- 6M
- -2.27%
- 1Y
- 12.17%
- 3Y*
- 14.55%
- 5Y*
- 8.70%
- 10Y*
- 12.17%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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NMULX vs. DFIEX - Expense Ratio Comparison
NMULX has a 0.82% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
NMULX vs. DFIEX — Risk / Return Rank
NMULX
DFIEX
NMULX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Multi-Cap Opportunities Fund (NMULX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| NMULX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.95 | -1.17 |
Sortino ratioReturn per unit of downside risk | 1.22 | 2.55 | -1.33 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.57 | -1.59 |
Martin ratioReturn relative to average drawdown | 4.43 | 10.07 | -5.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NMULX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.95 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.60 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.59 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.35 | +0.09 |
Correlation
The correlation between NMULX and DFIEX is 0.80, 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
NMULX vs. DFIEX - Dividend Comparison
NMULX's dividend yield for the trailing twelve months is around 0.72%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMULX Neuberger Berman Multi-Cap Opportunities Fund | 0.72% | 0.69% | 2.93% | 22.77% | 30.16% | 34.21% | 24.27% | 20.47% | 11.21% | 10.49% | 3.61% | 3.71% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
NMULX vs. DFIEX - Drawdown Comparison
The maximum NMULX drawdown since its inception was -56.00%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for NMULX and DFIEX.
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Drawdown Indicators
| NMULX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.00% | -62.22% | +6.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -11.01% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -28.66% | +2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -39.41% | -41.04% | +1.63% |
Current DrawdownCurrent decline from peak | -6.18% | -7.75% | +1.57% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -12.26% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.81% | -0.24% |
Volatility
NMULX vs. DFIEX - Volatility Comparison
The current volatility for Neuberger Berman Multi-Cap Opportunities Fund (NMULX) is 4.76%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that NMULX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NMULX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 7.09% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 10.45% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 15.90% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.24% | 15.65% | +5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.86% | 16.35% | +4.51% |