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NMULX vs. DHAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMULX vs. DHAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Multi-Cap Opportunities Fund (NMULX) and Centre American Select Equity Fund (DHAMX). The values are adjusted to include any dividend payments, if applicable.

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NMULX vs. DHAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DHAMX
Centre American Select Equity Fund
7.48%19.37%1.33%14.91%-3.34%27.41%30.79%16.38%-3.82%25.26%

Returns By Period

In the year-to-date period, NMULX achieves a -4.01% return, which is significantly lower than DHAMX's 7.48% return. Over the past 10 years, NMULX has underperformed DHAMX with an annualized return of 12.17%, while DHAMX has yielded a comparatively higher 13.05% 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%

DHAMX

1D
2.50%
1M
-6.02%
YTD
7.48%
6M
14.78%
1Y
35.90%
3Y*
12.39%
5Y*
10.73%
10Y*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMULX vs. DHAMX - Expense Ratio Comparison

NMULX has a 0.82% expense ratio, which is lower than DHAMX's 1.46% expense ratio.


Return for Risk

NMULX vs. DHAMX — Risk / Return Rank

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

NMULX
NMULX Risk / Return Rank: 3333
Overall Rank
NMULX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
NMULX Sortino Ratio Rank: 3232
Sortino Ratio Rank
NMULX Omega Ratio Rank: 3333
Omega Ratio Rank
NMULX Calmar Ratio Rank: 3131
Calmar Ratio Rank
NMULX Martin Ratio Rank: 3838
Martin Ratio Rank

DHAMX
DHAMX Risk / Return Rank: 8989
Overall Rank
DHAMX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DHAMX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DHAMX Omega Ratio Rank: 8484
Omega Ratio Rank
DHAMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DHAMX Martin Ratio Rank: 9292
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.

NMULX vs. DHAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Multi-Cap Opportunities Fund (NMULX) and Centre American Select Equity Fund (DHAMX). 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.


NMULXDHAMXDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.81

-1.03

Sortino ratio

Return per unit of downside risk

1.22

2.53

-1.31

Omega ratio

Gain probability vs. loss probability

1.17

1.35

-0.17

Calmar ratio

Return relative to maximum drawdown

0.98

3.13

-2.15

Martin ratio

Return relative to average drawdown

4.43

11.58

-7.14

NMULX vs. DHAMX - Sharpe Ratio Comparison

The current NMULX Sharpe Ratio is 0.78, which is lower than the DHAMX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of NMULX and DHAMX, 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


NMULXDHAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.81

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.61

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.76

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.81

-0.37

Correlation

The correlation between NMULX and DHAMX 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.


Dividends

NMULX vs. DHAMX - Dividend Comparison

NMULX's dividend yield for the trailing twelve months is around 0.72%, less than DHAMX's 33.54% yield.


TTM20252024202320222021202020192018201720162015
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%
DHAMX
Centre American Select Equity Fund
33.54%36.05%0.00%2.58%1.37%16.31%4.52%9.94%22.37%13.14%3.57%11.03%

Drawdowns

NMULX vs. DHAMX - Drawdown Comparison

The maximum NMULX drawdown since its inception was -56.00%, which is greater than DHAMX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for NMULX and DHAMX.


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Drawdown Indicators


NMULXDHAMXDifference

Max Drawdown

Largest peak-to-trough decline

-56.00%

-28.47%

-27.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

-11.65%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

-28.47%

+2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-39.41%

-28.47%

-10.94%

Current Drawdown

Current decline from peak

-6.18%

-7.59%

+1.41%

Average Drawdown

Average peak-to-trough decline

-9.66%

-4.20%

-5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

3.15%

-0.58%

Volatility

NMULX vs. DHAMX - Volatility Comparison

The current volatility for Neuberger Berman Multi-Cap Opportunities Fund (NMULX) is 4.76%, while Centre American Select Equity Fund (DHAMX) has a volatility of 5.83%. This indicates that NMULX experiences smaller price fluctuations and is considered to be less risky than DHAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMULXDHAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

5.83%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.69%

12.58%

-3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

19.84%

-3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.24%

17.65%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.86%

17.26%

+3.60%