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NMULX vs. SGOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMULX vs. SGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Multi-Cap Opportunities Fund (NMULX) and First Eagle Overseas Fund Class I (SGOIX). The values are adjusted to include any dividend payments, if applicable.

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NMULX vs. SGOIX - 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%
SGOIX
First Eagle Overseas Fund Class I
3.80%39.06%6.45%10.73%-7.86%5.25%7.25%17.90%-9.95%14.38%

Returns By Period

In the year-to-date period, NMULX achieves a -4.01% return, which is significantly lower than SGOIX's 3.80% return. Over the past 10 years, NMULX has outperformed SGOIX with an annualized return of 12.17%, while SGOIX has yielded a comparatively lower 8.31% 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%

SGOIX

1D
2.33%
1M
-7.69%
YTD
3.80%
6M
9.66%
1Y
29.85%
3Y*
16.77%
5Y*
10.05%
10Y*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMULX vs. SGOIX - Expense Ratio Comparison

NMULX has a 0.82% expense ratio, which is lower than SGOIX's 0.88% expense ratio.


Return for Risk

NMULX vs. SGOIX — 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

SGOIX
SGOIX Risk / Return Rank: 9292
Overall Rank
SGOIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SGOIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SGOIX Omega Ratio Rank: 9292
Omega Ratio Rank
SGOIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SGOIX Martin Ratio Rank: 9191
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. SGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Multi-Cap Opportunities Fund (NMULX) and First Eagle Overseas Fund Class I (SGOIX). 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.


NMULXSGOIXDifference

Sharpe ratio

Return per unit of total volatility

0.78

2.21

-1.43

Sortino ratio

Return per unit of downside risk

1.22

2.80

-1.58

Omega ratio

Gain probability vs. loss probability

1.17

1.44

-0.26

Calmar ratio

Return relative to maximum drawdown

0.98

2.59

-1.61

Martin ratio

Return relative to average drawdown

4.43

10.79

-6.36

NMULX vs. SGOIX - Sharpe Ratio Comparison

The current NMULX Sharpe Ratio is 0.78, which is lower than the SGOIX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of NMULX and SGOIX, 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


NMULXSGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

2.21

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.86

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.73

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.88

-0.44

Correlation

The correlation between NMULX and SGOIX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NMULX vs. SGOIX - Dividend Comparison

NMULX's dividend yield for the trailing twelve months is around 0.72%, less than SGOIX's 8.15% 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%
SGOIX
First Eagle Overseas Fund Class I
8.15%8.45%8.49%2.45%3.81%5.92%0.47%5.70%3.36%3.59%3.80%1.58%

Drawdowns

NMULX vs. SGOIX - Drawdown Comparison

The maximum NMULX drawdown since its inception was -56.00%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for NMULX and SGOIX.


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Drawdown Indicators


NMULXSGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.00%

-35.54%

-20.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

-11.35%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

-21.39%

-4.66%

Max Drawdown (10Y)

Largest decline over 10 years

-39.41%

-24.79%

-14.62%

Current Drawdown

Current decline from peak

-6.18%

-8.91%

+2.73%

Average Drawdown

Average peak-to-trough decline

-9.66%

-4.57%

-5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.72%

-0.15%

Volatility

NMULX vs. SGOIX - Volatility Comparison

The current volatility for Neuberger Berman Multi-Cap Opportunities Fund (NMULX) is 4.76%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 6.40%. This indicates that NMULX experiences smaller price fluctuations and is considered to be less risky than SGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMULXSGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

6.40%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.69%

9.85%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

13.64%

+3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.24%

11.77%

+9.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.86%

11.37%

+9.49%