NPRTX vs. HLIEX
Compare and contrast key facts about Neuberger Berman Large Cap Value Fund (NPRTX) and JPMorgan Equity Income Fund (HLIEX).
NPRTX is managed by Neuberger Berman. It was launched on Jan 20, 1975. HLIEX is managed by JPMorgan Chase. It was launched on Jul 2, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NPRTX or HLIEX.
Key characteristics
| NPRTX | HLIEX | |
|---|---|---|
| YTD Return | 16.05% | 18.76% |
| 1Y Return | 23.12% | 28.21% |
| 3Y Return (Ann) | 3.90% | 5.76% |
| 5Y Return (Ann) | 11.53% | 9.35% |
| 10Y Return (Ann) | 10.22% | 8.60% |
| Sharpe Ratio | 2.12 | 2.74 |
| Sortino Ratio | 2.94 | 3.88 |
| Omega Ratio | 1.40 | 1.51 |
| Calmar Ratio | 1.54 | 3.18 |
| Martin Ratio | 14.53 | 17.80 |
| Ulcer Index | 1.58% | 1.58% |
| Daily Std Dev | 10.86% | 10.31% |
| Max Drawdown | -66.25% | -75.13% |
| Current Drawdown | -1.56% | -0.70% |
Correlation
The correlation between NPRTX and HLIEX is 0.86, 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.
Performance
NPRTX vs. HLIEX - Performance Comparison
In the year-to-date period, NPRTX achieves a 16.05% return, which is significantly lower than HLIEX's 18.76% return. Over the past 10 years, NPRTX has outperformed HLIEX with an annualized return of 10.22%, while HLIEX has yielded a comparatively lower 8.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NPRTX vs. HLIEX - Expense Ratio Comparison
NPRTX has a 0.79% expense ratio, which is higher than HLIEX's 0.70% expense ratio.
Risk-Adjusted Performance
NPRTX vs. HLIEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Large Cap Value Fund (NPRTX) and JPMorgan Equity Income Fund (HLIEX). 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.
Dividends
NPRTX vs. HLIEX - Dividend Comparison
NPRTX's dividend yield for the trailing twelve months is around 2.11%, more than HLIEX's 1.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NPRTX Neuberger Berman Large Cap Value Fund | 2.11% | 2.45% | 1.56% | 1.25% | 1.35% | 1.75% | 1.95% | 1.28% | 0.66% | 1.29% | 0.95% | 1.34% |
HLIEX JPMorgan Equity Income Fund | 1.75% | 2.06% | 1.96% | 1.51% | 1.82% | 1.79% | 2.20% | 1.60% | 1.85% | 1.97% | 1.93% | 1.83% |
Drawdowns
NPRTX vs. HLIEX - Drawdown Comparison
The maximum NPRTX drawdown since its inception was -66.25%, smaller than the maximum HLIEX drawdown of -75.13%. Use the drawdown chart below to compare losses from any high point for NPRTX and HLIEX. For additional features, visit the drawdowns tool.
Volatility
NPRTX vs. HLIEX - Volatility Comparison
The current volatility for Neuberger Berman Large Cap Value Fund (NPRTX) is 3.20%, while JPMorgan Equity Income Fund (HLIEX) has a volatility of 3.92%. This indicates that NPRTX experiences smaller price fluctuations and is considered to be less risky than HLIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.