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NPRTX vs. NEMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NPRTX vs. NEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Large Cap Value Fund (NPRTX) and Neuberger Berman Emerging Markets Equity Fund (NEMIX). The values are adjusted to include any dividend payments, if applicable.

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NPRTX vs. NEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NPRTX
Neuberger Berman Large Cap Value Fund
4.11%20.69%10.92%-1.76%-1.25%28.12%14.44%23.96%-1.23%13.45%
NEMIX
Neuberger Berman Emerging Markets Equity Fund
0.94%35.31%12.87%4.68%-23.86%-3.32%13.31%18.98%-17.32%41.62%

Returns By Period

In the year-to-date period, NPRTX achieves a 4.11% return, which is significantly higher than NEMIX's 0.94% return. Over the past 10 years, NPRTX has outperformed NEMIX with an annualized return of 13.02%, while NEMIX has yielded a comparatively lower 7.16% annualized return.


NPRTX

1D
-0.32%
1M
-6.05%
YTD
4.11%
6M
10.53%
1Y
20.91%
3Y*
11.31%
5Y*
7.90%
10Y*
13.02%

NEMIX

1D
-0.82%
1M
-10.77%
YTD
0.94%
6M
4.39%
1Y
32.20%
3Y*
16.09%
5Y*
2.73%
10Y*
7.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NPRTX vs. NEMIX - Expense Ratio Comparison

NPRTX has a 0.79% expense ratio, which is lower than NEMIX's 1.23% expense ratio.


Return for Risk

NPRTX vs. NEMIX — Risk / Return Rank

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

NPRTX
NPRTX Risk / Return Rank: 8282
Overall Rank
NPRTX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NPRTX Sortino Ratio Rank: 8282
Sortino Ratio Rank
NPRTX Omega Ratio Rank: 8181
Omega Ratio Rank
NPRTX Calmar Ratio Rank: 7979
Calmar Ratio Rank
NPRTX Martin Ratio Rank: 8484
Martin Ratio Rank

NEMIX
NEMIX Risk / Return Rank: 9090
Overall Rank
NEMIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NEMIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
NEMIX Omega Ratio Rank: 8989
Omega Ratio Rank
NEMIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
NEMIX Martin Ratio Rank: 8686
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.

NPRTX vs. NEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Large Cap Value Fund (NPRTX) and Neuberger Berman Emerging Markets Equity Fund (NEMIX). 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.


NPRTXNEMIXDifference

Sharpe ratio

Return per unit of total volatility

1.52

2.05

-0.53

Sortino ratio

Return per unit of downside risk

2.06

2.67

-0.61

Omega ratio

Gain probability vs. loss probability

1.31

1.39

-0.08

Calmar ratio

Return relative to maximum drawdown

1.89

2.58

-0.69

Martin ratio

Return relative to average drawdown

8.52

9.01

-0.49

NPRTX vs. NEMIX - Sharpe Ratio Comparison

The current NPRTX Sharpe Ratio is 1.52, which is comparable to the NEMIX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of NPRTX and NEMIX, 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


NPRTXNEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

2.05

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.17

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.43

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.37

+0.07

Correlation

The correlation between NPRTX and NEMIX is 0.61, 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

NPRTX vs. NEMIX - Dividend Comparison

NPRTX's dividend yield for the trailing twelve months is around 6.17%, more than NEMIX's 0.02% yield.


TTM20252024202320222021202020192018201720162015
NPRTX
Neuberger Berman Large Cap Value Fund
6.17%6.42%2.19%2.45%1.56%5.04%1.60%3.87%14.44%8.55%3.58%9.80%
NEMIX
Neuberger Berman Emerging Markets Equity Fund
0.02%0.02%0.14%1.34%0.44%1.06%0.36%1.80%1.00%0.63%0.52%0.69%

Drawdowns

NPRTX vs. NEMIX - Drawdown Comparison

The maximum NPRTX drawdown since its inception was -66.25%, which is greater than NEMIX's maximum drawdown of -41.28%. Use the drawdown chart below to compare losses from any high point for NPRTX and NEMIX.


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Drawdown Indicators


NPRTXNEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-66.25%

-41.28%

-24.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-11.66%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.82%

-38.67%

+18.85%

Max Drawdown (10Y)

Largest decline over 10 years

-39.01%

-41.28%

+2.27%

Current Drawdown

Current decline from peak

-6.41%

-11.66%

+5.25%

Average Drawdown

Average peak-to-trough decline

-9.29%

-14.25%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

3.34%

-0.90%

Volatility

NPRTX vs. NEMIX - Volatility Comparison

The current volatility for Neuberger Berman Large Cap Value Fund (NPRTX) is 3.83%, while Neuberger Berman Emerging Markets Equity Fund (NEMIX) has a volatility of 5.85%. This indicates that NPRTX experiences smaller price fluctuations and is considered to be less risky than NEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NPRTXNEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

5.85%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.69%

11.03%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.84%

15.60%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

15.74%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.63%

16.72%

+0.91%