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NPRTX vs. PEYAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NPRTXPEYAX
YTD Return16.94%25.92%
1Y Return23.95%31.98%
3Y Return (Ann)4.17%6.79%
5Y Return (Ann)11.69%9.69%
10Y Return (Ann)10.31%8.08%
Sharpe Ratio2.283.10
Sortino Ratio3.154.08
Omega Ratio1.431.56
Calmar Ratio1.664.20
Martin Ratio15.6423.71
Ulcer Index1.58%1.41%
Daily Std Dev10.85%10.74%
Max Drawdown-66.25%-50.96%
Current Drawdown-0.80%0.00%

Correlation

-0.50.00.51.00.9

The correlation between NPRTX and PEYAX is 0.89, 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. PEYAX - Performance Comparison

In the year-to-date period, NPRTX achieves a 16.94% return, which is significantly lower than PEYAX's 25.92% return. Over the past 10 years, NPRTX has outperformed PEYAX with an annualized return of 10.31%, while PEYAX has yielded a comparatively lower 8.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.46%
10.88%
NPRTX
PEYAX

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NPRTX vs. PEYAX - Expense Ratio Comparison

NPRTX has a 0.79% expense ratio, which is lower than PEYAX's 0.88% expense ratio.


PEYAX
Putnam Large Cap Value Fund
Expense ratio chart for PEYAX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%
Expense ratio chart for NPRTX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

NPRTX vs. PEYAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Large Cap Value Fund (NPRTX) and Putnam Large Cap Value Fund (PEYAX). 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.


NPRTX
Sharpe ratio
The chart of Sharpe ratio for NPRTX, currently valued at 2.28, compared to the broader market0.002.004.002.28
Sortino ratio
The chart of Sortino ratio for NPRTX, currently valued at 3.15, compared to the broader market0.005.0010.003.15
Omega ratio
The chart of Omega ratio for NPRTX, currently valued at 1.43, compared to the broader market1.002.003.004.001.43
Calmar ratio
The chart of Calmar ratio for NPRTX, currently valued at 1.66, compared to the broader market0.005.0010.0015.0020.0025.001.66
Martin ratio
The chart of Martin ratio for NPRTX, currently valued at 15.64, compared to the broader market0.0020.0040.0060.0080.00100.0015.64
PEYAX
Sharpe ratio
The chart of Sharpe ratio for PEYAX, currently valued at 3.10, compared to the broader market0.002.004.003.10
Sortino ratio
The chart of Sortino ratio for PEYAX, currently valued at 4.08, compared to the broader market0.005.0010.004.08
Omega ratio
The chart of Omega ratio for PEYAX, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for PEYAX, currently valued at 4.20, compared to the broader market0.005.0010.0015.0020.0025.004.20
Martin ratio
The chart of Martin ratio for PEYAX, currently valued at 23.71, compared to the broader market0.0020.0040.0060.0080.00100.0023.71

NPRTX vs. PEYAX - Sharpe Ratio Comparison

The current NPRTX Sharpe Ratio is 2.28, which is comparable to the PEYAX Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of NPRTX and PEYAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.28
3.10
NPRTX
PEYAX

Dividends

NPRTX vs. PEYAX - Dividend Comparison

NPRTX's dividend yield for the trailing twelve months is around 2.10%, more than PEYAX's 1.19% yield.


TTM20232022202120202019201820172016201520142013
NPRTX
Neuberger Berman Large Cap Value Fund
2.10%2.45%1.56%1.25%1.35%1.75%1.95%1.28%0.66%1.29%0.95%1.34%
PEYAX
Putnam Large Cap Value Fund
1.19%1.43%1.88%1.16%1.50%1.35%1.85%1.55%1.42%1.46%9.72%9.82%

Drawdowns

NPRTX vs. PEYAX - Drawdown Comparison

The maximum NPRTX drawdown since its inception was -66.25%, which is greater than PEYAX's maximum drawdown of -50.96%. Use the drawdown chart below to compare losses from any high point for NPRTX and PEYAX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.80%
0
NPRTX
PEYAX

Volatility

NPRTX vs. PEYAX - Volatility Comparison

The current volatility for Neuberger Berman Large Cap Value Fund (NPRTX) is 3.14%, while Putnam Large Cap Value Fund (PEYAX) has a volatility of 3.37%. This indicates that NPRTX experiences smaller price fluctuations and is considered to be less risky than PEYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%JuneJulyAugustSeptemberOctoberNovember
3.14%
3.37%
NPRTX
PEYAX