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

Performance

NPRTX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Large Cap Value Fund (NPRTX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.60%
11.79%
NPRTX
SPY

Returns By Period

In the year-to-date period, NPRTX achieves a 15.56% return, which is significantly lower than SPY's 25.36% return. Over the past 10 years, NPRTX has underperformed SPY with an annualized return of 10.07%, while SPY has yielded a comparatively higher 13.07% annualized return.


NPRTX

YTD

15.56%

1M

-1.97%

6M

5.59%

1Y

20.26%

5Y (annualized)

11.44%

10Y (annualized)

10.07%

SPY

YTD

25.36%

1M

0.98%

6M

11.79%

1Y

31.70%

5Y (annualized)

15.55%

10Y (annualized)

13.07%

Key characteristics


NPRTXSPY
Sharpe Ratio1.902.69
Sortino Ratio2.643.59
Omega Ratio1.351.50
Calmar Ratio1.543.89
Martin Ratio12.7417.53
Ulcer Index1.61%1.87%
Daily Std Dev10.79%12.15%
Max Drawdown-66.25%-55.19%
Current Drawdown-1.97%-1.41%

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NPRTX vs. SPY - Expense Ratio Comparison

NPRTX has a 0.79% expense ratio, which is higher than SPY's 0.09% expense ratio.


NPRTX
Neuberger Berman Large Cap Value Fund
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%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Correlation

-0.50.00.51.00.8

The correlation between NPRTX and SPY 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.

Risk-Adjusted Performance

NPRTX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Large Cap Value Fund (NPRTX) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for NPRTX, currently valued at 1.90, compared to the broader market-1.000.001.002.003.004.005.001.902.69
The chart of Sortino ratio for NPRTX, currently valued at 2.64, compared to the broader market0.005.0010.002.643.59
The chart of Omega ratio for NPRTX, currently valued at 1.35, compared to the broader market1.002.003.004.001.351.50
The chart of Calmar ratio for NPRTX, currently valued at 1.54, compared to the broader market0.005.0010.0015.0020.0025.001.543.89
The chart of Martin ratio for NPRTX, currently valued at 12.74, compared to the broader market0.0020.0040.0060.0080.00100.0012.7417.53
NPRTX
SPY

The current NPRTX Sharpe Ratio is 1.90, which is comparable to the SPY Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of NPRTX and SPY, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.90
2.69
NPRTX
SPY

Dividends

NPRTX vs. SPY - Dividend Comparison

NPRTX's dividend yield for the trailing twelve months is around 2.12%, more than SPY's 1.19% yield.


TTM20232022202120202019201820172016201520142013
NPRTX
Neuberger Berman Large Cap Value Fund
2.12%2.45%1.56%1.25%1.35%1.75%1.95%1.28%0.66%1.29%0.95%1.34%
SPY
SPDR S&P 500 ETF
1.19%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

NPRTX vs. SPY - Drawdown Comparison

The maximum NPRTX drawdown since its inception was -66.25%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NPRTX and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.97%
-1.41%
NPRTX
SPY

Volatility

NPRTX vs. SPY - Volatility Comparison

The current volatility for Neuberger Berman Large Cap Value Fund (NPRTX) is 3.09%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.09%. This indicates that NPRTX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.09%
4.09%
NPRTX
SPY