NPRTX vs. SPY
Compare and contrast key facts about Neuberger Berman Large Cap Value Fund (NPRTX) and SPDR S&P 500 ETF (SPY).
NPRTX is managed by Neuberger Berman. It was launched on Jan 20, 1975. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NPRTX or SPY.
Key characteristics
NPRTX | SPY | |
---|---|---|
YTD Return | 14.57% | 19.17% |
1Y Return | 13.91% | 28.27% |
3Y Return (Ann) | 5.84% | 9.99% |
5Y Return (Ann) | 11.78% | 15.18% |
10Y Return (Ann) | 10.02% | 12.84% |
Sharpe Ratio | 1.19 | 2.11 |
Daily Std Dev | 11.24% | 12.62% |
Max Drawdown | -66.25% | -55.19% |
Current Drawdown | 0.00% | -0.36% |
Correlation
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.
Performance
NPRTX vs. SPY - Performance Comparison
In the year-to-date period, NPRTX achieves a 14.57% return, which is significantly lower than SPY's 19.17% return. Over the past 10 years, NPRTX has underperformed SPY with an annualized return of 10.02%, while SPY has yielded a comparatively higher 12.84% 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. SPY - Expense Ratio Comparison
NPRTX has a 0.79% expense ratio, which is higher than SPY's 0.09% expense ratio.
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.
Dividends
NPRTX vs. SPY - Dividend Comparison
NPRTX's dividend yield for the trailing twelve months is around 2.14%, more than SPY's 0.93% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Neuberger Berman Large Cap Value Fund | 2.14% | 2.45% | 1.56% | 5.04% | 1.60% | 3.87% | 14.44% | 8.55% | 3.58% | 9.80% | 14.11% | 17.39% |
SPDR S&P 500 ETF | 0.93% | 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.
Volatility
NPRTX vs. SPY - Volatility Comparison
The current volatility for Neuberger Berman Large Cap Value Fund (NPRTX) is 2.68%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.94%. 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.