NPRTX vs. SPY
Compare and contrast key facts about Neuberger Berman Large Cap Value Fund (NPRTX) and State Street 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.
Performance
NPRTX vs. SPY - Performance Comparison
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NPRTX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NPRTX Neuberger Berman Large Cap Value Fund | 6.41% | 20.69% | 10.92% | -1.76% | -1.25% | 28.12% | 14.44% | 23.96% | -1.23% | 13.45% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, NPRTX achieves a 6.41% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, NPRTX has underperformed SPY with an annualized return of 13.26%, while SPY has yielded a comparatively higher 14.06% annualized return.
NPRTX
- 1D
- 2.21%
- 1M
- -4.13%
- YTD
- 6.41%
- 6M
- 12.77%
- 1Y
- 24.08%
- 3Y*
- 12.12%
- 5Y*
- 8.20%
- 10Y*
- 13.26%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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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.
Return for Risk
NPRTX vs. SPY — Risk / Return Rank
NPRTX
SPY
NPRTX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Large Cap Value Fund (NPRTX) and State Street 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.
| NPRTX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 0.96 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.16 | 1.49 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.53 | +0.62 |
Martin ratioReturn relative to average drawdown | 9.67 | 7.27 | +2.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NPRTX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.96 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.70 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.79 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.56 | -0.13 |
Correlation
The correlation between NPRTX and SPY is 0.85, 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.
Dividends
NPRTX vs. SPY - Dividend Comparison
NPRTX's dividend yield for the trailing twelve months is around 6.04%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NPRTX Neuberger Berman Large Cap Value Fund | 6.04% | 6.42% | 2.19% | 2.45% | 1.56% | 5.04% | 1.60% | 3.87% | 14.44% | 8.55% | 3.58% | 9.80% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
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.
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Drawdown Indicators
| NPRTX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.25% | -55.19% | -11.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -12.05% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -24.50% | +4.68% |
Max Drawdown (10Y)Largest decline over 10 years | -39.01% | -33.72% | -5.29% |
Current DrawdownCurrent decline from peak | -4.35% | -5.53% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -9.29% | -9.09% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.54% | -0.08% |
Volatility
NPRTX vs. SPY - Volatility Comparison
The current volatility for Neuberger Berman Large Cap Value Fund (NPRTX) is 4.55%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.35%. 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.
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Volatility by Period
| NPRTX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 5.35% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 9.50% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.96% | 19.06% | -4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 17.06% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.64% | 17.92% | -0.28% |