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

Key characteristics


NPRTXVTV
YTD Return16.05%21.06%
1Y Return23.12%32.50%
3Y Return (Ann)3.90%9.73%
5Y Return (Ann)11.53%11.82%
10Y Return (Ann)10.22%10.66%
Sharpe Ratio2.123.16
Sortino Ratio2.944.44
Omega Ratio1.401.58
Calmar Ratio1.545.45
Martin Ratio14.5320.53
Ulcer Index1.58%1.58%
Daily Std Dev10.86%10.27%
Max Drawdown-66.25%-59.27%
Current Drawdown-1.56%-0.78%

Correlation

-0.50.00.51.00.9

The correlation between NPRTX and VTV is 0.90, 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. VTV - Performance Comparison

In the year-to-date period, NPRTX achieves a 16.05% return, which is significantly lower than VTV's 21.06% return. Both investments have delivered pretty close results over the past 10 years, with NPRTX having a 10.22% annualized return and VTV not far ahead at 10.66%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.63%
11.06%
NPRTX
VTV

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NPRTX vs. VTV - Expense Ratio Comparison

NPRTX has a 0.79% expense ratio, which is higher than VTV's 0.04% 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 VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

NPRTX vs. VTV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Large Cap Value Fund (NPRTX) and Vanguard Value ETF (VTV). 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 2.12, compared to the broader market0.002.004.002.12
Sortino ratio
The chart of Sortino ratio for NPRTX, currently valued at 2.94, compared to the broader market0.005.0010.002.94
Omega ratio
The chart of Omega ratio for NPRTX, currently valued at 1.40, compared to the broader market1.002.003.004.001.40
Calmar ratio
The chart of Calmar ratio for NPRTX, currently valued at 1.54, compared to the broader market0.005.0010.0015.0020.0025.001.54
Martin ratio
The chart of Martin ratio for NPRTX, currently valued at 14.53, compared to the broader market0.0020.0040.0060.0080.00100.0014.53
VTV
Sharpe ratio
The chart of Sharpe ratio for VTV, currently valued at 3.16, compared to the broader market0.002.004.003.16
Sortino ratio
The chart of Sortino ratio for VTV, currently valued at 4.44, compared to the broader market0.005.0010.004.44
Omega ratio
The chart of Omega ratio for VTV, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for VTV, currently valued at 5.45, compared to the broader market0.005.0010.0015.0020.0025.005.45
Martin ratio
The chart of Martin ratio for VTV, currently valued at 20.53, compared to the broader market0.0020.0040.0060.0080.00100.0020.53

NPRTX vs. VTV - Sharpe Ratio Comparison

The current NPRTX Sharpe Ratio is 2.12, which is lower than the VTV Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of NPRTX and VTV, 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
2.12
3.16
NPRTX
VTV

Dividends

NPRTX vs. VTV - Dividend Comparison

NPRTX's dividend yield for the trailing twelve months is around 2.11%, less than VTV's 2.23% yield.


TTM20232022202120202019201820172016201520142013
NPRTX
Neuberger Berman Large Cap Value Fund
2.11%2.45%1.56%1.25%1.35%1.75%1.95%1.28%0.66%1.29%0.95%1.34%
VTV
Vanguard Value ETF
2.23%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%

Drawdowns

NPRTX vs. VTV - Drawdown Comparison

The maximum NPRTX drawdown since its inception was -66.25%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for NPRTX and VTV. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.56%
-0.78%
NPRTX
VTV

Volatility

NPRTX vs. VTV - Volatility Comparison

The current volatility for Neuberger Berman Large Cap Value Fund (NPRTX) is 3.20%, while Vanguard Value ETF (VTV) has a volatility of 3.69%. This indicates that NPRTX experiences smaller price fluctuations and is considered to be less risky than VTV 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
3.20%
3.69%
NPRTX
VTV