NPRTX vs. VWNEX
NPRTX (Neuberger Berman Large Cap Value Fund) and VWNEX (Vanguard Windsor Fund Admiral Shares) are both Large Cap Value Equities funds. Over the past 10 years, NPRTX returned 13.60%/yr vs 12.22%/yr for VWNEX. Their correlation of 0.91 means they have usually moved in the same direction. NPRTX charges 0.79%/yr vs 0.18%/yr for VWNEX.
Performance
NPRTX vs. VWNEX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NPRTX achieves a 20.16% return, which is significantly higher than VWNEX's 12.28% return. Over the past 10 years, NPRTX has outperformed VWNEX with an annualized return of 13.60%, while VWNEX has yielded a comparatively lower 12.22% annualized return.
NPRTX
- 1D
- 0.97%
- 1M
- 0.63%
- 6M
- 12.43%
- YTD
- 20.16%
- 1Y
- 36.65%
- 3Y*
- 16.08%
- 5Y*
- 10.47%
- 10Y*
- 13.60%
- ALL TIME*
- 8.72%
VWNEX
- 1D
- 0.71%
- 1M
- 2.24%
- 6M
- 9.23%
- YTD
- 12.28%
- 1Y
- 25.42%
- 3Y*
- 12.84%
- 5Y*
- 10.79%
- 10Y*
- 12.22%
- ALL TIME*
- 8.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NPRTX vs. VWNEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NPRTX Neuberger Berman Large Cap Value Fund | 20.16% | 20.69% | 10.92% | -1.76% | -1.25% | 28.12% | 14.44% | 23.96% | -1.23% | 13.45% |
VWNEX Vanguard Windsor Fund Admiral Shares | 12.28% | 13.40% | 9.64% | 15.11% | -3.05% | 27.92% | 7.45% | 30.53% | -12.39% | 18.19% |
Correlation
The correlation between NPRTX and VWNEX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2001 | 0.91 |
The correlation between NPRTX and VWNEX shifts across timeframes, from 0.78 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NPRTX vs. VWNEX — Risk / Return Rank
NPRTX
VWNEX
NPRTX vs. VWNEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Large Cap Value Fund (NPRTX) and Vanguard Windsor Fund Admiral Shares (VWNEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NPRTX | VWNEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.32 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.94 | 2.81 | +2.14 |
| Martin ratioReturn relative to average drawdown | 20.11 | 10.36 | +9.75 |
Loading charts...
Drawdowns
NPRTX vs. VWNEX - Drawdown Comparison
The maximum NPRTX drawdown since its inception was -66.25%, which is greater than VWNEX's maximum drawdown of -61.41%. Use the drawdown chart below to compare losses from any high point for NPRTX and VWNEX.
Loading charts...
Drawdown Indicators
| NPRTX | VWNEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.25% | -61.41% | -4.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.03% | -7.89% | +0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -13.79% | -21.72% | +7.93% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -21.72% | +1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -39.01% | -40.12% | +1.11% |
Current DrawdownCurrent decline from peak | -0.34% | -0.23% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -9.23% | -9.79% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 2.15% | -0.42% |
Volatility
NPRTX vs. VWNEX - Volatility Comparison
The current volatility for Neuberger Berman Large Cap Value Fund (NPRTX) is 2.51%, while Vanguard Windsor Fund Admiral Shares (VWNEX) has a volatility of 3.25%. This indicates that NPRTX experiences smaller price fluctuations and is considered to be less risky than VWNEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NPRTX | VWNEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.51% | 3.25% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 8.79% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 12.38% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 17.25% | -3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 19.50% | -2.06% |
NPRTX vs. VWNEX - Expense Ratio Comparison
NPRTX has a 0.79% expense ratio, which is higher than VWNEX's 0.18% expense ratio.
Dividends
NPRTX vs. VWNEX - Dividend Comparison
NPRTX's dividend yield for the trailing twelve months is around 5.35%, less than VWNEX's 6.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NPRTX Neuberger Berman Large Cap Value Fund | 5.35% | 6.42% | 2.19% | 2.45% | 1.56% | 5.04% | 1.60% | 3.87% | 14.44% | 8.55% | 3.58% | 9.80% |
VWNEX Vanguard Windsor Fund Admiral Shares | 6.94% | 7.90% | 12.60% | 8.34% | 15.50% | 11.57% | 8.47% | 10.36% | 13.30% | 3.56% | 4.99% | 8.62% |
Frequently Asked Questions
NPRTX and VWNEX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VWNEX has higher volatility (3.25%) compared to NPRTX (2.51%). In terms of maximum drawdown, NPRTX dropped -66.25% vs VWNEX's -61.41%.
NPRTX currently has the higher Sharpe Ratio (2.93 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for NPRTX and VWNEX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer