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VIHAX vs. NPRTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIHAX vs. NPRTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) and Neuberger Berman Large Cap Value Fund (NPRTX). The values are adjusted to include any dividend payments, if applicable.

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VIHAX vs. NPRTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
5.44%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%
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%

Returns By Period

In the year-to-date period, VIHAX achieves a 5.44% return, which is significantly lower than NPRTX's 6.41% return. Over the past 10 years, VIHAX has underperformed NPRTX with an annualized return of 10.41%, while NPRTX has yielded a comparatively higher 13.26% annualized return.


VIHAX

1D
2.29%
1M
-4.98%
YTD
5.44%
6M
12.61%
1Y
32.56%
3Y*
20.30%
5Y*
12.43%
10Y*
10.41%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIHAX vs. NPRTX - Expense Ratio Comparison

VIHAX has a 0.22% expense ratio, which is lower than NPRTX's 0.79% expense ratio.


Return for Risk

VIHAX vs. NPRTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9494
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9494
Martin Ratio Rank

NPRTX
NPRTX Risk / Return Rank: 8383
Overall Rank
NPRTX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NPRTX Sortino Ratio Rank: 8181
Sortino Ratio Rank
NPRTX Omega Ratio Rank: 8181
Omega Ratio Rank
NPRTX Calmar Ratio Rank: 8383
Calmar Ratio Rank
NPRTX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIHAX vs. NPRTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) and Neuberger Berman Large Cap Value Fund (NPRTX). 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.


VIHAXNPRTXDifference

Sharpe ratio

Return per unit of total volatility

2.32

1.59

+0.73

Sortino ratio

Return per unit of downside risk

2.96

2.16

+0.80

Omega ratio

Gain probability vs. loss probability

1.47

1.33

+0.14

Calmar ratio

Return relative to maximum drawdown

3.01

2.15

+0.86

Martin ratio

Return relative to average drawdown

12.38

9.67

+2.71

VIHAX vs. NPRTX - Sharpe Ratio Comparison

The current VIHAX Sharpe Ratio is 2.32, which is higher than the NPRTX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of VIHAX and NPRTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIHAXNPRTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

1.59

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.58

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.75

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.44

+0.22

Correlation

The correlation between VIHAX and NPRTX is 0.75, 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

VIHAX vs. NPRTX - Dividend Comparison

VIHAX's dividend yield for the trailing twelve months is around 3.62%, less than NPRTX's 6.04% yield.


TTM20252024202320222021202020192018201720162015
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.62%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%0.00%
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%

Drawdowns

VIHAX vs. NPRTX - Drawdown Comparison

The maximum VIHAX drawdown since its inception was -38.80%, smaller than the maximum NPRTX drawdown of -66.25%. Use the drawdown chart below to compare losses from any high point for VIHAX and NPRTX.


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Drawdown Indicators


VIHAXNPRTXDifference

Max Drawdown

Largest peak-to-trough decline

-38.80%

-66.25%

+27.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-10.98%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

-19.82%

-4.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.80%

-39.01%

+0.21%

Current Drawdown

Current decline from peak

-6.64%

-4.35%

-2.29%

Average Drawdown

Average peak-to-trough decline

-6.09%

-9.29%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.46%

+0.13%

Volatility

VIHAX vs. NPRTX - Volatility Comparison

Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a higher volatility of 6.16% compared to Neuberger Berman Large Cap Value Fund (NPRTX) at 4.55%. This indicates that VIHAX's price experiences larger fluctuations and is considered to be riskier than NPRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIHAXNPRTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

4.55%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

8.92%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.29%

14.96%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.69%

14.14%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

17.64%

-1.72%