Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NEJCX (VAUGHAN NELSON SMALL CAP VALUE FUND CLASS C) | 2.30% | -0.90% | 5.57% | 1.43% | 0.91% | 5.38% | 5.46% | 5.51% |
Data as of 07/25/2025, AR inception is 11/21/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEJCX (VAUGHAN NELSON SMALL CAP VALUE FUND CLASS C) | 11/21/1997 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.22 | -0.90 | 5.57 | 1.43 | 0.91 | 5.38 | 5.46 | 5.51 | 2.30 | 0.00 | 23.94 | -23.63 | -16.79 | 6.40 | 23.71 | -16.11 | 5.55 | 19.25 | -0.72 | 8.07 | 38.23 | 14.01 | -4.49 | 22.22 | 27.35 | -21.71 | 5.05 | 17.23 | 9.28 | 14.44 | 37.64 | -31.43 | -12.55 | -12.69 | 64.13 | 1.41 | 0.61 |
| Sharpe Ratio | NA | -0.25 | 0.17 | -0.02 | -0.03 | NA | NA | 0.16 | -0.04 | -0.35 | 1.12 | -0.94 | -0.35 | 0.15 | 1.56 | -1.06 | 0.45 | 1.23 | -0.05 | 0.61 | 2.90 | 0.92 | -0.16 | 1.02 | 0.93 | -0.59 | 0.12 | 1.03 | 0.51 | 0.94 | 1.93 | -1.30 | -0.58 | -0.48 | 3.17 | -0.08 | 0.11 |
| Standard Deviation(%) | NA | 22.66 | 20.97 | 29.24 | 26.05 | NA | NA | 23.90 | 24.67 | 18.69 | 17.80 | 26.70 | 48.61 | 42.02 | 14.27 | 16.47 | 10.89 | 15.43 | 14.92 | 13.31 | 13.17 | 15.23 | 28.49 | 21.70 | 29.26 | 38.26 | 17.90 | 13.59 | 14.03 | 14.31 | 19.18 | 24.97 | 25.99 | 34.92 | 19.23 | 22.96 | 21.25 |
| Draw Down(%) | NA | 25.17 | 25.17 | 52.11 | 52.11 | NA | NA | 66.31 | 23.10 | 12.89 | 14.29 | 25.85 | 37.43 | 40.94 | 7.88 | 25.64 | 8.05 | 12.27 | 12.18 | 11.16 | 5.35 | 11.87 | 26.60 | 18.43 | 25.87 | 40.71 | 9.90 | 11.52 | 8.60 | 12.59 | 17.29 | 42.15 | 37.45 | 40.44 | 12.67 | 41.11 | 5.70 |
| Yield(%) | 0.00 | 3.73 | 1.79 | 0.98 | 6.40 | 8.91 | 8.80 | 8.31 | 0.00 | 4.03 | 1.10 | 0.00 | 0.00 | 0.01 | 1.39 | 29.72 | 17.11 | 11.95 | 18.80 | 20.58 | 23.60 | 8.53 | 20.60 | 23.45 | 0.00 | 0.14 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 19.21 | 14.25 | 0.13 | 3.04 |
Data as of 07/25/2025, AR inception is 11/21/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEJCX (VAUGHAN NELSON SMALL CAP VALUE FUND CLASS C) |
-27.34%
Feb 2000 - Feb 2003 |
-7.86%
Feb 2000 - Feb 2005 |
-1.06%
Feb 2000 - Feb 2010 |
3.71%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEJCX (VAUGHAN NELSON SMALL CAP VALUE FUND CLASS C) |
28.51%
Mar 2003 - Mar 2006 |
23.25%
Feb 2009 - Feb 2014 |
14.06%
Feb 2009 - Feb 2019 |
12.26%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart