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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Needham Small Cap Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Needham Small Cap Growth Fund (NESGX) has returned 9.51% so far this year and 47.82% over the past 12 months. Looking at the last ten years, NESGX has achieved an annualized return of 14.30%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
Needham Small Cap Growth Fund
- 1D
- -4.45%
- 1M
- -7.07%
- YTD
- 9.51%
- 6M
- 12.14%
- 1Y
- 47.82%
- 3Y*
- 10.96%
- 5Y*
- 0.71%
- 10Y*
- 14.30%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 23, 2002, NESGX's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, your investment would double in approximately 5.3 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2002 with a return of +29.0%, while the worst month was Oct 2008 at -17.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, NESGX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +13.1%, while the worst single day was Apr 3, 2025 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.32% | 5.85% | -7.07% | 9.51% | |||||||||
| 2025 | 1.95% | -8.02% | -12.70% | -4.56% | 10.95% | 11.74% | 2.63% | 1.63% | 6.81% | 8.23% | -7.60% | 2.41% | 10.50% |
| 2024 | -8.49% | 10.27% | 2.54% | -8.20% | 18.83% | -3.52% | 5.83% | -2.07% | -0.27% | -4.99% | 8.22% | -2.58% | 12.76% |
| 2023 | 12.84% | -2.34% | -4.22% | -14.67% | 10.60% | 3.17% | 3.83% | -10.94% | -2.99% | -13.72% | 14.03% | 16.50% | 5.68% |
| 2022 | -9.62% | -1.86% | -0.29% | -16.24% | -3.14% | -8.95% | 7.19% | 2.09% | -11.16% | 5.91% | 4.55% | -0.77% | -30.21% |
| 2021 | 8.41% | 3.65% | -4.42% | 1.23% | 4.49% | 5.42% | 0.61% | -0.48% | -3.81% | 0.03% | -5.23% | 1.13% | 10.59% |
Benchmark Metrics
Needham Small Cap Growth Fund has an annualized alpha of 5.43%, beta of 0.87, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since May 24, 2002.
- This fund captured 117.13% of S&P 500 Index gains but only 99.60% of its losses — a favorable profile for investors.
- This fund generated an annualized alpha of 5.43% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.87 and R² of 0.56, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 5.43%
- Beta
- 0.87
- R²
- 0.56
- Upside Capture
- 117.13%
- Downside Capture
- 99.60%
Expense Ratio
NESGX has a high expense ratio of 1.85%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
NESGX ranks 76 for risk / return — better than 76% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Needham Small Cap Growth Fund (NESGX) and compare them to a chosen benchmark (S&P 500 Index).
| NESGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.90 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.39 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 1.40 | +0.99 |
Martin ratioReturn relative to average drawdown | 8.02 | 6.61 | +1.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore NESGX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Needham Small Cap Growth Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $0.00 | $0.64 | $5.82 | $3.53 | $1.48 | $2.76 | $1.40 | $1.02 | $0.31 |
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 4.16% | 25.09% | 13.69% | 8.43% | 22.26% | 8.94% | 6.67% | 2.52% |
Monthly Dividends
The table displays the monthly dividend distributions for Needham Small Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.64 | $0.00 | $0.64 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.82 | $0.00 | $5.82 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Needham Small Cap Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Needham Small Cap Growth Fund was 50.29%, occurring on Oct 30, 2023. Recovery took 601 trading sessions.
The current Needham Small Cap Growth Fund drawdown is 9.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.29% | Feb 17, 2021 | 682 | Oct 30, 2023 | 601 | Mar 25, 2026 | 1283 |
| -39.95% | Jul 20, 2007 | 412 | Mar 9, 2009 | 211 | Jan 7, 2010 | 623 |
| -32.81% | Apr 28, 2011 | 110 | Oct 3, 2011 | 447 | Jul 16, 2013 | 557 |
| -31.87% | May 28, 2002 | 95 | Oct 9, 2002 | 31 | Nov 21, 2002 | 126 |
| -31.6% | Jan 17, 2020 | 42 | Mar 18, 2020 | 29 | Apr 29, 2020 | 71 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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