ASMOX vs. NESGX
Compare and contrast key facts about AQR Small Cap Momentum Style Fund (ASMOX) and Needham Small Cap Growth Fund (NESGX).
ASMOX is managed by AQR Funds. It was launched on Jul 9, 2009. NESGX is managed by Needham. It was launched on May 22, 2002.
Performance
ASMOX vs. NESGX - Performance Comparison
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ASMOX vs. NESGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASMOX AQR Small Cap Momentum Style Fund | 1.25% | 16.87% | 16.54% | 18.37% | -19.56% | 15.37% | 25.76% | 26.47% | -12.14% | 17.43% |
NESGX Needham Small Cap Growth Fund | 15.34% | 10.50% | 12.76% | 5.68% | -30.21% | 10.59% | 71.90% | 54.42% | -5.43% | 11.96% |
Returns By Period
In the year-to-date period, ASMOX achieves a 1.25% return, which is significantly lower than NESGX's 15.34% return. Over the past 10 years, ASMOX has underperformed NESGX with an annualized return of 11.41%, while NESGX has yielded a comparatively higher 14.90% annualized return.
ASMOX
- 1D
- 4.56%
- 1M
- -6.72%
- YTD
- 1.25%
- 6M
- -0.36%
- 1Y
- 30.76%
- 3Y*
- 17.47%
- 5Y*
- 6.05%
- 10Y*
- 11.41%
NESGX
- 1D
- 5.32%
- 1M
- -3.72%
- YTD
- 15.34%
- 6M
- 15.45%
- 1Y
- 55.17%
- 3Y*
- 12.89%
- 5Y*
- 1.14%
- 10Y*
- 14.90%
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ASMOX vs. NESGX - Expense Ratio Comparison
ASMOX has a 0.61% expense ratio, which is lower than NESGX's 1.85% expense ratio.
Return for Risk
ASMOX vs. NESGX — Risk / Return Rank
ASMOX
NESGX
ASMOX vs. NESGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Small Cap Momentum Style Fund (ASMOX) and Needham Small Cap Growth Fund (NESGX). 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.
| ASMOX | NESGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.58 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.69 | 2.17 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.26 | 3.11 | -0.85 |
Martin ratioReturn relative to average drawdown | 6.77 | 10.44 | -3.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASMOX | NESGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.58 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.04 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.58 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.52 | -0.04 |
Correlation
The correlation between ASMOX and NESGX is 0.84, 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
ASMOX vs. NESGX - Dividend Comparison
ASMOX's dividend yield for the trailing twelve months is around 8.02%, while NESGX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASMOX AQR Small Cap Momentum Style Fund | 8.02% | 8.12% | 18.80% | 3.92% | 0.57% | 24.81% | 5.46% | 4.38% | 29.63% | 9.90% | 0.79% | 1.23% |
NESGX Needham Small Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 4.16% | 25.09% | 13.69% | 8.43% | 22.26% | 8.94% | 6.67% | 2.52% |
Drawdowns
ASMOX vs. NESGX - Drawdown Comparison
The maximum ASMOX drawdown since its inception was -42.16%, smaller than the maximum NESGX drawdown of -50.29%. Use the drawdown chart below to compare losses from any high point for ASMOX and NESGX.
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Drawdown Indicators
| ASMOX | NESGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.16% | -50.29% | +8.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -17.27% | +3.58% |
Max Drawdown (5Y)Largest decline over 5 years | -40.32% | -50.05% | +9.73% |
Max Drawdown (10Y)Largest decline over 10 years | -42.16% | -50.29% | +8.13% |
Current DrawdownCurrent decline from peak | -9.76% | -4.31% | -5.45% |
Average DrawdownAverage peak-to-trough decline | -10.63% | -11.74% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 5.14% | -0.57% |
Volatility
ASMOX vs. NESGX - Volatility Comparison
The current volatility for AQR Small Cap Momentum Style Fund (ASMOX) is 9.83%, while Needham Small Cap Growth Fund (NESGX) has a volatility of 12.14%. This indicates that ASMOX experiences smaller price fluctuations and is considered to be less risky than NESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASMOX | NESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.83% | 12.14% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 19.35% | 23.43% | -4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.96% | 35.37% | -8.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.04% | 29.13% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.49% | 25.56% | +0.93% |