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DSMDX vs. NEEGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSMDX vs. NEEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Driehaus Small/Mid Cap Growth Fund (DSMDX) and Needham Growth Fund (NEEGX). The values are adjusted to include any dividend payments, if applicable.

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DSMDX vs. NEEGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DSMDX
Driehaus Small/Mid Cap Growth Fund
-4.16%9.83%26.45%20.71%-31.46%17.96%74.27%
NEEGX
Needham Growth Fund
10.46%8.76%14.45%26.85%-33.57%27.63%54.94%

Returns By Period

In the year-to-date period, DSMDX achieves a -4.16% return, which is significantly lower than NEEGX's 10.46% return.


DSMDX

1D
-3.04%
1M
-12.82%
YTD
-4.16%
6M
-2.44%
1Y
25.15%
3Y*
15.38%
5Y*
4.30%
10Y*

NEEGX

1D
-3.44%
1M
-10.09%
YTD
10.46%
6M
15.76%
1Y
43.28%
3Y*
16.99%
5Y*
6.62%
10Y*
12.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSMDX vs. NEEGX - Expense Ratio Comparison

DSMDX has a 0.95% expense ratio, which is lower than NEEGX's 1.78% expense ratio.


Return for Risk

DSMDX vs. NEEGX — Risk / Return Rank

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

DSMDX
DSMDX Risk / Return Rank: 4545
Overall Rank
DSMDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DSMDX Sortino Ratio Rank: 4141
Sortino Ratio Rank
DSMDX Omega Ratio Rank: 3636
Omega Ratio Rank
DSMDX Calmar Ratio Rank: 5757
Calmar Ratio Rank
DSMDX Martin Ratio Rank: 4949
Martin Ratio Rank

NEEGX
NEEGX Risk / Return Rank: 7979
Overall Rank
NEEGX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NEEGX Sortino Ratio Rank: 7777
Sortino Ratio Rank
NEEGX Omega Ratio Rank: 6969
Omega Ratio Rank
NEEGX Calmar Ratio Rank: 9191
Calmar Ratio Rank
NEEGX Martin Ratio Rank: 8484
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.

DSMDX vs. NEEGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Driehaus Small/Mid Cap Growth Fund (DSMDX) and Needham Growth Fund (NEEGX). 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.


DSMDXNEEGXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.34

-0.45

Sortino ratio

Return per unit of downside risk

1.31

1.91

-0.60

Omega ratio

Gain probability vs. loss probability

1.18

1.26

-0.08

Calmar ratio

Return relative to maximum drawdown

1.37

2.57

-1.20

Martin ratio

Return relative to average drawdown

4.89

8.49

-3.61

DSMDX vs. NEEGX - Sharpe Ratio Comparison

The current DSMDX Sharpe Ratio is 0.88, which is lower than the NEEGX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of DSMDX and NEEGX, 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


DSMDXNEEGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.34

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.24

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.54

+0.04

Correlation

The correlation between DSMDX and NEEGX 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

DSMDX vs. NEEGX - Dividend Comparison

DSMDX's dividend yield for the trailing twelve months is around 0.43%, less than NEEGX's 6.85% yield.


TTM20252024202320222021202020192018201720162015
DSMDX
Driehaus Small/Mid Cap Growth Fund
0.43%0.41%0.33%0.00%3.72%7.93%1.37%0.00%0.00%0.00%0.00%0.00%
NEEGX
Needham Growth Fund
6.85%7.57%3.92%0.00%1.78%6.92%5.73%11.31%17.79%9.70%4.22%6.74%

Drawdowns

DSMDX vs. NEEGX - Drawdown Comparison

The maximum DSMDX drawdown since its inception was -41.90%, smaller than the maximum NEEGX drawdown of -53.60%. Use the drawdown chart below to compare losses from any high point for DSMDX and NEEGX.


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Drawdown Indicators


DSMDXNEEGXDifference

Max Drawdown

Largest peak-to-trough decline

-41.90%

-53.60%

+11.70%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-15.15%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-41.90%

-43.35%

+1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-43.35%

Current Drawdown

Current decline from peak

-14.51%

-11.71%

-2.80%

Average Drawdown

Average peak-to-trough decline

-16.11%

-10.95%

-5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

4.59%

-0.48%

Volatility

DSMDX vs. NEEGX - Volatility Comparison

Driehaus Small/Mid Cap Growth Fund (DSMDX) and Needham Growth Fund (NEEGX) have volatilities of 10.34% and 10.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSMDXNEEGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.34%

10.19%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

19.44%

20.43%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

27.28%

31.97%

-4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.53%

27.98%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

24.97%

+0.91%