DVSMX vs. NEAGX
Compare and contrast key facts about Driehaus Small Cap Growth Fund (DVSMX) and Needham Aggressive Growth Fund (NEAGX).
DVSMX is managed by Driehaus. It was launched on Aug 21, 2017. NEAGX is managed by Needham. It was launched on Sep 4, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DVSMX or NEAGX.
Key characteristics
| DVSMX | NEAGX | |
|---|---|---|
| YTD Return | 37.09% | 14.63% |
| 1Y Return | 52.13% | 25.45% |
| 3Y Return (Ann) | -6.79% | 3.57% |
| 5Y Return (Ann) | 10.18% | 17.63% |
| Sharpe Ratio | 2.62 | 1.32 |
| Sortino Ratio | 3.39 | 1.96 |
| Omega Ratio | 1.42 | 1.23 |
| Calmar Ratio | 1.18 | 1.82 |
| Martin Ratio | 15.12 | 5.05 |
| Ulcer Index | 3.82% | 5.90% |
| Daily Std Dev | 22.04% | 22.50% |
| Max Drawdown | -53.84% | -53.03% |
| Current Drawdown | -20.60% | -7.59% |
Correlation
The correlation between DVSMX and NEAGX 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.
Performance
DVSMX vs. NEAGX - Performance Comparison
In the year-to-date period, DVSMX achieves a 37.09% return, which is significantly higher than NEAGX's 14.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DVSMX vs. NEAGX - Expense Ratio Comparison
DVSMX has a 0.99% expense ratio, which is lower than NEAGX's 1.86% expense ratio.
Risk-Adjusted Performance
DVSMX vs. NEAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Small Cap Growth Fund (DVSMX) and Needham Aggressive Growth Fund (NEAGX). 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.
Dividends
DVSMX vs. NEAGX - Dividend Comparison
DVSMX's dividend yield for the trailing twelve months is around 0.28%, while NEAGX has not paid dividends to shareholders.
| TTM | 2023 | |
|---|---|---|
DVSMX Driehaus Small Cap Growth Fund | 0.28% | 0.38% |
NEAGX Needham Aggressive Growth Fund | 0.00% | 0.00% |
Drawdowns
DVSMX vs. NEAGX - Drawdown Comparison
The maximum DVSMX drawdown since its inception was -53.84%, roughly equal to the maximum NEAGX drawdown of -53.03%. Use the drawdown chart below to compare losses from any high point for DVSMX and NEAGX. For additional features, visit the drawdowns tool.
Volatility
DVSMX vs. NEAGX - Volatility Comparison
Driehaus Small Cap Growth Fund (DVSMX) and Needham Aggressive Growth Fund (NEAGX) have volatilities of 6.95% and 6.79%, 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.