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FDEGX vs. NEEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDEGX vs. NEEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Strategies Fund (FDEGX) and Needham Growth Fund Institutional Class (NEEIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDEGX achieves a 4.13% return, which is significantly lower than NEEIX's 35.91% return.


FDEGX

1D
0.48%
1M
-6.20%
6M
3.37%
YTD
4.13%
1Y
-5.01%
3Y*
11.67%
5Y*
4.78%
10Y*
11.32%
ALL TIME*
9.44%

NEEIX

1D
0.82%
1M
-9.25%
6M
17.09%
YTD
35.91%
1Y
53.25%
3Y*
19.26%
5Y*
10.28%
10Y*
ALL TIME*
15.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FDEGX vs. NEEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDEGX
Fidelity Growth Strategies Fund
4.13%2.88%26.57%20.93%-26.50%21.30%29.34%36.59%-6.92%21.03%
NEEIX
Needham Growth Fund Institutional Class
35.91%9.32%19.26%27.30%-33.26%28.13%42.39%43.15%-10.13%8.47%

Correlation

The correlation between FDEGX and NEEIX is 0.85, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.85

Correlation (3Y)
Balances recent behavior with more history.

0.81

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.85

The correlation between FDEGX and NEEIX has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

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Return for Risk

FDEGX vs. NEEIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FDEGX
FDEGX Risk / Return Rank: 22
Overall Rank
FDEGX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FDEGX Sortino Ratio Rank: 22
Sortino Ratio Rank
FDEGX Omega Ratio Rank: 22
Omega Ratio Rank
FDEGX Calmar Ratio Rank: 22
Calmar Ratio Rank
FDEGX Martin Ratio Rank: 11
Martin Ratio Rank

NEEIX
NEEIX Risk / Return Rank: 5656
Overall Rank
NEEIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
NEEIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
NEEIX Omega Ratio Rank: 4747
Omega Ratio Rank
NEEIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
NEEIX Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDEGX vs. NEEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Strategies Fund (FDEGX) and Needham Growth Fund Institutional Class (NEEIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FDEGXNEEIXDifference
Sharpe ratioReturn per unit of total volatility

-1.86

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

0.97

1.27

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.33

2.21

-2.54

Martin ratioReturn relative to average drawdown

-0.80

9.05

-9.85

FDEGX vs. NEEIX - Sharpe Ratio Comparison

The current FDEGX Sharpe Ratio is -0.28, which is lower than the NEEIX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FDEGX and NEEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FDEGX vs. NEEIX - Drawdown Comparison

The maximum FDEGX drawdown since its inception was -85.96%, which is greater than NEEIX's maximum drawdown of -43.11%. Use the drawdown chart below to compare losses from any high point for FDEGX and NEEIX.


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Drawdown Indicators


FDEGXNEEIXDifference

Max Drawdown

Largest peak-to-trough decline

-85.96%

-43.11%

-42.85%

Max Drawdown (1Y)

Largest decline over 1 year

-20.45%

-23.12%

+2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-26.04%

-36.13%

+10.09%

Max Drawdown (5Y)

Largest decline over 5 years

-36.62%

-43.11%

+6.49%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

Current Drawdown

Current decline from peak

-10.69%

-17.95%

+7.26%

Average Drawdown

Average peak-to-trough decline

-36.68%

-10.83%

-25.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.45%

5.64%

+2.81%

Volatility

FDEGX vs. NEEIX - Volatility Comparison

The current volatility for Fidelity Growth Strategies Fund (FDEGX) is 7.75%, while Needham Growth Fund Institutional Class (NEEIX) has a volatility of 12.55%. This indicates that FDEGX experiences smaller price fluctuations and is considered to be less risky than NEEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDEGXNEEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

12.55%

-4.80%

Volatility (6M)

Calculated over the trailing 6-month period

18.44%

26.85%

-8.41%

Volatility (1Y)

Calculated over the trailing 1-year period

24.04%

32.46%

-8.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.73%

29.42%

-5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.23%

26.31%

-4.08%

FDEGX vs. NEEIX - Expense Ratio Comparison

FDEGX has a 0.69% expense ratio, which is lower than NEEIX's 1.21% expense ratio.


Dividends

FDEGX vs. NEEIX - Dividend Comparison

FDEGX has not paid dividends to shareholders, while NEEIX's dividend yield for the trailing twelve months is around 5.27%.


PositionTTM20252024202320222021202020192018201720162015
FDEGX
Fidelity Growth Strategies Fund
0.00%0.00%7.89%0.05%0.00%14.15%8.37%3.65%0.75%0.05%0.59%0.13%
NEEIX
Needham Growth Fund Institutional Class
5.27%7.16%7.48%0.00%1.72%6.70%5.58%11.09%17.58%9.64%0.00%0.00%

Frequently Asked Questions


FDEGX and NEEIX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEEIX has higher volatility (12.55%) compared to FDEGX (7.75%). In terms of maximum drawdown, FDEGX dropped -85.96% vs NEEIX's -43.11%.

NEEIX currently has the higher Sharpe Ratio (1.58 vs -0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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