FGROX vs. NEAGX
Compare and contrast key facts about Emerald Growth Fund Institutional Class (FGROX) and Needham Aggressive Growth Fund (NEAGX).
FGROX is a passively managed fund by Emerald that tracks the performance of the Russell 2000 Growth Index. It was launched on Oct 21, 2008. NEAGX is managed by Needham. It was launched on Sep 4, 2001.
Performance
FGROX vs. NEAGX - Performance Comparison
Loading graphics...
FGROX vs. NEAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGROX Emerald Growth Fund Institutional Class | -0.63% | 31.85% | 20.04% | 19.04% | -24.42% | 3.91% | 38.92% | 28.71% | -11.85% | 28.11% |
NEAGX Needham Aggressive Growth Fund | 11.92% | 26.40% | 14.31% | 37.65% | -27.53% | 37.56% | 51.53% | 43.82% | -16.09% | 8.75% |
Returns By Period
In the year-to-date period, FGROX achieves a -0.63% return, which is significantly lower than NEAGX's 11.92% return. Over the past 10 years, FGROX has underperformed NEAGX with an annualized return of 13.31%, while NEAGX has yielded a comparatively higher 18.04% annualized return.
FGROX
- 1D
- 5.54%
- 1M
- -8.90%
- YTD
- -0.63%
- 6M
- 5.05%
- 1Y
- 49.73%
- 3Y*
- 21.60%
- 5Y*
- 6.78%
- 10Y*
- 13.31%
NEAGX
- 1D
- 4.33%
- 1M
- -7.75%
- YTD
- 11.92%
- 6M
- 14.19%
- 1Y
- 60.51%
- 3Y*
- 26.85%
- 5Y*
- 15.03%
- 10Y*
- 18.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FGROX vs. NEAGX - Expense Ratio Comparison
FGROX has a 0.78% expense ratio, which is lower than NEAGX's 1.86% expense ratio.
Return for Risk
FGROX vs. NEAGX — Risk / Return Rank
FGROX
NEAGX
FGROX vs. NEAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerald Growth Fund Institutional Class (FGROX) 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.
| FGROX | NEAGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 2.14 | -0.43 |
Sortino ratioReturn per unit of downside risk | 2.31 | 2.71 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.38 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.88 | 4.27 | -1.38 |
Martin ratioReturn relative to average drawdown | 11.28 | 15.19 | -3.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FGROX | NEAGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 2.14 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.62 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.76 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.59 | -0.13 |
Correlation
The correlation between FGROX and NEAGX is 0.86, 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
FGROX vs. NEAGX - Dividend Comparison
FGROX's dividend yield for the trailing twelve months is around 11.46%, more than NEAGX's 1.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGROX Emerald Growth Fund Institutional Class | 11.46% | 11.39% | 13.92% | 5.91% | 8.13% | 17.87% | 8.04% | 1.38% | 11.36% | 0.00% | 0.00% | 0.00% |
NEAGX Needham Aggressive Growth Fund | 1.91% | 2.14% | 0.00% | 0.00% | 0.00% | 7.10% | 3.91% | 10.64% | 16.57% | 5.17% | 6.72% | 11.88% |
Drawdowns
FGROX vs. NEAGX - Drawdown Comparison
The maximum FGROX drawdown since its inception was -41.48%, roughly equal to the maximum NEAGX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for FGROX and NEAGX.
Loading graphics...
Drawdown Indicators
| FGROX | NEAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.48% | -41.80% | +0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -15.38% | -14.01% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -38.52% | -36.31% | -2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -41.48% | -36.31% | -5.17% |
Current DrawdownCurrent decline from peak | -9.61% | -7.75% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -8.72% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.93% | 0.00% |
Volatility
FGROX vs. NEAGX - Volatility Comparison
Emerald Growth Fund Institutional Class (FGROX) and Needham Aggressive Growth Fund (NEAGX) have volatilities of 11.38% and 11.64%, 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.
Loading graphics...
Volatility by Period
| FGROX | NEAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.38% | 11.64% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 20.13% | 19.84% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.20% | 28.93% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.38% | 24.33% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.04% | 23.90% | +1.14% |