PortfoliosLab logoPortfoliosLab logo
FTXNX vs. NESGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTXNX vs. NESGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Needham Small Cap Growth Fund (NESGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FTXNX vs. NESGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FTXNX
Fuller & Thaler Behavioral Small-Cap Growth Fund
1.90%12.10%28.50%32.77%-27.66%25.16%50.97%18.83%-3.91%
NESGX
Needham Small Cap Growth Fund
15.34%10.50%12.76%5.68%-30.21%10.59%71.90%54.42%-8.63%

Returns By Period

In the year-to-date period, FTXNX achieves a 1.90% return, which is significantly lower than NESGX's 15.34% return.


FTXNX

1D
5.48%
1M
-7.16%
YTD
1.90%
6M
3.24%
1Y
33.07%
3Y*
19.98%
5Y*
9.94%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTXNX vs. NESGX - Expense Ratio Comparison

FTXNX has a 1.44% expense ratio, which is lower than NESGX's 1.85% expense ratio.


Return for Risk

FTXNX vs. NESGX — Risk / Return Rank

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

FTXNX
FTXNX Risk / Return Rank: 6868
Overall Rank
FTXNX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FTXNX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FTXNX Omega Ratio Rank: 5454
Omega Ratio Rank
FTXNX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FTXNX Martin Ratio Rank: 8181
Martin Ratio Rank

NESGX
NESGX Risk / Return Rank: 8383
Overall Rank
NESGX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NESGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
NESGX Omega Ratio Rank: 7171
Omega Ratio Rank
NESGX Calmar Ratio Rank: 9393
Calmar Ratio Rank
NESGX Martin Ratio Rank: 8989
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.

FTXNX vs. NESGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) 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.


FTXNXNESGXDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.58

-0.44

Sortino ratio

Return per unit of downside risk

1.64

2.17

-0.53

Omega ratio

Gain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratio

Return relative to maximum drawdown

2.09

3.11

-1.01

Martin ratio

Return relative to average drawdown

8.42

10.44

-2.02

FTXNX vs. NESGX - Sharpe Ratio Comparison

The current FTXNX Sharpe Ratio is 1.14, which is comparable to the NESGX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FTXNX and NESGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FTXNXNESGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.58

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.04

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.52

0.00

Correlation

The correlation between FTXNX and NESGX is 0.83, 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

FTXNX vs. NESGX - Dividend Comparison

Neither FTXNX nor NESGX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FTXNX
Fuller & Thaler Behavioral Small-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%17.21%0.00%0.00%0.00%0.00%0.00%0.00%
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

FTXNX vs. NESGX - Drawdown Comparison

The maximum FTXNX drawdown since its inception was -45.22%, smaller than the maximum NESGX drawdown of -50.29%. Use the drawdown chart below to compare losses from any high point for FTXNX and NESGX.


Loading graphics...

Drawdown Indicators


FTXNXNESGXDifference

Max Drawdown

Largest peak-to-trough decline

-45.22%

-50.29%

+5.07%

Max Drawdown (1Y)

Largest decline over 1 year

-15.80%

-17.27%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-39.68%

-50.05%

+10.37%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

Current Drawdown

Current decline from peak

-7.61%

-4.31%

-3.30%

Average Drawdown

Average peak-to-trough decline

-12.82%

-11.74%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

5.14%

-1.21%

Volatility

FTXNX vs. NESGX - Volatility Comparison

Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Needham Small Cap Growth Fund (NESGX) have volatilities of 12.44% and 12.14%, 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


FTXNXNESGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.44%

12.14%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

21.02%

23.43%

-2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

30.18%

35.37%

-5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.55%

29.13%

-2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.67%

25.56%

+2.11%