GTSAX vs. NEAGX
Compare and contrast key facts about Invesco Small Cap Growth Fund (GTSAX) and Needham Aggressive Growth Fund (NEAGX).
GTSAX is managed by Invesco. It was launched on Oct 18, 1995. NEAGX is managed by Needham. It was launched on Sep 4, 2001.
Performance
GTSAX vs. NEAGX - Performance Comparison
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GTSAX vs. NEAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTSAX Invesco Small Cap Growth Fund | 0.50% | 5.80% | 16.19% | 12.66% | -35.61% | 5.71% | 57.23% | 24.30% | -9.16% | 24.94% |
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, GTSAX achieves a 0.50% return, which is significantly lower than NEAGX's 11.92% return. Over the past 10 years, GTSAX has underperformed NEAGX with an annualized return of 9.07%, while NEAGX has yielded a comparatively higher 18.04% annualized return.
GTSAX
- 1D
- 4.64%
- 1M
- -6.85%
- YTD
- 0.50%
- 6M
- 2.18%
- 1Y
- 20.37%
- 3Y*
- 9.09%
- 5Y*
- -1.95%
- 10Y*
- 9.07%
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%
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GTSAX vs. NEAGX - Expense Ratio Comparison
GTSAX has a 1.14% expense ratio, which is lower than NEAGX's 1.86% expense ratio.
Return for Risk
GTSAX vs. NEAGX — Risk / Return Rank
GTSAX
NEAGX
GTSAX vs. NEAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Growth Fund (GTSAX) 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.
| GTSAX | NEAGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 2.14 | -1.34 |
Sortino ratioReturn per unit of downside risk | 1.26 | 2.71 | -1.46 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.38 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 4.27 | -3.02 |
Martin ratioReturn relative to average drawdown | 4.31 | 15.19 | -10.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GTSAX | NEAGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 2.14 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.62 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.76 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.59 | -0.14 |
Correlation
The correlation between GTSAX and NEAGX is 0.88, 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
GTSAX vs. NEAGX - Dividend Comparison
GTSAX's dividend yield for the trailing twelve months is around 10.39%, more than NEAGX's 1.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTSAX Invesco Small Cap Growth Fund | 10.39% | 10.45% | 0.00% | 0.00% | 3.60% | 38.91% | 13.85% | 8.96% | 9.76% | 9.23% | 9.35% | 10.11% |
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
GTSAX vs. NEAGX - Drawdown Comparison
The maximum GTSAX drawdown since its inception was -63.62%, which is greater than NEAGX's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for GTSAX and NEAGX.
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Drawdown Indicators
| GTSAX | NEAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.62% | -41.80% | -21.82% |
Max Drawdown (1Y)Largest decline over 1 year | -14.25% | -14.01% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -47.85% | -36.31% | -11.54% |
Max Drawdown (10Y)Largest decline over 10 years | -47.85% | -36.31% | -11.54% |
Current DrawdownCurrent decline from peak | -20.73% | -7.75% | -12.98% |
Average DrawdownAverage peak-to-trough decline | -18.99% | -8.72% | -10.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 3.93% | +0.19% |
Volatility
GTSAX vs. NEAGX - Volatility Comparison
Invesco Small Cap Growth Fund (GTSAX) and Needham Aggressive Growth Fund (NEAGX) have volatilities of 11.58% 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.
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Volatility by Period
| GTSAX | NEAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.58% | 11.64% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 18.72% | 19.84% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.41% | 28.93% | -2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.46% | 24.33% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.06% | 23.90% | +0.16% |