MXMTX vs. NEAGX
MXMTX (Great-West Small Cap Growth Fund) and NEAGX (Needham Aggressive Growth Fund Retail Class) are both Small Cap Growth Equities funds. Over the past 10 years, MXMTX returned 10.81%/yr vs 19.67%/yr for NEAGX. Their correlation of 0.81 means they have usually moved in the same direction. MXMTX charges 1.19%/yr vs 1.64%/yr for NEAGX.
Performance
MXMTX vs. NEAGX - Performance Comparison
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Returns By Period
In the year-to-date period, MXMTX achieves a 10.82% return, which is significantly lower than NEAGX's 31.89% return. Over the past 10 years, MXMTX has underperformed NEAGX with an annualized return of 10.81%, while NEAGX has yielded a comparatively higher 19.67% annualized return.
MXMTX
- 1D
- 1.60%
- 1M
- -4.50%
- 6M
- 9.12%
- YTD
- 10.82%
- 1Y
- 19.91%
- 3Y*
- 9.56%
- 5Y*
- 3.23%
- 10Y*
- 10.81%
- ALL TIME*
- 10.66%
NEAGX
- 1D
- 4.76%
- 1M
- -12.12%
- 6M
- 19.20%
- YTD
- 31.89%
- 1Y
- 49.17%
- 3Y*
- 24.32%
- 5Y*
- 17.14%
- 10Y*
- 19.67%
- ALL TIME*
- 12.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MXMTX vs. NEAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMTX Great-West Small Cap Growth Fund | 10.82% | 7.79% | 10.40% | 15.76% | -35.11% | 30.78% | 36.77% | 27.26% | -3.58% | 22.45% |
NEAGX Needham Aggressive Growth Fund Retail Class | 31.89% | 26.40% | 14.31% | 37.65% | -27.53% | 37.56% | 51.53% | 43.82% | -16.09% | 8.75% |
Correlation
The correlation between MXMTX and NEAGX is 0.82, 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. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.81 |
The correlation between MXMTX and NEAGX has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
MXMTX vs. NEAGX — Risk / Return Rank
MXMTX
NEAGX
MXMTX vs. NEAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Growth Fund (MXMTX) and Needham Aggressive Growth Fund Retail Class (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.
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.
| MXMTX | NEAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.91 | -0.56 |
| Martin ratioReturn relative to average drawdown | 4.84 | 8.29 | -3.45 |
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Drawdowns
MXMTX vs. NEAGX - Drawdown Comparison
The maximum MXMTX drawdown since its inception was -42.71%, roughly equal to the maximum NEAGX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for MXMTX and NEAGX.
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Drawdown Indicators
| MXMTX | NEAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.71% | -41.80% | -0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -24.12% | +10.45% |
Max Drawdown (3Y)Largest decline over 3 years | -27.89% | -28.49% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -40.29% | -36.31% | -3.98% |
Max Drawdown (10Y)Largest decline over 10 years | -42.71% | -36.31% | -6.40% |
Current DrawdownCurrent decline from peak | -7.21% | -20.51% | +13.30% |
Average DrawdownAverage peak-to-trough decline | -12.67% | -8.67% | -4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 5.54% | -1.74% |
Volatility
MXMTX vs. NEAGX - Volatility Comparison
The current volatility for Great-West Small Cap Growth Fund (MXMTX) is 5.56%, while Needham Aggressive Growth Fund Retail Class (NEAGX) has a volatility of 13.05%. This indicates that MXMTX experiences smaller price fluctuations and is considered to be less risky than NEAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMTX | NEAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 13.05% | -7.49% |
Volatility (6M)Calculated over the trailing 6-month period | 16.15% | 26.27% | -10.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.41% | 30.84% | -10.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.97% | 25.66% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.35% | 24.70% | +1.65% |
MXMTX vs. NEAGX - Expense Ratio Comparison
MXMTX has a 1.19% expense ratio, which is lower than NEAGX's 1.64% expense ratio.
Dividends
MXMTX vs. NEAGX - Dividend Comparison
MXMTX's dividend yield for the trailing twelve months is around 4.39%, more than NEAGX's 1.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMTX Great-West Small Cap Growth Fund | 4.39% | 4.87% | 7.32% | 0.03% | 4.15% | 19.92% | 10.56% | 4.15% | 25.89% | 4.71% | 0.00% | 0.00% |
NEAGX Needham Aggressive Growth Fund Retail Class | 1.62% | 2.14% | 0.00% | 0.00% | 0.00% | 7.10% | 3.91% | 10.64% | 16.57% | 5.17% | 6.72% | 11.88% |
Frequently Asked Questions
MXMTX and NEAGX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEAGX has higher volatility (13.05%) compared to MXMTX (5.56%). In terms of maximum drawdown, MXMTX dropped -42.71% vs NEAGX's -41.80%.
NEAGX currently has the higher Sharpe Ratio (1.49 vs 0.90), 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.
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