PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NEAGX vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

NEAGX vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Needham Aggressive Growth Fund (NEAGX) and Avantis U.S. Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-2.60%
13.71%
NEAGX
AVUV

Returns By Period

The year-to-date returns for both stocks are quite close, with NEAGX having a 16.53% return and AVUV slightly lower at 15.85%.


NEAGX

YTD

16.53%

1M

3.35%

6M

-2.60%

1Y

27.15%

5Y (annualized)

18.46%

10Y (annualized)

7.03%

AVUV

YTD

15.85%

1M

7.10%

6M

13.70%

1Y

31.15%

5Y (annualized)

16.63%

10Y (annualized)

N/A

Key characteristics


NEAGXAVUV
Sharpe Ratio1.221.50
Sortino Ratio1.822.24
Omega Ratio1.211.28
Calmar Ratio1.682.88
Martin Ratio4.547.56
Ulcer Index6.07%4.19%
Daily Std Dev22.60%21.12%
Max Drawdown-53.03%-49.42%
Current Drawdown-6.06%-1.99%

Compare stocks, funds, or ETFs

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


NEAGX vs. AVUV - Expense Ratio Comparison

NEAGX has a 1.86% expense ratio, which is higher than AVUV's 0.25% expense ratio.


NEAGX
Needham Aggressive Growth Fund
Expense ratio chart for NEAGX: current value at 1.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.86%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Correlation

-0.50.00.51.00.7

The correlation between NEAGX and AVUV is 0.71, 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.

Risk-Adjusted Performance

NEAGX vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Needham Aggressive Growth Fund (NEAGX) and Avantis U.S. Small Cap Value ETF (AVUV). 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.


Sharpe ratio
The chart of Sharpe ratio for NEAGX, currently valued at 1.22, compared to the broader market-1.000.001.002.003.004.005.001.221.50
The chart of Sortino ratio for NEAGX, currently valued at 1.82, compared to the broader market0.005.0010.001.822.24
The chart of Omega ratio for NEAGX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.28
The chart of Calmar ratio for NEAGX, currently valued at 1.68, compared to the broader market0.005.0010.0015.0020.001.682.88
The chart of Martin ratio for NEAGX, currently valued at 4.54, compared to the broader market0.0020.0040.0060.0080.00100.004.547.56
NEAGX
AVUV

The current NEAGX Sharpe Ratio is 1.22, which is comparable to the AVUV Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of NEAGX and AVUV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.22
1.50
NEAGX
AVUV

Dividends

NEAGX vs. AVUV - Dividend Comparison

NEAGX has not paid dividends to shareholders, while AVUV's dividend yield for the trailing twelve months is around 1.52%.


TTM20232022202120202019
NEAGX
Needham Aggressive Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%
AVUV
Avantis U.S. Small Cap Value ETF
1.52%1.65%1.74%1.28%1.21%0.38%

Drawdowns

NEAGX vs. AVUV - Drawdown Comparison

The maximum NEAGX drawdown since its inception was -53.03%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for NEAGX and AVUV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.06%
-1.99%
NEAGX
AVUV

Volatility

NEAGX vs. AVUV - Volatility Comparison

The current volatility for Needham Aggressive Growth Fund (NEAGX) is 7.88%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.47%. This indicates that NEAGX experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.88%
8.47%
NEAGX
AVUV