NEAGX vs. CALF
Compare and contrast key facts about Needham Aggressive Growth Fund (NEAGX) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
NEAGX is managed by Needham. It was launched on Sep 4, 2001. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEAGX or CALF.
Key characteristics
| NEAGX | CALF | |
|---|---|---|
| YTD Return | 17.00% | 1.09% |
| 1Y Return | 34.33% | 20.55% |
| 3Y Return (Ann) | 2.84% | 2.68% |
| 5Y Return (Ann) | 18.61% | 14.73% |
| Sharpe Ratio | 1.49 | 0.91 |
| Sortino Ratio | 2.16 | 1.47 |
| Omega Ratio | 1.26 | 1.17 |
| Calmar Ratio | 1.75 | 1.41 |
| Martin Ratio | 5.73 | 3.22 |
| Ulcer Index | 5.86% | 6.07% |
| Daily Std Dev | 22.50% | 21.63% |
| Max Drawdown | -53.03% | -47.58% |
| Current Drawdown | -5.68% | -1.41% |
Correlation
The correlation between NEAGX and CALF is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
NEAGX vs. CALF - Performance Comparison
In the year-to-date period, NEAGX achieves a 17.00% return, which is significantly higher than CALF's 1.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. CALF - Expense Ratio Comparison
NEAGX has a 1.86% expense ratio, which is higher than CALF's 0.59% expense ratio.
Risk-Adjusted Performance
NEAGX vs. CALF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Needham Aggressive Growth Fund (NEAGX) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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.
Dividends
NEAGX vs. CALF - Dividend Comparison
NEAGX has not paid dividends to shareholders, while CALF's dividend yield for the trailing twelve months is around 1.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
NEAGX Needham Aggressive Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.02% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% |
Drawdowns
NEAGX vs. CALF - Drawdown Comparison
The maximum NEAGX drawdown since its inception was -53.03%, which is greater than CALF's maximum drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for NEAGX and CALF. For additional features, visit the drawdowns tool.
Volatility
NEAGX vs. CALF - Volatility Comparison
Needham Aggressive Growth Fund (NEAGX) and Pacer US Small Cap Cash Cows 100 ETF (CALF) have volatilities of 7.07% and 7.38%, 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.