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NEAGX vs. CALF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

NEAGX vs. CALF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Needham Aggressive Growth Fund (NEAGX) and Pacer US Small Cap Cash Cows 100 ETF (CALF). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-2.60%
3.25%
NEAGX
CALF

Returns By Period

In the year-to-date period, NEAGX achieves a 16.53% return, which is significantly higher than CALF's -1.35% return.


NEAGX

YTD

16.53%

1M

3.35%

6M

-2.60%

1Y

27.15%

5Y (annualized)

18.46%

10Y (annualized)

7.03%

CALF

YTD

-1.35%

1M

2.91%

6M

3.26%

1Y

10.59%

5Y (annualized)

14.63%

10Y (annualized)

N/A

Key characteristics


NEAGXCALF
Sharpe Ratio1.220.51
Sortino Ratio1.820.89
Omega Ratio1.211.10
Calmar Ratio1.680.77
Martin Ratio4.541.75
Ulcer Index6.07%6.12%
Daily Std Dev22.60%21.09%
Max Drawdown-53.03%-47.58%
Current Drawdown-6.06%-3.78%

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NEAGX vs. CALF - Expense Ratio Comparison

NEAGX has a 1.86% expense ratio, which is higher than CALF's 0.59% 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 CALF: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Correlation

-0.50.00.51.00.7

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.

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.


Sharpe ratio
The chart of Sharpe ratio for NEAGX, currently valued at 1.22, compared to the broader market-1.000.001.002.003.004.005.001.220.51
The chart of Sortino ratio for NEAGX, currently valued at 1.82, compared to the broader market0.005.0010.001.820.89
The chart of Omega ratio for NEAGX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.10
The chart of Calmar ratio for NEAGX, currently valued at 1.68, compared to the broader market0.005.0010.0015.0020.001.680.77
The chart of Martin ratio for NEAGX, currently valued at 4.54, compared to the broader market0.0020.0040.0060.0080.00100.004.541.75
NEAGX
CALF

The current NEAGX Sharpe Ratio is 1.22, which is higher than the CALF Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of NEAGX and CALF, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.22
0.51
NEAGX
CALF

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 1.05%.


TTM2023202220212020201920182017
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
1.05%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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.06%
-3.78%
NEAGX
CALF

Volatility

NEAGX vs. CALF - Volatility Comparison

Needham Aggressive Growth Fund (NEAGX) has a higher volatility of 7.88% compared to Pacer US Small Cap Cash Cows 100 ETF (CALF) at 7.39%. This indicates that NEAGX's price experiences larger fluctuations and is considered to be riskier than CALF 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%
7.39%
NEAGX
CALF