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NEAGX vs. CALF
Performance
Return for Risk
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.

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NEAGX vs. CALF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEAGX
Needham Aggressive Growth Fund
11.92%26.40%14.31%37.65%-27.53%37.56%51.53%43.82%-16.09%5.62%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.42%2.33%-7.41%35.43%-15.20%40.68%16.55%18.18%-10.06%5.78%

Returns By Period

In the year-to-date period, NEAGX achieves a 11.92% return, which is significantly higher than CALF's 1.42% return.


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%

CALF

1D
0.13%
1M
-2.20%
YTD
1.42%
6M
2.91%
1Y
20.81%
3Y*
7.00%
5Y*
3.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

NEAGX vs. CALF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NEAGX
NEAGX Risk / Return Rank: 9393
Overall Rank
NEAGX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
NEAGX Sortino Ratio Rank: 9191
Sortino Ratio Rank
NEAGX Omega Ratio Rank: 8787
Omega Ratio Rank
NEAGX Calmar Ratio Rank: 9797
Calmar Ratio Rank
NEAGX Martin Ratio Rank: 9696
Martin Ratio Rank

CALF
CALF Risk / Return Rank: 5252
Overall Rank
CALF Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CALF Sortino Ratio Rank: 5151
Sortino Ratio Rank
CALF Omega Ratio Rank: 5353
Omega Ratio Rank
CALF Calmar Ratio Rank: 4848
Calmar Ratio Rank
CALF Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NEAGX vs. CALF - Risk-Adjusted Trends 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.


NEAGXCALFDifference

Sharpe ratio

Return per unit of total volatility

2.14

0.92

+1.22

Sortino ratio

Return per unit of downside risk

2.71

1.43

+1.29

Omega ratio

Gain probability vs. loss probability

1.38

1.21

+0.17

Calmar ratio

Return relative to maximum drawdown

4.27

1.31

+2.96

Martin ratio

Return relative to average drawdown

15.19

5.99

+9.21

NEAGX vs. CALF - Sharpe Ratio Comparison

The current NEAGX Sharpe Ratio is 2.14, which is higher than the CALF Sharpe Ratio of 0.92. 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.


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Sharpe Ratios by Period


NEAGXCALFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

0.92

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.14

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.32

+0.27

Correlation

The correlation between NEAGX and CALF is 0.69, 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.


Dividends

NEAGX vs. CALF - Dividend Comparison

NEAGX's dividend yield for the trailing twelve months is around 1.91%, more than CALF's 1.43% yield.


TTM20252024202320222021202020192018201720162015
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%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.43%1.43%1.07%1.18%0.85%2.63%0.82%0.99%1.39%0.70%0.00%0.00%

Drawdowns

NEAGX vs. CALF - Drawdown Comparison

The maximum NEAGX drawdown since its inception was -41.80%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for NEAGX and CALF.


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Drawdown Indicators


NEAGXCALFDifference

Max Drawdown

Largest peak-to-trough decline

-41.80%

-47.58%

+5.78%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-16.47%

+2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-36.31%

-34.22%

-2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-36.31%

Current Drawdown

Current decline from peak

-7.75%

-6.28%

-1.47%

Average Drawdown

Average peak-to-trough decline

-8.72%

-10.91%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.60%

+0.33%

Volatility

NEAGX vs. CALF - Volatility Comparison

Needham Aggressive Growth Fund (NEAGX) has a higher volatility of 11.64% compared to Pacer US Small Cap Cash Cows 100 ETF (CALF) at 4.22%. 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.


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Volatility by Period


NEAGXCALFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.64%

4.22%

+7.42%

Volatility (6M)

Calculated over the trailing 6-month period

19.84%

11.13%

+8.71%

Volatility (1Y)

Calculated over the trailing 1-year period

28.93%

22.66%

+6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.33%

23.68%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.90%

26.18%

-2.28%