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

Performance

NEAGX vs. CSMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Needham Aggressive Growth Fund (NEAGX) and Congress Small Cap Growth Fund (CSMCX). 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
-2.42%
18.55%
NEAGX
CSMCX

Returns By Period

In the year-to-date period, NEAGX achieves a 18.53% return, which is significantly lower than CSMCX's 28.14% return. Over the past 10 years, NEAGX has outperformed CSMCX with an annualized return of 7.60%, while CSMCX has yielded a comparatively lower 3.72% annualized return.


NEAGX

YTD

18.53%

1M

5.92%

6M

-2.42%

1Y

29.33%

5Y (annualized)

18.85%

10Y (annualized)

7.60%

CSMCX

YTD

28.14%

1M

10.24%

6M

18.55%

1Y

41.00%

5Y (annualized)

10.97%

10Y (annualized)

3.72%

Key characteristics


NEAGXCSMCX
Sharpe Ratio1.292.13
Sortino Ratio1.912.91
Omega Ratio1.221.36
Calmar Ratio1.791.19
Martin Ratio4.8213.94
Ulcer Index6.08%2.94%
Daily Std Dev22.65%19.26%
Max Drawdown-53.03%-59.87%
Current Drawdown-4.44%-7.08%

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NEAGX vs. CSMCX - Expense Ratio Comparison

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

Correlation

-0.50.00.51.00.8

The correlation between NEAGX and CSMCX is 0.84, 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. CSMCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Needham Aggressive Growth Fund (NEAGX) and Congress Small Cap Growth Fund (CSMCX). 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 1.29, compared to the broader market-1.000.001.002.003.004.005.001.292.13
The chart of Sortino ratio for NEAGX, currently valued at 1.91, compared to the broader market0.005.0010.001.912.91
The chart of Omega ratio for NEAGX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.36
The chart of Calmar ratio for NEAGX, currently valued at 1.79, compared to the broader market0.005.0010.0015.0020.001.791.19
The chart of Martin ratio for NEAGX, currently valued at 4.82, compared to the broader market0.0020.0040.0060.0080.00100.004.8213.94
NEAGX
CSMCX

The current NEAGX Sharpe Ratio is 1.29, which is lower than the CSMCX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of NEAGX and CSMCX, 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
1.29
2.13
NEAGX
CSMCX

Dividends

NEAGX vs. CSMCX - Dividend Comparison

Neither NEAGX nor CSMCX has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
NEAGX
Needham Aggressive Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSMCX
Congress Small Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.02%

Drawdowns

NEAGX vs. CSMCX - Drawdown Comparison

The maximum NEAGX drawdown since its inception was -53.03%, smaller than the maximum CSMCX drawdown of -59.87%. Use the drawdown chart below to compare losses from any high point for NEAGX and CSMCX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.44%
-7.08%
NEAGX
CSMCX

Volatility

NEAGX vs. CSMCX - Volatility Comparison

Needham Aggressive Growth Fund (NEAGX) has a higher volatility of 7.99% compared to Congress Small Cap Growth Fund (CSMCX) at 6.92%. This indicates that NEAGX's price experiences larger fluctuations and is considered to be riskier than CSMCX 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
7.99%
6.92%
NEAGX
CSMCX