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NEAGX vs. HRSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEAGX vs. HRSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Needham Aggressive Growth Fund (NEAGX) and Hood River Small-Cap Growth Fund (HRSMX). The values are adjusted to include any dividend payments, if applicable.

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NEAGX vs. HRSMX - 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%8.75%
HRSMX
Hood River Small-Cap Growth Fund
5.38%23.85%35.48%21.52%-27.99%23.19%60.80%24.13%-6.91%20.60%

Returns By Period

In the year-to-date period, NEAGX achieves a 11.92% return, which is significantly higher than HRSMX's 5.38% return. Both investments have delivered pretty close results over the past 10 years, with NEAGX having a 18.04% annualized return and HRSMX not far behind at 17.50%.


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%

HRSMX

1D
5.79%
1M
-7.21%
YTD
5.38%
6M
10.43%
1Y
54.19%
3Y*
26.46%
5Y*
10.91%
10Y*
17.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEAGX vs. HRSMX - Expense Ratio Comparison

NEAGX has a 1.86% expense ratio, which is higher than HRSMX's 1.09% expense ratio.


Return for Risk

NEAGX vs. HRSMX — 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

HRSMX
HRSMX Risk / Return Rank: 8989
Overall Rank
HRSMX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HRSMX Sortino Ratio Rank: 8686
Sortino Ratio Rank
HRSMX Omega Ratio Rank: 7979
Omega Ratio Rank
HRSMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
HRSMX Martin Ratio Rank: 9696
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. HRSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Needham Aggressive Growth Fund (NEAGX) and Hood River Small-Cap Growth Fund (HRSMX). 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.


NEAGXHRSMXDifference

Sharpe ratio

Return per unit of total volatility

2.14

1.79

+0.35

Sortino ratio

Return per unit of downside risk

2.71

2.38

+0.33

Omega ratio

Gain probability vs. loss probability

1.38

1.32

+0.06

Calmar ratio

Return relative to maximum drawdown

4.27

3.49

+0.77

Martin ratio

Return relative to average drawdown

15.19

13.94

+1.25

NEAGX vs. HRSMX - Sharpe Ratio Comparison

The current NEAGX Sharpe Ratio is 2.14, which is comparable to the HRSMX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of NEAGX and HRSMX, 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


NEAGXHRSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.79

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.40

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.68

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.53

+0.06

Correlation

The correlation between NEAGX and HRSMX is 0.87, 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.


Dividends

NEAGX vs. HRSMX - Dividend Comparison

NEAGX's dividend yield for the trailing twelve months is around 1.91%, less than HRSMX's 4.01% 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%
HRSMX
Hood River Small-Cap Growth Fund
4.01%4.23%3.75%0.00%0.00%19.96%6.28%0.00%4.59%6.74%0.00%5.73%

Drawdowns

NEAGX vs. HRSMX - Drawdown Comparison

The maximum NEAGX drawdown since its inception was -41.80%, smaller than the maximum HRSMX drawdown of -64.92%. Use the drawdown chart below to compare losses from any high point for NEAGX and HRSMX.


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Drawdown Indicators


NEAGXHRSMXDifference

Max Drawdown

Largest peak-to-trough decline

-41.80%

-64.92%

+23.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-14.89%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-36.31%

-38.49%

+2.18%

Max Drawdown (10Y)

Largest decline over 10 years

-36.31%

-40.74%

+4.43%

Current Drawdown

Current decline from peak

-7.75%

-7.21%

-0.54%

Average Drawdown

Average peak-to-trough decline

-8.72%

-13.16%

+4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.73%

+0.20%

Volatility

NEAGX vs. HRSMX - Volatility Comparison

The current volatility for Needham Aggressive Growth Fund (NEAGX) is 11.64%, while Hood River Small-Cap Growth Fund (HRSMX) has a volatility of 12.35%. This indicates that NEAGX experiences smaller price fluctuations and is considered to be less risky than HRSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEAGXHRSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.64%

12.35%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

19.84%

21.73%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

28.93%

30.18%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.33%

27.18%

-2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.90%

25.82%

-1.92%