NEAGX vs. SFSNX
Compare and contrast key facts about Needham Aggressive Growth Fund (NEAGX) and Schwab Fundamental US Small Company Index Fund (SFSNX).
NEAGX is managed by Needham. It was launched on Sep 4, 2001. SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEAGX or SFSNX.
Key characteristics
| NEAGX | SFSNX | |
|---|---|---|
| YTD Return | 17.00% | 15.42% |
| 1Y Return | 34.33% | 37.29% |
| 3Y Return (Ann) | 2.84% | 4.65% |
| 5Y Return (Ann) | 18.61% | 11.51% |
| 10Y Return (Ann) | 7.01% | 9.50% |
| Sharpe Ratio | 1.49 | 1.85 |
| Sortino Ratio | 2.16 | 2.68 |
| Omega Ratio | 1.26 | 1.33 |
| Calmar Ratio | 1.75 | 2.14 |
| Martin Ratio | 5.73 | 10.80 |
| Ulcer Index | 5.86% | 3.30% |
| Daily Std Dev | 22.50% | 19.31% |
| Max Drawdown | -53.03% | -62.68% |
| Current Drawdown | -5.68% | 0.00% |
Correlation
The correlation between NEAGX and SFSNX is 0.83, 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.
Performance
NEAGX vs. SFSNX - Performance Comparison
In the year-to-date period, NEAGX achieves a 17.00% return, which is significantly higher than SFSNX's 15.42% return. Over the past 10 years, NEAGX has underperformed SFSNX with an annualized return of 7.01%, while SFSNX has yielded a comparatively higher 9.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NEAGX vs. SFSNX - Expense Ratio Comparison
NEAGX has a 1.86% expense ratio, which is higher than SFSNX's 0.25% expense ratio.
Risk-Adjusted Performance
NEAGX vs. SFSNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Needham Aggressive Growth Fund (NEAGX) and Schwab Fundamental US Small Company Index Fund (SFSNX). 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. SFSNX - Dividend Comparison
NEAGX has not paid dividends to shareholders, while SFSNX's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SFSNX Schwab Fundamental US Small Company Index Fund | 1.19% | 1.37% | 1.22% | 1.35% | 1.42% | 1.41% | 1.91% | 1.42% | 1.22% | 1.58% | 1.22% | 0.90% |
Drawdowns
NEAGX vs. SFSNX - Drawdown Comparison
The maximum NEAGX drawdown since its inception was -53.03%, smaller than the maximum SFSNX drawdown of -62.68%. Use the drawdown chart below to compare losses from any high point for NEAGX and SFSNX. For additional features, visit the drawdowns tool.
Volatility
NEAGX vs. SFSNX - Volatility Comparison
Needham Aggressive Growth Fund (NEAGX) has a higher volatility of 7.07% compared to Schwab Fundamental US Small Company Index Fund (SFSNX) at 6.38%. This indicates that NEAGX's price experiences larger fluctuations and is considered to be riskier than SFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.