NEAGX vs. VTSAX
Compare and contrast key facts about Needham Aggressive Growth Fund (NEAGX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
NEAGX is managed by Needham. It was launched on Sep 4, 2001. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEAGX or VTSAX.
Key characteristics
| NEAGX | VTSAX | |
|---|---|---|
| YTD Return | 17.00% | 26.26% |
| 1Y Return | 34.33% | 40.42% |
| 3Y Return (Ann) | 2.84% | 8.66% |
| 5Y Return (Ann) | 18.61% | 15.35% |
| 10Y Return (Ann) | 7.01% | 12.89% |
| Sharpe Ratio | 1.49 | 3.08 |
| Sortino Ratio | 2.16 | 4.11 |
| Omega Ratio | 1.26 | 1.57 |
| Calmar Ratio | 1.75 | 4.19 |
| Martin Ratio | 5.73 | 20.10 |
| Ulcer Index | 5.86% | 1.95% |
| Daily Std Dev | 22.50% | 12.73% |
| Max Drawdown | -53.03% | -55.34% |
| Current Drawdown | -5.68% | 0.00% |
Correlation
The correlation between NEAGX and VTSAX 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.
Performance
NEAGX vs. VTSAX - Performance Comparison
In the year-to-date period, NEAGX achieves a 17.00% return, which is significantly lower than VTSAX's 26.26% return. Over the past 10 years, NEAGX has underperformed VTSAX with an annualized return of 7.01%, while VTSAX has yielded a comparatively higher 12.89% 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. VTSAX - Expense Ratio Comparison
NEAGX has a 1.86% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
NEAGX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Needham Aggressive Growth Fund (NEAGX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
NEAGX has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.25%.
| 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
NEAGX vs. VTSAX - Drawdown Comparison
The maximum NEAGX drawdown since its inception was -53.03%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for NEAGX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
NEAGX vs. VTSAX - Volatility Comparison
Needham Aggressive Growth Fund (NEAGX) has a higher volatility of 7.07% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.07%. This indicates that NEAGX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.