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NEAGX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NEAGX and ^GSPC is 0.81, 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. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Needham Aggressive Growth Fund (NEAGX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%December2025FebruaryMarchAprilMay
342.10%
399.93%
NEAGX
^GSPC

Key characteristics

Sharpe Ratio

NEAGX:

-0.24

^GSPC:

0.48

Sortino Ratio

NEAGX:

-0.16

^GSPC:

0.80

Omega Ratio

NEAGX:

0.98

^GSPC:

1.12

Calmar Ratio

NEAGX:

-0.25

^GSPC:

0.49

Martin Ratio

NEAGX:

-0.69

^GSPC:

1.90

Ulcer Index

NEAGX:

10.35%

^GSPC:

4.90%

Daily Std Dev

NEAGX:

29.04%

^GSPC:

19.37%

Max Drawdown

NEAGX:

-53.03%

^GSPC:

-56.78%

Current Drawdown

NEAGX:

-11.93%

^GSPC:

-7.82%

Returns By Period

In the year-to-date period, NEAGX achieves a -4.43% return, which is significantly lower than ^GSPC's -3.70% return. Over the past 10 years, NEAGX has underperformed ^GSPC with an annualized return of 6.35%, while ^GSPC has yielded a comparatively higher 10.43% annualized return.


NEAGX

YTD

-4.43%

1M

23.15%

6M

-6.63%

1Y

-6.95%

5Y*

14.92%

10Y*

6.35%

^GSPC

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

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Risk-Adjusted Performance

NEAGX vs. ^GSPC — Risk-Adjusted Performance Rank

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

NEAGX
The Risk-Adjusted Performance Rank of NEAGX is 99
Overall Rank
The Sharpe Ratio Rank of NEAGX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAGX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of NEAGX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of NEAGX is 66
Calmar Ratio Rank
The Martin Ratio Rank of NEAGX is 77
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6767
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NEAGX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Needham Aggressive Growth Fund (NEAGX) and S&P 500 (^GSPC). 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.


The current NEAGX Sharpe Ratio is -0.24, which is lower than the ^GSPC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of NEAGX and ^GSPC, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.24
0.48
NEAGX
^GSPC

Drawdowns

NEAGX vs. ^GSPC - Drawdown Comparison

The maximum NEAGX drawdown since its inception was -53.03%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for NEAGX and ^GSPC. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.93%
-7.82%
NEAGX
^GSPC

Volatility

NEAGX vs. ^GSPC - Volatility Comparison

Needham Aggressive Growth Fund (NEAGX) has a higher volatility of 13.39% compared to S&P 500 (^GSPC) at 11.21%. This indicates that NEAGX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
13.39%
11.21%
NEAGX
^GSPC