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

Correlation

The correlation between NEEGX and NEAGX is 0.93, 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.


-0.50.00.51.00.9

Performance

NEEGX vs. NEAGX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-9.78%
0.26%
NEEGX
NEAGX

Key characteristics

Sharpe Ratio

NEEGX:

0.14

NEAGX:

0.54

Sortino Ratio

NEEGX:

0.39

NEAGX:

0.92

Omega Ratio

NEEGX:

1.05

NEAGX:

1.11

Calmar Ratio

NEEGX:

0.18

NEAGX:

0.78

Martin Ratio

NEEGX:

0.39

NEAGX:

2.01

Ulcer Index

NEEGX:

9.93%

NEAGX:

6.37%

Daily Std Dev

NEEGX:

26.79%

NEAGX:

23.59%

Max Drawdown

NEEGX:

-60.83%

NEAGX:

-53.03%

Current Drawdown

NEEGX:

-18.30%

NEAGX:

-6.04%

Returns By Period

In the year-to-date period, NEEGX achieves a 0.08% return, which is significantly lower than NEAGX's 1.97% return. Over the past 10 years, NEEGX has underperformed NEAGX with an annualized return of 3.04%, while NEAGX has yielded a comparatively higher 7.48% annualized return.


NEEGX

YTD

0.08%

1M

-1.88%

6M

-9.78%

1Y

2.71%

5Y*

7.31%

10Y*

3.04%

NEAGX

YTD

1.97%

1M

0.86%

6M

0.26%

1Y

11.94%

5Y*

16.10%

10Y*

7.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NEEGX vs. NEAGX - Expense Ratio Comparison

NEEGX has a 1.78% expense ratio, which is lower than NEAGX's 1.86% 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 NEEGX: current value at 1.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.78%

Risk-Adjusted Performance

NEEGX vs. NEAGX — Risk-Adjusted Performance Rank

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

NEEGX
The Risk-Adjusted Performance Rank of NEEGX is 99
Overall Rank
The Sharpe Ratio Rank of NEEGX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of NEEGX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of NEEGX is 88
Omega Ratio Rank
The Calmar Ratio Rank of NEEGX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of NEEGX is 77
Martin Ratio Rank

NEAGX
The Risk-Adjusted Performance Rank of NEAGX is 3030
Overall Rank
The Sharpe Ratio Rank of NEAGX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAGX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of NEAGX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of NEAGX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of NEAGX is 2626
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.

NEEGX vs. NEAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Needham Growth Fund (NEEGX) and Needham Aggressive Growth Fund (NEAGX). 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 NEEGX, currently valued at 0.14, compared to the broader market-1.000.001.002.003.004.000.140.54
The chart of Sortino ratio for NEEGX, currently valued at 0.39, compared to the broader market0.005.0010.000.390.92
The chart of Omega ratio for NEEGX, currently valued at 1.05, compared to the broader market1.002.003.004.001.051.11
The chart of Calmar ratio for NEEGX, currently valued at 0.18, compared to the broader market0.005.0010.0015.0020.000.180.78
The chart of Martin ratio for NEEGX, currently valued at 0.39, compared to the broader market0.0020.0040.0060.0080.000.392.01
NEEGX
NEAGX

The current NEEGX Sharpe Ratio is 0.14, which is lower than the NEAGX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of NEEGX and NEAGX, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.14
0.54
NEEGX
NEAGX

Dividends

NEEGX vs. NEAGX - Dividend Comparison

Neither NEEGX nor NEAGX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NEEGX vs. NEAGX - Drawdown Comparison

The maximum NEEGX drawdown since its inception was -60.83%, which is greater than NEAGX's maximum drawdown of -53.03%. Use the drawdown chart below to compare losses from any high point for NEEGX and NEAGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-18.30%
-6.04%
NEEGX
NEAGX

Volatility

NEEGX vs. NEAGX - Volatility Comparison

Needham Growth Fund (NEEGX) and Needham Aggressive Growth Fund (NEAGX) have volatilities of 7.92% and 7.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%11.00%AugustSeptemberOctoberNovemberDecember2025
7.92%
7.69%
NEEGX
NEAGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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