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NEEGX vs. RING
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEEGX vs. RING - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Needham Growth Fund (NEEGX) and iShares MSCI Global Gold Miners ETF (RING). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NEEGX achieves a 34.50% return, which is significantly higher than RING's -12.74% return. Over the past 10 years, NEEGX has outperformed RING with an annualized return of 14.06%, while RING has yielded a comparatively lower 10.69% annualized return.


NEEGX

1D
5.86%
1M
-10.02%
6M
17.12%
YTD
34.50%
1Y
51.33%
3Y*
16.90%
5Y*
8.81%
10Y*
14.06%
ALL TIME*
12.59%

RING

1D
-3.07%
1M
-5.09%
6M
-20.44%
YTD
-12.74%
1Y
45.25%
3Y*
41.73%
5Y*
19.27%
10Y*
10.69%
ALL TIME*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$77.74M$52.06M$43.86M

NEEGX vs. RING - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEEGX
Needham Growth Fund
34.50%8.76%14.45%26.85%-33.57%27.63%41.73%42.33%-10.56%8.33%
RING
iShares MSCI Global Gold Miners ETF
-12.74%164.72%15.98%12.29%-15.40%-7.46%24.98%49.92%-13.14%10.24%

Correlation

The correlation between NEEGX and RING is 0.42, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.42

Correlation (3Y)
Balances recent behavior with more history.

0.29

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.27

Correlation (10Y)
Provides a long-term view across more market conditions.

0.19

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2012

0.18

Over the past year, NEEGX and RING have become more correlated (0.42) than their long-term average of 0.18, meaning their price movements have been converging.

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Return for Risk

NEEGX vs. RING — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NEEGX
NEEGX Risk / Return Rank: 5757
Overall Rank
NEEGX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
NEEGX Sortino Ratio Rank: 5151
Sortino Ratio Rank
NEEGX Omega Ratio Rank: 5050
Omega Ratio Rank
NEEGX Calmar Ratio Rank: 5959
Calmar Ratio Rank
NEEGX Martin Ratio Rank: 6767
Martin Ratio Rank

RING
RING Risk / Return Rank: 3737
Overall Rank
RING Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
RING Sortino Ratio Rank: 3838
Sortino Ratio Rank
RING Omega Ratio Rank: 4141
Omega Ratio Rank
RING Calmar Ratio Rank: 3636
Calmar Ratio Rank
RING Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NEEGX vs. RING - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Needham Growth Fund (NEEGX) and iShares MSCI Global Gold Miners ETF (RING). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NEEGXRINGDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratioReturn relative to maximum drawdown

2.00

1.24

+0.75

Martin ratioReturn relative to average drawdown

8.32

2.72

+5.60

NEEGX vs. RING - Sharpe Ratio Comparison

The current NEEGX Sharpe Ratio is 1.42, which is higher than the RING Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of NEEGX and RING, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NEEGX vs. RING - Drawdown Comparison

The maximum NEEGX drawdown since its inception was -53.60%, smaller than the maximum RING drawdown of -79.47%. Use the drawdown chart below to compare losses from any high point for NEEGX and RING.


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Drawdown Indicators


NEEGXRINGDifference

Max Drawdown

Largest peak-to-trough decline

-53.60%

-79.47%

+25.87%

Max Drawdown (1Y)

Largest decline over 1 year

-23.15%

-38.61%

+15.46%

Max Drawdown (3Y)

Largest decline over 3 years

-38.66%

-38.61%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-43.35%

-47.94%

+4.59%

Max Drawdown (10Y)

Largest decline over 10 years

-43.35%

-52.04%

+8.69%

Current Drawdown

Current decline from peak

-18.65%

-35.37%

+16.72%

Average Drawdown

Average peak-to-trough decline

-10.88%

-47.24%

+36.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.68%

17.57%

-11.89%

Volatility

NEEGX vs. RING - Volatility Comparison

Needham Growth Fund (NEEGX) has a higher volatility of 12.98% compared to iShares MSCI Global Gold Miners ETF (RING) at 12.19%. This indicates that NEEGX's price experiences larger fluctuations and is considered to be riskier than RING based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEEGXRINGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.98%

12.19%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

26.85%

39.42%

-12.57%

Volatility (1Y)

Calculated over the trailing 1-year period

32.47%

48.68%

-16.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.42%

37.26%

-7.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.90%

36.65%

-10.75%

NEEGX vs. RING - Expense Ratio Comparison

NEEGX has a 1.78% expense ratio, which is higher than RING's 0.39% expense ratio.


Dividends

NEEGX vs. RING - Dividend Comparison

NEEGX's dividend yield for the trailing twelve months is around 5.63%, more than RING's 1.42% yield.


PositionTTM20252024202320222021202020192018201720162015
NEEGX
Needham Growth Fund
5.63%7.57%3.92%0.00%1.78%6.92%5.73%11.31%17.79%9.70%4.22%6.74%
RING
iShares MSCI Global Gold Miners ETF
1.42%0.84%1.43%2.01%2.29%2.38%0.83%0.83%0.70%0.42%1.41%0.96%

Frequently Asked Questions


NEEGX and RING have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEEGX has higher volatility (12.98%) compared to RING (12.19%). In terms of maximum drawdown, NEEGX dropped -53.60% vs RING's -79.47%.

NEEGX currently has the higher Sharpe Ratio (1.42 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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