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NEEGX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEEGX vs. VOO - Performance Comparison

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

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NEEGX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEEGX
Needham Growth Fund
15.68%8.76%14.45%26.85%-33.57%27.63%41.73%42.33%-10.56%8.33%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, NEEGX achieves a 15.68% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, NEEGX has underperformed VOO with an annualized return of 12.74%, while VOO has yielded a comparatively higher 14.14% annualized return.


NEEGX

1D
4.73%
1M
-6.88%
YTD
15.68%
6M
17.81%
1Y
49.67%
3Y*
18.80%
5Y*
7.05%
10Y*
12.74%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEEGX vs. VOO - Expense Ratio Comparison

NEEGX has a 1.78% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

NEEGX vs. VOO — Risk / Return Rank

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

NEEGX
NEEGX Risk / Return Rank: 8484
Overall Rank
NEEGX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NEEGX Sortino Ratio Rank: 8181
Sortino Ratio Rank
NEEGX Omega Ratio Rank: 7474
Omega Ratio Rank
NEEGX Calmar Ratio Rank: 9494
Calmar Ratio Rank
NEEGX Martin Ratio Rank: 9090
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NEEGX vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Needham Growth Fund (NEEGX) and Vanguard S&P 500 ETF (VOO). 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.


NEEGXVOODifference

Sharpe ratio

Return per unit of total volatility

1.56

1.01

+0.55

Sortino ratio

Return per unit of downside risk

2.16

1.53

+0.62

Omega ratio

Gain probability vs. loss probability

1.29

1.23

+0.06

Calmar ratio

Return relative to maximum drawdown

3.25

1.55

+1.69

Martin ratio

Return relative to average drawdown

10.67

7.31

+3.36

NEEGX vs. VOO - Sharpe Ratio Comparison

The current NEEGX Sharpe Ratio is 1.56, which is higher than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of NEEGX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NEEGXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.01

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.71

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.79

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.83

-0.29

Correlation

The correlation between NEEGX and VOO 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.


Dividends

NEEGX vs. VOO - Dividend Comparison

NEEGX's dividend yield for the trailing twelve months is around 6.54%, more than VOO's 1.18% yield.


TTM20252024202320222021202020192018201720162015
NEEGX
Needham Growth Fund
6.54%7.57%3.92%0.00%1.78%6.92%5.73%11.31%17.79%9.70%4.22%6.74%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

NEEGX vs. VOO - Drawdown Comparison

The maximum NEEGX drawdown since its inception was -53.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NEEGX and VOO.


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Drawdown Indicators


NEEGXVOODifference

Max Drawdown

Largest peak-to-trough decline

-53.60%

-33.99%

-19.61%

Max Drawdown (1Y)

Largest decline over 1 year

-15.15%

-11.98%

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-43.35%

-24.52%

-18.83%

Max Drawdown (10Y)

Largest decline over 10 years

-43.35%

-33.99%

-9.36%

Current Drawdown

Current decline from peak

-7.54%

-5.55%

-1.99%

Average Drawdown

Average peak-to-trough decline

-10.95%

-3.72%

-7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

2.55%

+2.06%

Volatility

NEEGX vs. VOO - Volatility Comparison

Needham Growth Fund (NEEGX) has a higher volatility of 11.31% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that NEEGX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEEGXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.31%

5.34%

+5.97%

Volatility (6M)

Calculated over the trailing 6-month period

20.91%

9.47%

+11.44%

Volatility (1Y)

Calculated over the trailing 1-year period

32.23%

18.11%

+14.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.04%

16.82%

+11.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.01%

17.99%

+7.02%