NEEGX vs. VOO
Compare and contrast key facts about Needham Growth Fund (NEEGX) and Vanguard S&P 500 ETF (VOO).
NEEGX is managed by Needham. It was launched on Jan 2, 1996. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEEGX or VOO.
Performance
NEEGX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, NEEGX achieves a 14.80% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, NEEGX has underperformed VOO with an annualized return of 3.42%, while VOO has yielded a comparatively higher 13.22% annualized return.
NEEGX
14.80%
-4.31%
-11.75%
26.96%
9.76%
3.42%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| NEEGX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.01 | 2.69 |
| Sortino Ratio | 1.54 | 3.59 |
| Omega Ratio | 1.19 | 1.50 |
| Calmar Ratio | 0.81 | 3.88 |
| Martin Ratio | 3.46 | 17.58 |
| Ulcer Index | 7.78% | 1.86% |
| Daily Std Dev | 26.71% | 12.19% |
| Max Drawdown | -60.83% | -33.99% |
| Current Drawdown | -15.02% | -0.53% |
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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.
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.
Risk-Adjusted Performance
NEEGX vs. VOO - Risk-Adjusted Performance 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.
Dividends
NEEGX vs. VOO - Dividend Comparison
NEEGX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEEGX Needham 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
NEEGX vs. VOO - Drawdown Comparison
The maximum NEEGX drawdown since its inception was -60.83%, 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. For additional features, visit the drawdowns tool.
Volatility
NEEGX vs. VOO - Volatility Comparison
Needham Growth Fund (NEEGX) has a higher volatility of 9.22% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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.