NEEGX vs. VWILX
Compare and contrast key facts about Needham Growth Fund (NEEGX) and Vanguard International Growth Fund Admiral Shares (VWILX).
NEEGX is managed by Needham. It was launched on Jan 2, 1996. VWILX is managed by Vanguard. It was launched on Aug 13, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEEGX or VWILX.
Key characteristics
| NEEGX | VWILX | |
|---|---|---|
| YTD Return | 18.62% | 12.45% |
| 1Y Return | 39.19% | 23.92% |
| 3Y Return (Ann) | -2.51% | -5.72% |
| 5Y Return (Ann) | 10.44% | 8.90% |
| 10Y Return (Ann) | 3.16% | 8.61% |
| Sharpe Ratio | 1.46 | 1.45 |
| Sortino Ratio | 2.13 | 2.07 |
| Omega Ratio | 1.25 | 1.26 |
| Calmar Ratio | 1.04 | 0.66 |
| Martin Ratio | 5.41 | 8.69 |
| Ulcer Index | 7.09% | 2.80% |
| Daily Std Dev | 26.35% | 16.80% |
| Max Drawdown | -60.83% | -59.49% |
| Current Drawdown | -12.20% | -21.44% |
Correlation
The correlation between NEEGX and VWILX is 0.72, 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
NEEGX vs. VWILX - Performance Comparison
In the year-to-date period, NEEGX achieves a 18.62% return, which is significantly higher than VWILX's 12.45% return. Over the past 10 years, NEEGX has underperformed VWILX with an annualized return of 3.16%, while VWILX has yielded a comparatively higher 8.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NEEGX vs. VWILX - Expense Ratio Comparison
NEEGX has a 1.78% expense ratio, which is higher than VWILX's 0.32% expense ratio.
Risk-Adjusted Performance
NEEGX vs. VWILX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Needham Growth Fund (NEEGX) and Vanguard International Growth Fund Admiral Shares (VWILX). 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. VWILX - Dividend Comparison
NEEGX has not paid dividends to shareholders, while VWILX's dividend yield for the trailing twelve months is around 0.98%.
| 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% |
VWILX Vanguard International Growth Fund Admiral Shares | 0.98% | 1.10% | 1.50% | 1.08% | 0.31% | 1.30% | 1.79% | 0.84% | 1.42% | 1.53% | 2.46% | 1.58% |
Drawdowns
NEEGX vs. VWILX - Drawdown Comparison
The maximum NEEGX drawdown since its inception was -60.83%, roughly equal to the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for NEEGX and VWILX. For additional features, visit the drawdowns tool.
Volatility
NEEGX vs. VWILX - Volatility Comparison
Needham Growth Fund (NEEGX) has a higher volatility of 6.14% compared to Vanguard International Growth Fund Admiral Shares (VWILX) at 4.51%. This indicates that NEEGX's price experiences larger fluctuations and is considered to be riskier than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.