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NESGX vs. BSCFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NESGX vs. BSCFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, NESGX achieves a 52.82% return, which is significantly higher than BSCFX's 0.54% return. Over the past 10 years, NESGX has outperformed BSCFX with an annualized return of 17.52%, while BSCFX has yielded a comparatively lower 10.13% annualized return.


NESGX

1D
5.19%
1M
-10.43%
6M
37.28%
YTD
52.82%
1Y
74.25%
3Y*
23.55%
5Y*
5.21%
10Y*
17.52%
ALL TIME*
12.75%

BSCFX

1D
-0.55%
1M
-4.06%
6M
0.35%
YTD
0.54%
1Y
-1.28%
3Y*
5.89%
5Y*
0.41%
10Y*
10.13%
ALL TIME*
8.98%
*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
$0.00$0.00$0.00

NESGX vs. BSCFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NESGX
Needham Small Cap Growth Fund
52.82%10.50%12.76%5.68%-30.21%10.59%71.90%54.42%-5.43%11.96%
BSCFX
Baron Small Cap Fund
0.54%-0.92%13.11%26.90%-31.19%15.42%40.38%34.60%-7.39%27.34%

Correlation

The correlation between NESGX and BSCFX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.60

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

0.74

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

0.79

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

0.78

Correlation (All Time)
Calculated using the full available price history since May 23, 2002

0.81

Over the past year, the correlation between NESGX and BSCFX has dropped to 0.60 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

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Return for Risk

NESGX vs. BSCFX — Risk / Return Rank

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

NESGX
NESGX Risk / Return Rank: 8080
Overall Rank
NESGX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NESGX Sortino Ratio Rank: 7373
Sortino Ratio Rank
NESGX Omega Ratio Rank: 7171
Omega Ratio Rank
NESGX Calmar Ratio Rank: 8686
Calmar Ratio Rank
NESGX Martin Ratio Rank: 8888
Martin Ratio Rank

BSCFX
BSCFX Risk / Return Rank: 33
Overall Rank
BSCFX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BSCFX Sortino Ratio Rank: 33
Sortino Ratio Rank
BSCFX Omega Ratio Rank: 33
Omega Ratio Rank
BSCFX Calmar Ratio Rank: 33
Calmar Ratio Rank
BSCFX Martin Ratio Rank: 33
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.

NESGX vs. BSCFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Needham Small Cap Growth Fund (NESGX) and Baron Small Cap Fund (BSCFX). 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.


NESGXBSCFXDifference
Sharpe ratioReturn per unit of total volatility

+2.12

Sortino ratioReturn per unit of downside risk

+2.61

Omega ratioGain probability vs. loss probability

1.31

0.99

+0.32

Calmar ratioReturn relative to maximum drawdown

3.00

-0.22

+3.23

Martin ratioReturn relative to average drawdown

11.77

-0.56

+12.33

NESGX vs. BSCFX - Sharpe Ratio Comparison

The current NESGX Sharpe Ratio is 1.94, which is higher than the BSCFX Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of NESGX and BSCFX, 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

NESGX vs. BSCFX - Drawdown Comparison

The maximum NESGX drawdown since its inception was -50.29%, smaller than the maximum BSCFX drawdown of -55.59%. Use the drawdown chart below to compare losses from any high point for NESGX and BSCFX.


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Drawdown Indicators


NESGXBSCFXDifference

Max Drawdown

Largest peak-to-trough decline

-50.29%

-55.59%

+5.30%

Max Drawdown (1Y)

Largest decline over 1 year

-22.14%

-15.00%

-7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-35.27%

-26.91%

-8.36%

Max Drawdown (5Y)

Largest decline over 5 years

-50.05%

-37.94%

-12.11%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

-39.58%

-10.71%

Current Drawdown

Current decline from peak

-18.09%

-8.77%

-9.32%

Average Drawdown

Average peak-to-trough decline

-11.64%

-11.07%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

5.97%

-0.30%

Volatility

NESGX vs. BSCFX - Volatility Comparison

Needham Small Cap Growth Fund (NESGX) has a higher volatility of 13.35% compared to Baron Small Cap Fund (BSCFX) at 4.65%. This indicates that NESGX's price experiences larger fluctuations and is considered to be riskier than BSCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NESGXBSCFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.35%

4.65%

+8.70%

Volatility (6M)

Calculated over the trailing 6-month period

26.13%

13.86%

+12.27%

Volatility (1Y)

Calculated over the trailing 1-year period

34.31%

18.25%

+16.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.16%

22.45%

+7.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%

22.38%

+4.02%

NESGX vs. BSCFX - Expense Ratio Comparison

NESGX has a 1.85% expense ratio, which is higher than BSCFX's 1.29% expense ratio.


Dividends

NESGX vs. BSCFX - Dividend Comparison

NESGX has not paid dividends to shareholders, while BSCFX's dividend yield for the trailing twelve months is around 9.88%.


PositionTTM20252024202320222021202020192018201720162015
BSCFX
Baron Small Cap Fund
9.88%9.50%13.96%3.04%5.90%12.47%11.17%9.60%10.91%13.57%22.41%12.56%
NESGX
Needham Small Cap Growth Fund
0.00%0.00%0.00%0.00%4.16%25.09%13.69%8.43%22.26%8.94%6.67%2.52%

Frequently Asked Questions


NESGX and BSCFX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NESGX has higher volatility (13.35%) compared to BSCFX (4.65%). In terms of maximum drawdown, NESGX dropped -50.29% vs BSCFX's -55.59%.

NESGX currently has the higher Sharpe Ratio (1.94 vs -0.18), 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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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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