PortfoliosLab logoPortfoliosLab logo
NESGX vs. MAGKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NESGX vs. MAGKX - Performance Comparison

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

Loading graphics...

NESGX vs. MAGKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NESGX
Needham Small Cap Growth Fund
9.51%10.50%12.76%5.68%-30.21%10.59%71.03%
MAGKX
Mutual of America Small Cap Growth Fund
-3.04%8.45%9.91%15.22%-28.37%9.68%1,092.52%

Returns By Period

In the year-to-date period, NESGX achieves a 9.51% return, which is significantly higher than MAGKX's -3.04% return.


NESGX

1D
-4.45%
1M
-7.07%
YTD
9.51%
6M
12.14%
1Y
47.82%
3Y*
10.96%
5Y*
0.71%
10Y*
14.30%

MAGKX

1D
-3.37%
1M
-9.75%
YTD
-3.04%
6M
-2.56%
1Y
14.28%
3Y*
7.69%
5Y*
-0.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NESGX vs. MAGKX - Expense Ratio Comparison

NESGX has a 1.85% expense ratio, which is higher than MAGKX's 0.83% expense ratio.


Return for Risk

NESGX vs. MAGKX — Risk / Return Rank

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

NESGX
NESGX Risk / Return Rank: 7777
Overall Rank
NESGX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NESGX Sortino Ratio Rank: 7575
Sortino Ratio Rank
NESGX Omega Ratio Rank: 6666
Omega Ratio Rank
NESGX Calmar Ratio Rank: 8888
Calmar Ratio Rank
NESGX Martin Ratio Rank: 8181
Martin Ratio Rank

MAGKX
MAGKX Risk / Return Rank: 2424
Overall Rank
MAGKX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MAGKX Sortino Ratio Rank: 3636
Sortino Ratio Rank
MAGKX Omega Ratio Rank: 2929
Omega Ratio Rank
MAGKX Calmar Ratio Rank: 1212
Calmar Ratio Rank
MAGKX Martin Ratio Rank: 1313
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.

NESGX vs. MAGKX - Risk-Adjusted Trends Comparison

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


NESGXMAGKXDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.76

+0.55

Sortino ratio

Return per unit of downside risk

1.88

1.23

+0.65

Omega ratio

Gain probability vs. loss probability

1.25

1.16

+0.09

Calmar ratio

Return relative to maximum drawdown

2.38

0.31

+2.08

Martin ratio

Return relative to average drawdown

8.02

1.18

+6.84

NESGX vs. MAGKX - Sharpe Ratio Comparison

The current NESGX Sharpe Ratio is 1.32, which is higher than the MAGKX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of NESGX and MAGKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NESGXMAGKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.76

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.01

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.15

+0.37

Correlation

The correlation between NESGX and MAGKX is 0.76, 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

NESGX vs. MAGKX - Dividend Comparison

NESGX has not paid dividends to shareholders, while MAGKX's dividend yield for the trailing twelve months is around 0.97%.


TTM20252024202320222021202020192018201720162015
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%
MAGKX
Mutual of America Small Cap Growth Fund
0.97%0.94%1.62%0.00%5.47%17.84%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NESGX vs. MAGKX - Drawdown Comparison

The maximum NESGX drawdown since its inception was -50.29%, which is greater than MAGKX's maximum drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for NESGX and MAGKX.


Loading graphics...

Drawdown Indicators


NESGXMAGKXDifference

Max Drawdown

Largest peak-to-trough decline

-50.29%

-41.67%

-8.62%

Max Drawdown (1Y)

Largest decline over 1 year

-17.27%

-13.20%

-4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-50.05%

-41.67%

-8.38%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

Current Drawdown

Current decline from peak

-9.15%

-17.21%

+8.06%

Average Drawdown

Average peak-to-trough decline

-11.74%

-20.36%

+8.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

4.56%

+0.57%

Volatility

NESGX vs. MAGKX - Volatility Comparison

Needham Small Cap Growth Fund (NESGX) has a higher volatility of 10.96% compared to Mutual of America Small Cap Growth Fund (MAGKX) at 5.59%. This indicates that NESGX's price experiences larger fluctuations and is considered to be riskier than MAGKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NESGXMAGKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.96%

5.59%

+5.37%

Volatility (6M)

Calculated over the trailing 6-month period

22.87%

14.05%

+8.82%

Volatility (1Y)

Calculated over the trailing 1-year period

35.07%

23.18%

+11.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.08%

27.73%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.51%

391.93%

-366.42%