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NESGX vs. NEAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NESGX and NEAGX is 0.88, 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.


-0.50.00.51.00.9

Performance

NESGX vs. NEAGX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-0.43%
0.93%
NESGX
NEAGX

Key characteristics

Sharpe Ratio

NESGX:

0.37

NEAGX:

0.13

Sortino Ratio

NESGX:

0.73

NEAGX:

0.34

Omega Ratio

NESGX:

1.09

NEAGX:

1.04

Calmar Ratio

NESGX:

0.20

NEAGX:

0.18

Martin Ratio

NESGX:

1.63

NEAGX:

0.45

Ulcer Index

NESGX:

6.29%

NEAGX:

6.45%

Daily Std Dev

NESGX:

28.00%

NEAGX:

22.99%

Max Drawdown

NESGX:

-65.82%

NEAGX:

-53.03%

Current Drawdown

NESGX:

-41.02%

NEAGX:

-5.26%

Returns By Period

In the year-to-date period, NESGX achieves a 0.43% return, which is significantly lower than NEAGX's 2.81% return. Over the past 10 years, NESGX has underperformed NEAGX with an annualized return of 2.51%, while NEAGX has yielded a comparatively higher 6.83% annualized return.


NESGX

YTD

0.43%

1M

-5.84%

6M

2.88%

1Y

14.93%

5Y*

0.93%

10Y*

2.51%

NEAGX

YTD

2.81%

1M

-4.33%

6M

3.68%

1Y

7.04%

5Y*

16.22%

10Y*

6.83%

*Annualized

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. NEAGX - Expense Ratio Comparison

NESGX has a 1.85% expense ratio, which is lower than NEAGX's 1.86% expense ratio.


NEAGX
Needham Aggressive Growth Fund
Expense ratio chart for NEAGX: current value at 1.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.86%
Expense ratio chart for NESGX: current value at 1.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.85%

Risk-Adjusted Performance

NESGX vs. NEAGX — Risk-Adjusted Performance Rank

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

NESGX
The Risk-Adjusted Performance Rank of NESGX is 1919
Overall Rank
The Sharpe Ratio Rank of NESGX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of NESGX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of NESGX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of NESGX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of NESGX is 2424
Martin Ratio Rank

NEAGX
The Risk-Adjusted Performance Rank of NEAGX is 1010
Overall Rank
The Sharpe Ratio Rank of NEAGX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAGX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of NEAGX is 99
Omega Ratio Rank
The Calmar Ratio Rank of NEAGX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of NEAGX is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NESGX vs. NEAGX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for NESGX, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.000.370.13
The chart of Sortino ratio for NESGX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.0012.000.730.34
The chart of Omega ratio for NESGX, currently valued at 1.09, compared to the broader market1.002.003.004.001.091.04
The chart of Calmar ratio for NESGX, currently valued at 0.20, compared to the broader market0.005.0010.0015.0020.000.200.18
The chart of Martin ratio for NESGX, currently valued at 1.63, compared to the broader market0.0020.0040.0060.0080.001.630.45
NESGX
NEAGX

The current NESGX Sharpe Ratio is 0.37, which is higher than the NEAGX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of NESGX and NEAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.37
0.13
NESGX
NEAGX

Dividends

NESGX vs. NEAGX - Dividend Comparison

Neither NESGX nor NEAGX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NESGX vs. NEAGX - Drawdown Comparison

The maximum NESGX drawdown since its inception was -65.82%, which is greater than NEAGX's maximum drawdown of -53.03%. Use the drawdown chart below to compare losses from any high point for NESGX and NEAGX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-41.02%
-5.26%
NESGX
NEAGX

Volatility

NESGX vs. NEAGX - Volatility Comparison

Needham Small Cap Growth Fund (NESGX) has a higher volatility of 7.78% compared to Needham Aggressive Growth Fund (NEAGX) at 7.05%. This indicates that NESGX's price experiences larger fluctuations and is considered to be riskier than NEAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.78%
7.05%
NESGX
NEAGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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