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NESGX vs. RFIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NESGX vs. RFIMX - Performance Comparison

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

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NESGX vs. RFIMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
NESGX
Needham Small Cap Growth Fund
9.51%10.50%12.76%5.68%-30.21%10.59%71.90%54.42%-1.43%
RFIMX
Ranger Micro Cap Fund
0.96%1.99%11.52%9.14%-24.26%30.58%44.44%24.94%-0.56%

Returns By Period

In the year-to-date period, NESGX achieves a 9.51% return, which is significantly higher than RFIMX's 0.96% 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%

RFIMX

1D
-1.07%
1M
-6.11%
YTD
0.96%
6M
1.71%
1Y
16.08%
3Y*
5.52%
5Y*
1.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NESGX vs. RFIMX - Expense Ratio Comparison

NESGX has a 1.85% expense ratio, which is higher than RFIMX's 1.51% expense ratio.


Return for Risk

NESGX vs. RFIMX — 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

RFIMX
RFIMX Risk / Return Rank: 3333
Overall Rank
RFIMX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
RFIMX Sortino Ratio Rank: 3333
Sortino Ratio Rank
RFIMX Omega Ratio Rank: 2626
Omega Ratio Rank
RFIMX Calmar Ratio Rank: 4040
Calmar Ratio Rank
RFIMX Martin Ratio Rank: 3434
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. RFIMX - Risk-Adjusted Trends Comparison

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


NESGXRFIMXDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.71

+0.61

Sortino ratio

Return per unit of downside risk

1.88

1.15

+0.73

Omega ratio

Gain probability vs. loss probability

1.25

1.14

+0.11

Calmar ratio

Return relative to maximum drawdown

2.38

1.05

+1.33

Martin ratio

Return relative to average drawdown

8.02

3.64

+4.38

NESGX vs. RFIMX - Sharpe Ratio Comparison

The current NESGX Sharpe Ratio is 1.32, which is higher than the RFIMX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of NESGX and RFIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NESGXRFIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.71

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.00

+0.02

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

0.00

+0.51

Correlation

The correlation between NESGX and RFIMX is 0.81, 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. RFIMX - Dividend Comparison

NESGX has not paid dividends to shareholders, while RFIMX's dividend yield for the trailing twelve months is around 1.31%.


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%
RFIMX
Ranger Micro Cap Fund
1.31%1.33%0.00%0.77%47.82%71.79%0.00%0.00%0.36%0.00%0.00%0.00%

Drawdowns

NESGX vs. RFIMX - Drawdown Comparison

The maximum NESGX drawdown since its inception was -50.29%, smaller than the maximum RFIMX drawdown of -99.41%. Use the drawdown chart below to compare losses from any high point for NESGX and RFIMX.


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Drawdown Indicators


NESGXRFIMXDifference

Max Drawdown

Largest peak-to-trough decline

-50.29%

-99.41%

+49.12%

Max Drawdown (1Y)

Largest decline over 1 year

-17.27%

-11.77%

-5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-50.05%

-99.41%

+49.36%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

Current Drawdown

Current decline from peak

-9.15%

-99.24%

+90.09%

Average Drawdown

Average peak-to-trough decline

-11.74%

-27.70%

+15.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

3.41%

+1.72%

Volatility

NESGX vs. RFIMX - Volatility Comparison

Needham Small Cap Growth Fund (NESGX) has a higher volatility of 10.96% compared to Ranger Micro Cap Fund (RFIMX) at 6.22%. This indicates that NESGX's price experiences larger fluctuations and is considered to be riskier than RFIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NESGXRFIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.96%

6.22%

+4.74%

Volatility (6M)

Calculated over the trailing 6-month period

22.87%

13.61%

+9.26%

Volatility (1Y)

Calculated over the trailing 1-year period

35.07%

22.27%

+12.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.08%

8,947.93%

-8,918.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.51%

7,425.82%

-7,400.31%