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NESGX vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NESGX and ^NDX is 0.74, 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.


-0.50.00.51.00.7

Performance

NESGX vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Needham Small Cap Growth Fund (NESGX) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.15%
12.14%
NESGX
^NDX

Key characteristics

Sharpe Ratio

NESGX:

0.60

^NDX:

1.39

Sortino Ratio

NESGX:

1.07

^NDX:

1.89

Omega Ratio

NESGX:

1.12

^NDX:

1.25

Calmar Ratio

NESGX:

0.33

^NDX:

1.89

Martin Ratio

NESGX:

2.74

^NDX:

6.47

Ulcer Index

NESGX:

6.29%

^NDX:

3.97%

Daily Std Dev

NESGX:

28.17%

^NDX:

18.50%

Max Drawdown

NESGX:

-65.82%

^NDX:

-82.90%

Current Drawdown

NESGX:

-41.37%

^NDX:

0.00%

Returns By Period

In the year-to-date period, NESGX achieves a -0.16% return, which is significantly lower than ^NDX's 5.25% return. Over the past 10 years, NESGX has underperformed ^NDX with an annualized return of 2.38%, while ^NDX has yielded a comparatively higher 17.47% annualized return.


NESGX

YTD

-0.16%

1M

-4.60%

6M

0.00%

1Y

9.63%

5Y*

0.64%

10Y*

2.38%

^NDX

YTD

5.25%

1M

3.14%

6M

11.88%

1Y

25.04%

5Y*

17.95%

10Y*

17.47%

*Annualized

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Risk-Adjusted Performance

NESGX vs. ^NDX — 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 2525
Overall Rank
The Sharpe Ratio Rank of NESGX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of NESGX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of NESGX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of NESGX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of NESGX is 3636
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6161
Overall Rank
The Sharpe Ratio Rank of ^NDX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6363
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. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Needham Small Cap Growth Fund (NESGX) and NASDAQ 100 (^NDX). 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 0.60, compared to the broader market-1.000.001.002.003.004.000.601.39
The chart of Sortino ratio for NESGX, currently valued at 1.07, compared to the broader market0.002.004.006.008.0010.0012.001.071.89
The chart of Omega ratio for NESGX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.25
The chart of Calmar ratio for NESGX, currently valued at 0.33, compared to the broader market0.005.0010.0015.0020.000.331.89
The chart of Martin ratio for NESGX, currently valued at 2.74, compared to the broader market0.0020.0040.0060.0080.002.746.47
NESGX
^NDX

The current NESGX Sharpe Ratio is 0.60, which is lower than the ^NDX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of NESGX and ^NDX, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.60
1.39
NESGX
^NDX

Drawdowns

NESGX vs. ^NDX - Drawdown Comparison

The maximum NESGX drawdown since its inception was -65.82%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for NESGX and ^NDX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-41.37%
0
NESGX
^NDX

Volatility

NESGX vs. ^NDX - Volatility Comparison

Needham Small Cap Growth Fund (NESGX) has a higher volatility of 8.12% compared to NASDAQ 100 (^NDX) at 5.12%. This indicates that NESGX's price experiences larger fluctuations and is considered to be riskier than ^NDX 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
8.12%
5.12%
NESGX
^NDX
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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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