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NESIX vs. LADYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NESIX vs. LADYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Needham Small Cap Growth Fund Institutional (NESIX) and Lord Abbett Developing Growth Fund Class I (LADYX). The values are adjusted to include any dividend payments, if applicable.

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NESIX vs. LADYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NESIX
Needham Small Cap Growth Fund Institutional
9.63%11.16%13.47%5.85%-29.71%11.36%73.06%55.28%-4.87%12.63%
LADYX
Lord Abbett Developing Growth Fund Class I
-6.31%14.64%22.21%8.74%-35.92%-2.50%72.82%31.89%4.89%29.08%

Returns By Period

In the year-to-date period, NESIX achieves a 9.63% return, which is significantly higher than LADYX's -6.31% return.


NESIX

1D
-4.46%
1M
-7.08%
YTD
9.63%
6M
12.40%
1Y
48.73%
3Y*
11.47%
5Y*
1.26%
10Y*

LADYX

1D
-3.58%
1M
-9.87%
YTD
-6.31%
6M
-4.71%
1Y
30.42%
3Y*
9.61%
5Y*
-2.60%
10Y*
11.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NESIX vs. LADYX - Expense Ratio Comparison

NESIX has a 1.18% expense ratio, which is higher than LADYX's 0.67% expense ratio.


Return for Risk

NESIX vs. LADYX — Risk / Return Rank

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

NESIX
NESIX Risk / Return Rank: 7878
Overall Rank
NESIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NESIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
NESIX Omega Ratio Rank: 6767
Omega Ratio Rank
NESIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
NESIX Martin Ratio Rank: 8282
Martin Ratio Rank

LADYX
LADYX Risk / Return Rank: 6262
Overall Rank
LADYX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LADYX Sortino Ratio Rank: 5959
Sortino Ratio Rank
LADYX Omega Ratio Rank: 4949
Omega Ratio Rank
LADYX Calmar Ratio Rank: 7676
Calmar Ratio Rank
LADYX Martin Ratio Rank: 6969
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.

NESIX vs. LADYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Needham Small Cap Growth Fund Institutional (NESIX) and Lord Abbett Developing Growth Fund Class I (LADYX). 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.


NESIXLADYXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.04

+0.30

Sortino ratio

Return per unit of downside risk

1.91

1.53

+0.38

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

2.44

1.79

+0.65

Martin ratio

Return relative to average drawdown

8.21

6.52

+1.70

NESIX vs. LADYX - Sharpe Ratio Comparison

The current NESIX Sharpe Ratio is 1.34, which is comparable to the LADYX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of NESIX and LADYX, 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


NESIXLADYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.04

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.10

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.34

+0.19

Correlation

The correlation between NESIX and LADYX is 0.80, 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

NESIX vs. LADYX - Dividend Comparison

Neither NESIX nor LADYX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
NESIX
Needham Small Cap Growth Fund Institutional
0.00%0.00%0.00%0.00%3.93%23.92%13.26%8.25%21.96%8.89%0.00%0.00%
LADYX
Lord Abbett Developing Growth Fund Class I
0.00%0.00%0.21%0.00%0.00%9.60%7.58%18.36%28.34%0.00%0.00%8.82%

Drawdowns

NESIX vs. LADYX - Drawdown Comparison

The maximum NESIX drawdown since its inception was -49.61%, smaller than the maximum LADYX drawdown of -60.18%. Use the drawdown chart below to compare losses from any high point for NESIX and LADYX.


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Drawdown Indicators


NESIXLADYXDifference

Max Drawdown

Largest peak-to-trough decline

-49.61%

-60.18%

+10.57%

Max Drawdown (1Y)

Largest decline over 1 year

-17.25%

-14.67%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-49.61%

-50.98%

+1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-54.05%

Current Drawdown

Current decline from peak

-9.15%

-25.29%

+16.14%

Average Drawdown

Average peak-to-trough decline

-15.27%

-20.22%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

4.03%

+1.09%

Volatility

NESIX vs. LADYX - Volatility Comparison

Needham Small Cap Growth Fund Institutional (NESIX) and Lord Abbett Developing Growth Fund Class I (LADYX) have volatilities of 10.99% and 10.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NESIXLADYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.99%

10.90%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

22.90%

20.08%

+2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

35.06%

28.00%

+7.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.10%

27.41%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.30%

26.93%

-0.63%