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ODIIX vs. NEAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ODIIX vs. NEAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Discovery Fund Class R6 (ODIIX) and Needham Aggressive Growth Fund (NEAGX). The values are adjusted to include any dividend payments, if applicable.

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ODIIX vs. NEAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ODIIX
Invesco Discovery Fund Class R6
6.48%17.14%23.04%17.46%-31.00%15.37%50.87%37.36%-3.68%29.58%
NEAGX
Needham Aggressive Growth Fund
11.92%26.40%14.31%37.65%-27.53%37.56%51.53%43.82%-16.09%8.75%

Returns By Period

In the year-to-date period, ODIIX achieves a 6.48% return, which is significantly lower than NEAGX's 11.92% return. Over the past 10 years, ODIIX has underperformed NEAGX with an annualized return of 15.12%, while NEAGX has yielded a comparatively higher 18.04% annualized return.


ODIIX

1D
5.35%
1M
-6.61%
YTD
6.48%
6M
12.09%
1Y
40.76%
3Y*
19.28%
5Y*
6.28%
10Y*
15.12%

NEAGX

1D
4.33%
1M
-7.75%
YTD
11.92%
6M
14.19%
1Y
60.51%
3Y*
26.85%
5Y*
15.03%
10Y*
18.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ODIIX vs. NEAGX - Expense Ratio Comparison

ODIIX has a 0.65% expense ratio, which is lower than NEAGX's 1.86% expense ratio.


Return for Risk

ODIIX vs. NEAGX — Risk / Return Rank

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

ODIIX
ODIIX Risk / Return Rank: 6868
Overall Rank
ODIIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ODIIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
ODIIX Omega Ratio Rank: 7777
Omega Ratio Rank
ODIIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
ODIIX Martin Ratio Rank: 4848
Martin Ratio Rank

NEAGX
NEAGX Risk / Return Rank: 9393
Overall Rank
NEAGX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
NEAGX Sortino Ratio Rank: 9191
Sortino Ratio Rank
NEAGX Omega Ratio Rank: 8787
Omega Ratio Rank
NEAGX Calmar Ratio Rank: 9797
Calmar Ratio Rank
NEAGX Martin Ratio Rank: 9696
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.

ODIIX vs. NEAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Fund Class R6 (ODIIX) 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.


ODIIXNEAGXDifference

Sharpe ratio

Return per unit of total volatility

1.68

2.14

-0.47

Sortino ratio

Return per unit of downside risk

2.35

2.71

-0.36

Omega ratio

Gain probability vs. loss probability

1.32

1.38

-0.06

Calmar ratio

Return relative to maximum drawdown

1.43

4.27

-2.84

Martin ratio

Return relative to average drawdown

5.58

15.19

-9.61

ODIIX vs. NEAGX - Sharpe Ratio Comparison

The current ODIIX Sharpe Ratio is 1.68, which is comparable to the NEAGX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of ODIIX 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.


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Sharpe Ratios by Period


ODIIXNEAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

2.14

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.62

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.76

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.59

+0.02

Correlation

The correlation between ODIIX and NEAGX is 0.84, 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

ODIIX vs. NEAGX - Dividend Comparison

ODIIX's dividend yield for the trailing twelve months is around 9.33%, more than NEAGX's 1.91% yield.


TTM20252024202320222021202020192018201720162015
ODIIX
Invesco Discovery Fund Class R6
9.33%9.94%5.27%0.00%0.00%16.15%9.22%5.40%16.05%10.90%3.86%6.15%
NEAGX
Needham Aggressive Growth Fund
1.91%2.14%0.00%0.00%0.00%7.10%3.91%10.64%16.57%5.17%6.72%11.88%

Drawdowns

ODIIX vs. NEAGX - Drawdown Comparison

The maximum ODIIX drawdown since its inception was -43.06%, roughly equal to the maximum NEAGX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for ODIIX and NEAGX.


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Drawdown Indicators


ODIIXNEAGXDifference

Max Drawdown

Largest peak-to-trough decline

-43.06%

-41.80%

-1.26%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-14.01%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-43.06%

-36.31%

-6.75%

Max Drawdown (10Y)

Largest decline over 10 years

-43.06%

-36.31%

-6.75%

Current Drawdown

Current decline from peak

-6.61%

-7.75%

+1.14%

Average Drawdown

Average peak-to-trough decline

-10.27%

-8.72%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

3.93%

+0.78%

Volatility

ODIIX vs. NEAGX - Volatility Comparison

Invesco Discovery Fund Class R6 (ODIIX) and Needham Aggressive Growth Fund (NEAGX) have volatilities of 11.51% and 11.64%, 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


ODIIXNEAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.51%

11.64%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

19.88%

19.84%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

28.31%

28.93%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.40%

24.33%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.74%

23.90%

+0.84%