PMEGX vs. NEAGX

In the year-to-date period, PMEGX achieves a -5.52% return, which is significantly lower than NEAGX's -4.43% return. Over the past 10 years, PMEGX has outperformed NEAGX with an annualized return of 10.05%, while NEAGX has yielded a comparatively lower 6.30% annualized return.

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PMEGX has a 0.61% expense ratio, which is lower than NEAGX's 1.86% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX) 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.

The current PMEGX Sharpe Ratio is -0.08, which is higher than the NEAGX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of PMEGX 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.

PMEGX's dividend yield for the trailing twelve months is around 0.05%, while NEAGX has not paid dividends to shareholders.

The maximum PMEGX drawdown since its inception was -55.88%, which is greater than NEAGX's maximum drawdown of -53.03%. Use the drawdown chart below to compare losses from any high point for PMEGX and NEAGX. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX) is 7.00%, while Needham Aggressive Growth Fund (NEAGX) has a volatility of 9.55%. This indicates that PMEGX experiences smaller price fluctuations and is considered to be less risky than NEAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.