SFSNX vs. NEAGX
Compare and contrast key facts about Schwab Fundamental US Small Company Index Fund (SFSNX) and Needham Aggressive Growth Fund (NEAGX).
SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007. NEAGX is managed by Needham. It was launched on Sep 4, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFSNX or NEAGX.
Key characteristics
| SFSNX | NEAGX | |
|---|---|---|
| YTD Return | 15.42% | 17.00% |
| 1Y Return | 37.29% | 34.33% |
| 3Y Return (Ann) | 4.65% | 2.84% |
| 5Y Return (Ann) | 11.51% | 18.61% |
| 10Y Return (Ann) | 9.50% | 7.01% |
| Sharpe Ratio | 1.85 | 1.49 |
| Sortino Ratio | 2.68 | 2.16 |
| Omega Ratio | 1.33 | 1.26 |
| Calmar Ratio | 2.14 | 1.75 |
| Martin Ratio | 10.80 | 5.73 |
| Ulcer Index | 3.30% | 5.86% |
| Daily Std Dev | 19.31% | 22.50% |
| Max Drawdown | -62.68% | -53.03% |
| Current Drawdown | 0.00% | -5.68% |
Correlation
The correlation between SFSNX and NEAGX is 0.83, 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.
Performance
SFSNX vs. NEAGX - Performance Comparison
In the year-to-date period, SFSNX achieves a 15.42% return, which is significantly lower than NEAGX's 17.00% return. Over the past 10 years, SFSNX has outperformed NEAGX with an annualized return of 9.50%, while NEAGX has yielded a comparatively lower 7.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SFSNX vs. NEAGX - Expense Ratio Comparison
SFSNX has a 0.25% expense ratio, which is lower than NEAGX's 1.86% expense ratio.
Risk-Adjusted Performance
SFSNX vs. NEAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Company Index Fund (SFSNX) 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.
Dividends
SFSNX vs. NEAGX - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.19%, while NEAGX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 1.19% | 1.37% | 1.22% | 1.35% | 1.42% | 1.41% | 1.91% | 1.42% | 1.22% | 1.58% | 1.22% | 0.90% |
NEAGX Needham Aggressive Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SFSNX vs. NEAGX - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -62.68%, which is greater than NEAGX's maximum drawdown of -53.03%. Use the drawdown chart below to compare losses from any high point for SFSNX and NEAGX. For additional features, visit the drawdowns tool.
Volatility
SFSNX vs. NEAGX - Volatility Comparison
The current volatility for Schwab Fundamental US Small Company Index Fund (SFSNX) is 6.38%, while Needham Aggressive Growth Fund (NEAGX) has a volatility of 7.07%. This indicates that SFSNX 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.