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SFSNX vs. NEAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SFSNX vs. NEAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental US Small Company Index Fund (SFSNX) and Needham Aggressive Growth Fund (NEAGX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.98%
-2.42%
SFSNX
NEAGX

Returns By Period

In the year-to-date period, SFSNX achieves a 16.51% return, which is significantly lower than NEAGX's 18.53% return. Over the past 10 years, SFSNX has outperformed NEAGX with an annualized return of 9.47%, while NEAGX has yielded a comparatively lower 7.60% annualized return.


SFSNX

YTD

16.51%

1M

8.26%

6M

14.98%

1Y

30.71%

5Y (annualized)

12.03%

10Y (annualized)

9.47%

NEAGX

YTD

18.53%

1M

5.92%

6M

-2.42%

1Y

29.33%

5Y (annualized)

18.85%

10Y (annualized)

7.60%

Key characteristics


SFSNXNEAGX
Sharpe Ratio1.641.29
Sortino Ratio2.371.91
Omega Ratio1.291.22
Calmar Ratio2.621.79
Martin Ratio9.204.82
Ulcer Index3.34%6.08%
Daily Std Dev18.71%22.65%
Max Drawdown-62.68%-53.03%
Current Drawdown-0.21%-4.44%

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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.


NEAGX
Needham Aggressive Growth Fund
Expense ratio chart for NEAGX: current value at 1.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.86%
Expense ratio chart for SFSNX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Correlation

-0.50.00.51.00.8

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.

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.


Sharpe ratio
The chart of Sharpe ratio for SFSNX, currently valued at 1.64, compared to the broader market-1.000.001.002.003.004.005.001.641.29
The chart of Sortino ratio for SFSNX, currently valued at 2.37, compared to the broader market0.005.0010.002.371.91
The chart of Omega ratio for SFSNX, currently valued at 1.29, compared to the broader market1.002.003.004.001.291.22
The chart of Calmar ratio for SFSNX, currently valued at 2.62, compared to the broader market0.005.0010.0015.0020.002.621.79
The chart of Martin ratio for SFSNX, currently valued at 9.20, compared to the broader market0.0020.0040.0060.0080.00100.009.204.82
SFSNX
NEAGX

The current SFSNX Sharpe Ratio is 1.64, which is comparable to the NEAGX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of SFSNX 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.

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.64
1.29
SFSNX
NEAGX

Dividends

SFSNX vs. NEAGX - Dividend Comparison

SFSNX's dividend yield for the trailing twelve months is around 1.18%, while NEAGX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SFSNX
Schwab Fundamental US Small Company Index Fund
1.18%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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.21%
-4.44%
SFSNX
NEAGX

Volatility

SFSNX vs. NEAGX - Volatility Comparison

The current volatility for Schwab Fundamental US Small Company Index Fund (SFSNX) is 6.55%, while Needham Aggressive Growth Fund (NEAGX) has a volatility of 7.99%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.55%
7.99%
SFSNX
NEAGX