TSCGX vs. NEAGX
Compare and contrast key facts about Thrivent Small Cap Growth Fund (TSCGX) and Needham Aggressive Growth Fund (NEAGX).
TSCGX is managed by Thrivent. It was launched on Feb 28, 2018. 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: TSCGX or NEAGX.
Key characteristics
| TSCGX | NEAGX | |
|---|---|---|
| YTD Return | 17.16% | 17.00% |
| 1Y Return | 38.59% | 34.33% |
| 3Y Return (Ann) | -3.66% | 2.84% |
| 5Y Return (Ann) | 11.44% | 18.61% |
| Sharpe Ratio | 1.92 | 1.49 |
| Sortino Ratio | 2.72 | 2.16 |
| Omega Ratio | 1.33 | 1.26 |
| Calmar Ratio | 1.04 | 1.75 |
| Martin Ratio | 10.05 | 5.73 |
| Ulcer Index | 3.66% | 5.86% |
| Daily Std Dev | 19.19% | 22.50% |
| Max Drawdown | -40.25% | -53.03% |
| Current Drawdown | -10.63% | -5.68% |
Correlation
The correlation between TSCGX and NEAGX is 0.85, 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
TSCGX vs. NEAGX - Performance Comparison
The year-to-date returns for both stocks are quite close, with TSCGX having a 17.16% return and NEAGX slightly lower at 17.00%. 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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TSCGX vs. NEAGX - Expense Ratio Comparison
TSCGX has a 1.21% expense ratio, which is lower than NEAGX's 1.86% expense ratio.
Risk-Adjusted Performance
TSCGX vs. NEAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Growth Fund (TSCGX) 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
TSCGX vs. NEAGX - Dividend Comparison
Neither TSCGX nor NEAGX has paid dividends to shareholders.
Drawdowns
TSCGX vs. NEAGX - Drawdown Comparison
The maximum TSCGX drawdown since its inception was -40.25%, smaller than the maximum NEAGX drawdown of -53.03%. Use the drawdown chart below to compare losses from any high point for TSCGX and NEAGX. For additional features, visit the drawdowns tool.
Volatility
TSCGX vs. NEAGX - Volatility Comparison
The current volatility for Thrivent Small Cap Growth Fund (TSCGX) is 6.66%, while Needham Aggressive Growth Fund (NEAGX) has a volatility of 7.07%. This indicates that TSCGX 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.