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

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.


-0.50.00.51.00.9

Performance

TSCGX vs. NEAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Small Cap Growth Fund (TSCGX) and Needham Aggressive Growth Fund (NEAGX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.33%
-0.43%
TSCGX
NEAGX

Key characteristics

Sharpe Ratio

TSCGX:

0.66

NEAGX:

0.65

Sortino Ratio

TSCGX:

1.04

NEAGX:

1.07

Omega Ratio

TSCGX:

1.13

NEAGX:

1.12

Calmar Ratio

TSCGX:

0.46

NEAGX:

0.91

Martin Ratio

TSCGX:

3.20

NEAGX:

2.39

Ulcer Index

TSCGX:

3.86%

NEAGX:

6.21%

Daily Std Dev

TSCGX:

18.67%

NEAGX:

22.89%

Max Drawdown

TSCGX:

-40.25%

NEAGX:

-53.03%

Current Drawdown

TSCGX:

-15.00%

NEAGX:

-7.45%

Returns By Period

In the year-to-date period, TSCGX achieves a 11.44% return, which is significantly lower than NEAGX's 14.80% return.


TSCGX

YTD

11.44%

1M

-6.29%

6M

7.33%

1Y

11.71%

5Y*

9.28%

10Y*

N/A

NEAGX

YTD

14.80%

1M

-3.15%

6M

-0.43%

1Y

14.69%

5Y*

16.49%

10Y*

6.95%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TSCGX vs. NEAGX - Expense Ratio Comparison

TSCGX has a 1.21% 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 TSCGX: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%

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.


Sharpe ratio
The chart of Sharpe ratio for TSCGX, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.000.660.65
The chart of Sortino ratio for TSCGX, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.0010.001.041.07
The chart of Omega ratio for TSCGX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.12
The chart of Calmar ratio for TSCGX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.000.460.91
The chart of Martin ratio for TSCGX, currently valued at 3.20, compared to the broader market0.0020.0040.0060.003.202.39
TSCGX
NEAGX

The current TSCGX Sharpe Ratio is 0.66, which is comparable to the NEAGX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of TSCGX 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.66
0.65
TSCGX
NEAGX

Dividends

TSCGX vs. NEAGX - Dividend Comparison

Neither TSCGX nor NEAGX has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.00%
-7.45%
TSCGX
NEAGX

Volatility

TSCGX vs. NEAGX - Volatility Comparison

The current volatility for Thrivent Small Cap Growth Fund (TSCGX) is 5.21%, while Needham Aggressive Growth Fund (NEAGX) has a volatility of 6.02%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
6.02%
TSCGX
NEAGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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