VIMCX vs. NEEGX
VIMCX (Virtus KAR Mid-Cap Core Fund) and NEEGX (Needham Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, VIMCX returned 10.70%/yr vs 14.25%/yr for NEEGX. Their correlation of 0.81 means they have usually moved in the same direction. VIMCX charges 0.95%/yr vs 1.78%/yr for NEEGX.
Performance
VIMCX vs. NEEGX - Performance Comparison
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Returns By Period
In the year-to-date period, VIMCX achieves a 0.96% return, which is significantly lower than NEEGX's 35.60% return. Over the past 10 years, VIMCX has underperformed NEEGX with an annualized return of 10.70%, while NEEGX has yielded a comparatively higher 14.25% annualized return.
VIMCX
- 1D
- 0.26%
- 1M
- -0.48%
- 6M
- -3.46%
- YTD
- 0.96%
- 1Y
- 0.27%
- 3Y*
- 4.58%
- 5Y*
- 2.15%
- 10Y*
- 10.70%
- ALL TIME*
- 12.49%
NEEGX
- 1D
- 0.82%
- 1M
- -9.28%
- 6M
- 16.86%
- YTD
- 35.60%
- 1Y
- 52.57%
- 3Y*
- 17.29%
- 5Y*
- 8.99%
- 10Y*
- 14.25%
- ALL TIME*
- 12.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
NEEGX Needham Growth Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
VIMCX vs. NEEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIMCX Virtus KAR Mid-Cap Core Fund | 0.96% | 0.72% | 5.20% | 22.64% | -19.75% | 25.28% | 26.11% | 31.74% | -4.18% | 24.95% |
NEEGX Needham Growth Fund | 35.60% | 8.76% | 14.45% | 26.85% | -33.57% | 27.63% | 41.73% | 42.33% | -10.56% | 8.33% |
Correlation
The correlation between VIMCX and NEEGX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2009 | 0.81 |
Over the past year, the correlation between VIMCX and NEEGX has dropped to 0.59 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
VIMCX vs. NEEGX — Risk / Return Rank
VIMCX
NEEGX
VIMCX vs. NEEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Mid-Cap Core Fund (VIMCX) and Needham Growth Fund (NEEGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VIMCX | NEEGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.26 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.18 | -2.20 |
| Martin ratioReturn relative to average drawdown | -0.05 | 8.91 | -8.96 |
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Drawdowns
VIMCX vs. NEEGX - Drawdown Comparison
The maximum VIMCX drawdown since its inception was -33.92%, smaller than the maximum NEEGX drawdown of -53.60%. Use the drawdown chart below to compare losses from any high point for VIMCX and NEEGX.
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Drawdown Indicators
| VIMCX | NEEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.92% | -53.60% | +19.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -23.15% | +11.01% |
Max Drawdown (3Y)Largest decline over 3 years | -20.32% | -38.66% | +18.34% |
Max Drawdown (5Y)Largest decline over 5 years | -28.42% | -43.35% | +14.93% |
Max Drawdown (10Y)Largest decline over 10 years | -33.92% | -43.35% | +9.43% |
Current DrawdownCurrent decline from peak | -5.63% | -17.98% | +12.35% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -10.88% | +5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 5.65% | -0.79% |
Volatility
VIMCX vs. NEEGX - Volatility Comparison
The current volatility for Virtus KAR Mid-Cap Core Fund (VIMCX) is 3.84%, while Needham Growth Fund (NEEGX) has a volatility of 12.54%. This indicates that VIMCX experiences smaller price fluctuations and is considered to be less risky than NEEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIMCX | NEEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 12.54% | -8.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 26.85% | -14.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 32.47% | -16.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.21% | 29.41% | -11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.66% | 25.90% | -7.24% |
VIMCX vs. NEEGX - Expense Ratio Comparison
VIMCX has a 0.95% expense ratio, which is lower than NEEGX's 1.78% expense ratio.
Dividends
VIMCX vs. NEEGX - Dividend Comparison
VIMCX's dividend yield for the trailing twelve months is around 4.37%, less than NEEGX's 5.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEEGX Needham Growth Fund | 5.58% | 7.57% | 3.92% | 0.00% | 1.78% | 6.92% | 5.73% | 11.31% | 17.79% | 9.70% | 4.22% | 6.74% |
VIMCX Virtus KAR Mid-Cap Core Fund | 4.37% | 4.41% | 0.00% | 2.36% | 0.23% | 1.58% | 0.67% | 0.94% | 0.77% | 0.29% | 0.00% | 0.63% |
Frequently Asked Questions
VIMCX and NEEGX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEEGX has higher volatility (12.54%) compared to VIMCX (3.84%). In terms of maximum drawdown, VIMCX dropped -33.92% vs NEEGX's -53.60%.
NEEGX currently has the higher Sharpe Ratio (1.55 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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