- ISIN
- US6651303082
- CUSIP
- 665130308
- Issuer
- Northern Funds
- Inception Date
- Mar 4, 2008
- Category
- Global Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
NSRIX Performance Chart
Northern Global Sustainability Index Fund (NSRIX) is up 10.1% since the beginning of the year. NSRIX is currently trading at $29 per share. Investors who bought $1,000 worth of NSRIX shares 5 years ago would now be looking at an investment worth $1,751.
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Returns By Period
Northern Global Sustainability Index Fund (NSRIX) has returned 10.10% so far this year and 27.19% over the past 12 months. Over the last ten years, NSRIX has returned 13.01% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Northern Global Sustainability Index Fund
- 1D
- 0.60%
- 1M
- 4.58%
- YTD
- 10.10%
- 6M
- 11.72%
- 1Y
- 27.19%
- 3Y*
- 20.33%
- 5Y*
- 11.86%
- 10Y*
- 13.01%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
NSRIX Monthly Returns History
Based on dividend-adjusted daily data since Mar 6, 2008, NSRIX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +12.3%, while the worst month was Oct 2008 at -19.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.
On a daily basis, NSRIX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.24% | -0.11% | -6.45% | 10.21% | 3.95% | 0.60% | 10.10% | ||||||
| 2025 | 2.34% | -1.16% | -4.80% | 1.19% | 7.06% | 4.10% | 1.99% | 1.51% | 3.61% | 2.69% | -0.07% | 1.25% | 21.03% |
| 2024 | 1.47% | 4.58% | 3.41% | -4.06% | 4.88% | 2.26% | 0.91% | 2.45% | 1.80% | -2.47% | 4.60% | -3.49% | 17.02% |
| 2023 | 7.32% | -2.70% | 3.71% | 1.73% | -0.71% | 5.91% | 3.13% | -1.62% | -4.73% | -2.70% | 9.88% | 4.78% | 25.44% |
| 2022 | -5.69% | -3.40% | 2.68% | -8.03% | -0.17% | -7.91% | 7.44% | -5.35% | -9.33% | 6.89% | 8.71% | -4.95% | -19.45% |
| 2021 | -0.96% | 2.63% | 3.84% | 4.34% | 1.75% | 1.36% | 2.29% | 2.78% | -4.45% | 7.44% | -2.58% | 4.35% | 24.60% |
Benchmark Metrics
Northern Global Sustainability Index Fund has an annualized alpha of -0.64%, beta of 0.94, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since March 07, 2008.
- This fund participated in 102.80% of S&P 500 Index downside but only 97.15% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.94 and R2 of 0.93, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.64%
- Beta
- 0.94
- R²
- 0.93
- Upside Capture
- 97.15%
- Downside Capture
- 102.80%
Expense Ratio
NSRIX has an expense ratio of 0.29%, placing it in the medium range.
Return for Risk
Risk / Return Rank
NSRIX ranks 56 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Northern Global Sustainability Index Fund (NSRIX) and compare them to S&P 500 Index.
| NSRIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.23 | 2.39 | -0.16 |
Sortino ratioReturn per unit of downside risk | 3.16 | 3.25 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.43 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.75 | 3.11 | -0.36 |
Martin ratioReturn relative to average drawdown | 12.16 | 14.38 | -2.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Northern Global Sustainability Index Fund provided a 5.14% dividend yield over the last twelve months, with an annual payout of $1.47 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.47 | $1.47 | $1.26 | $0.32 | $0.31 | $1.10 | $0.29 | $0.42 | $0.43 | $0.44 | $0.41 | $0.43 |
Dividend yield | 5.14% | 5.66% | 5.55% | 1.57% | 1.90% | 5.26% | 1.62% | 2.70% | 3.46% | 3.14% | 3.46% | 3.79% |
Monthly Dividends
The table displays the monthly dividend distributions for Northern Global Sustainability Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.47 | $1.47 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.26 | $1.26 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.10 | $1.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Northern Global Sustainability Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Northern Global Sustainability Index Fund was 55.30%, occurring on Mar 9, 2009. Recovery took 980 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -55.30%Mar 2009 | 9mo 23d | 3y 10mo | 4y 8moMay 2008 - Jan 2013 |
COVID crash2020 | -33.66%Mar 2020 | 1mo 2d | 5mo 6d | 6mo 8dFeb 2020 - Aug 2020 |
Bear market2022 | -27.86%Oct 2022 | 9mo 16d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -18.06%Dec 2018 | 10mo 29d | 4mo 7d | 1y 3moJan 2018 - Apr 2019 |
2025 selloff2025 | -17.58%Apr 2025 | 2mo 11d | 1mo 27d | 4mo 8dJan 2025 - Jun 2025 |
Drawdown Indicators
| NSRIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.30% | -56.78% | +1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -9.10% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | -18.90% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -27.86% | -25.43% | -2.43% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | -33.92% | +0.26% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.45% | -10.72% | +2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 1.97% | +0.35% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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