DWM vs. NSRIX
Compare and contrast key facts about WisdomTree International Equity Fund (DWM) and Northern Global Sustainability Index Fund (NSRIX).
DWM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Equity Index. It was launched on Jun 16, 2006. NSRIX is managed by Northern Funds. It was launched on Mar 4, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DWM or NSRIX.
Key characteristics
| DWM | NSRIX | |
|---|---|---|
| YTD Return | 7.71% | 20.69% |
| 1Y Return | 19.00% | 33.75% |
| 3Y Return (Ann) | 4.52% | 6.89% |
| 5Y Return (Ann) | 4.98% | 12.87% |
| 10Y Return (Ann) | 4.33% | 10.31% |
| Sharpe Ratio | 1.52 | 2.52 |
| Sortino Ratio | 2.12 | 3.31 |
| Omega Ratio | 1.26 | 1.50 |
| Calmar Ratio | 2.74 | 3.60 |
| Martin Ratio | 9.01 | 16.06 |
| Ulcer Index | 2.10% | 2.05% |
| Daily Std Dev | 12.43% | 13.07% |
| Max Drawdown | -62.10% | -55.30% |
| Current Drawdown | -5.51% | 0.00% |
Correlation
The correlation between DWM and NSRIX is 0.89, 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
DWM vs. NSRIX - Performance Comparison
In the year-to-date period, DWM achieves a 7.71% return, which is significantly lower than NSRIX's 20.69% return. Over the past 10 years, DWM has underperformed NSRIX with an annualized return of 4.33%, while NSRIX has yielded a comparatively higher 10.31% annualized return. 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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DWM vs. NSRIX - Expense Ratio Comparison
DWM has a 0.48% expense ratio, which is higher than NSRIX's 0.29% expense ratio.
Risk-Adjusted Performance
DWM vs. NSRIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Equity Fund (DWM) and Northern Global Sustainability Index Fund (NSRIX). 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
DWM vs. NSRIX - Dividend Comparison
DWM's dividend yield for the trailing twelve months is around 3.69%, more than NSRIX's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWM WisdomTree International Equity Fund | 3.69% | 4.15% | 4.36% | 3.64% | 2.75% | 3.46% | 3.86% | 2.99% | 3.43% | 3.55% | 4.71% | 3.30% |
NSRIX Northern Global Sustainability Index Fund | 1.30% | 1.57% | 1.55% | 1.32% | 1.62% | 1.90% | 2.10% | 1.88% | 2.27% | 1.95% | 2.22% | 1.78% |
Drawdowns
DWM vs. NSRIX - Drawdown Comparison
The maximum DWM drawdown since its inception was -62.10%, which is greater than NSRIX's maximum drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for DWM and NSRIX. For additional features, visit the drawdowns tool.
Volatility
DWM vs. NSRIX - Volatility Comparison
WisdomTree International Equity Fund (DWM) has a higher volatility of 4.08% compared to Northern Global Sustainability Index Fund (NSRIX) at 3.57%. This indicates that DWM's price experiences larger fluctuations and is considered to be riskier than NSRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.