NGREX vs. RWR
Compare and contrast key facts about Northern Global Real Estate Index Fund (NGREX) and SPDR Dow Jones REIT ETF (RWR).
NGREX is managed by Northern Funds. It was launched on Jul 25, 2006. RWR is a passively managed fund by State Street that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Apr 23, 2001.
Performance
NGREX vs. RWR - Performance Comparison
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NGREX vs. RWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGREX Northern Global Real Estate Index Fund | -0.40% | 10.42% | 2.63% | 9.98% | -24.31% | 22.71% | -8.35% | 23.17% | -6.70% | 14.36% |
RWR SPDR Dow Jones REIT ETF | 3.43% | 3.20% | 7.74% | 13.76% | -26.09% | 45.47% | -11.40% | 22.71% | -4.47% | 3.47% |
Returns By Period
In the year-to-date period, NGREX achieves a -0.40% return, which is significantly lower than RWR's 3.43% return. Over the past 10 years, NGREX has underperformed RWR with an annualized return of 3.33%, while RWR has yielded a comparatively higher 4.36% annualized return.
NGREX
- 1D
- 0.10%
- 1M
- -10.24%
- YTD
- -0.40%
- 6M
- -0.73%
- 1Y
- 8.56%
- 3Y*
- 7.21%
- 5Y*
- 1.79%
- 10Y*
- 3.33%
RWR
- 1D
- 1.38%
- 1M
- -6.06%
- YTD
- 3.43%
- 6M
- 2.55%
- 1Y
- 5.80%
- 3Y*
- 8.43%
- 5Y*
- 4.58%
- 10Y*
- 4.36%
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NGREX vs. RWR - Expense Ratio Comparison
NGREX has a 0.47% expense ratio, which is higher than RWR's 0.25% expense ratio.
Return for Risk
NGREX vs. RWR — Risk / Return Rank
NGREX
RWR
NGREX vs. RWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Global Real Estate Index Fund (NGREX) and SPDR Dow Jones REIT ETF (RWR). 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.
| NGREX | RWR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.34 | +0.22 |
Sortino ratioReturn per unit of downside risk | 0.91 | 0.58 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.08 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.50 | +0.27 |
Martin ratioReturn relative to average drawdown | 2.95 | 2.14 | +0.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NGREX | RWR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.34 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.24 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.20 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.30 | -0.16 |
Correlation
The correlation between NGREX and RWR is 0.87, 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.
Dividends
NGREX vs. RWR - Dividend Comparison
NGREX's dividend yield for the trailing twelve months is around 3.78%, more than RWR's 3.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGREX Northern Global Real Estate Index Fund | 3.78% | 3.92% | 3.71% | 2.40% | 1.85% | 3.11% | 2.09% | 4.49% | 3.91% | 2.59% | 4.36% | 2.49% |
RWR SPDR Dow Jones REIT ETF | 3.69% | 3.78% | 3.76% | 3.75% | 3.81% | 2.79% | 3.73% | 3.36% | 4.19% | 3.05% | 4.39% | 3.17% |
Drawdowns
NGREX vs. RWR - Drawdown Comparison
The maximum NGREX drawdown since its inception was -72.37%, roughly equal to the maximum RWR drawdown of -74.92%. Use the drawdown chart below to compare losses from any high point for NGREX and RWR.
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Drawdown Indicators
| NGREX | RWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.37% | -74.92% | +2.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.41% | -13.42% | +3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -32.14% | -32.58% | +0.44% |
Max Drawdown (10Y)Largest decline over 10 years | -41.06% | -44.39% | +3.33% |
Current DrawdownCurrent decline from peak | -10.24% | -6.44% | -3.80% |
Average DrawdownAverage peak-to-trough decline | -16.01% | -13.19% | -2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.13% | -0.42% |
Volatility
NGREX vs. RWR - Volatility Comparison
The current volatility for Northern Global Real Estate Index Fund (NGREX) is 4.02%, while SPDR Dow Jones REIT ETF (RWR) has a volatility of 4.57%. This indicates that NGREX experiences smaller price fluctuations and is considered to be less risky than RWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NGREX | RWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 4.57% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 9.27% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.12% | 17.01% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 19.03% | -3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 21.51% | -4.45% |