NHFIX vs. NSGRX
Compare and contrast key facts about Northern High Yield Fixed Income Fund (NHFIX) and Northern Small Cap Core Fund (NSGRX).
NHFIX is managed by Northern Funds. It was launched on Dec 31, 1998. NSGRX is managed by Northern Funds. It was launched on Sep 30, 1999.
Performance
NHFIX vs. NSGRX - Performance Comparison
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NHFIX vs. NSGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NHFIX Northern High Yield Fixed Income Fund | -0.35% | 8.79% | 8.03% | 13.96% | -13.74% | 5.03% | 6.04% | 16.17% | -3.60% | 8.35% |
NSGRX Northern Small Cap Core Fund | 2.07% | 10.57% | 10.44% | 16.96% | -16.14% | 19.99% | 14.53% | 23.30% | -10.22% | 13.05% |
Returns By Period
In the year-to-date period, NHFIX achieves a -0.35% return, which is significantly lower than NSGRX's 2.07% return. Over the past 10 years, NHFIX has underperformed NSGRX with an annualized return of 5.56%, while NSGRX has yielded a comparatively higher 9.80% annualized return.
NHFIX
- 1D
- 0.50%
- 1M
- -1.12%
- YTD
- -0.35%
- 6M
- 0.96%
- 1Y
- 7.34%
- 3Y*
- 8.68%
- 5Y*
- 3.52%
- 10Y*
- 5.56%
NSGRX
- 1D
- 3.05%
- 1M
- -5.22%
- YTD
- 2.07%
- 6M
- 4.37%
- 1Y
- 22.49%
- 3Y*
- 12.38%
- 5Y*
- 4.92%
- 10Y*
- 9.80%
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NHFIX vs. NSGRX - Expense Ratio Comparison
NHFIX has a 0.60% expense ratio, which is lower than NSGRX's 0.62% expense ratio.
Return for Risk
NHFIX vs. NSGRX — Risk / Return Rank
NHFIX
NSGRX
NHFIX vs. NSGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern High Yield Fixed Income Fund (NHFIX) and Northern Small Cap Core Fund (NSGRX). 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.
| NHFIX | NSGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.85 | 0.97 | +0.87 |
Sortino ratioReturn per unit of downside risk | 2.71 | 1.54 | +1.16 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.20 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.32 | +0.63 |
Martin ratioReturn relative to average drawdown | 8.65 | 5.53 | +3.12 |
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
| NHFIX | NSGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 0.97 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.21 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.42 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.32 | +0.73 |
Correlation
The correlation between NHFIX and NSGRX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NHFIX vs. NSGRX - Dividend Comparison
NHFIX's dividend yield for the trailing twelve months is around 6.99%, less than NSGRX's 15.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NHFIX Northern High Yield Fixed Income Fund | 6.99% | 6.87% | 6.67% | 6.57% | 3.84% | 4.92% | 5.41% | 6.35% | 6.85% | 6.66% | 5.57% | 6.19% |
NSGRX Northern Small Cap Core Fund | 15.53% | 15.85% | 17.77% | 6.90% | 0.55% | 15.75% | 5.00% | 6.30% | 1.26% | 4.35% | 0.67% | 3.35% |
Drawdowns
NHFIX vs. NSGRX - Drawdown Comparison
The maximum NHFIX drawdown since its inception was -27.87%, smaller than the maximum NSGRX drawdown of -64.89%. Use the drawdown chart below to compare losses from any high point for NHFIX and NSGRX.
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Drawdown Indicators
| NHFIX | NSGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.87% | -64.89% | +37.02% |
Max Drawdown (1Y)Largest decline over 1 year | -3.33% | -13.78% | +10.45% |
Max Drawdown (5Y)Largest decline over 5 years | -17.47% | -32.31% | +14.84% |
Max Drawdown (10Y)Largest decline over 10 years | -24.72% | -40.37% | +15.65% |
Current DrawdownCurrent decline from peak | -1.44% | -5.88% | +4.44% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -22.30% | +19.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 3.44% | -2.65% |
Volatility
NHFIX vs. NSGRX - Volatility Comparison
The current volatility for Northern High Yield Fixed Income Fund (NHFIX) is 1.47%, while Northern Small Cap Core Fund (NSGRX) has a volatility of 6.80%. This indicates that NHFIX experiences smaller price fluctuations and is considered to be less risky than NSGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NHFIX | NSGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 6.80% | -5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 13.74% | -11.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.12% | 23.67% | -19.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.07% | 23.40% | -18.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.94% | 23.36% | -17.42% |