NMMEX vs. NSGRX
Compare and contrast key facts about Northern Active M Emerging Market Equity Fund (NMMEX) and Northern Small Cap Core Fund (NSGRX).
NMMEX is managed by Northern Funds. It was launched on Nov 18, 2008. NSGRX is managed by Northern Funds. It was launched on Sep 30, 1999.
Performance
NMMEX vs. NSGRX - Performance Comparison
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NMMEX vs. NSGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NMMEX Northern Active M Emerging Market Equity Fund | 2.57% | 34.16% | 6.63% | 12.12% | -22.33% | -1.22% | 18.85% | 16.26% | -14.90% | 35.41% |
NSGRX Northern Small Cap Core Fund | -0.95% | 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, NMMEX achieves a 2.57% return, which is significantly higher than NSGRX's -0.95% return. Over the past 10 years, NMMEX has underperformed NSGRX with an annualized return of 7.95%, while NSGRX has yielded a comparatively higher 9.47% annualized return.
NMMEX
- 1D
- -0.75%
- 1M
- -13.81%
- YTD
- 2.57%
- 6M
- 8.00%
- 1Y
- 35.05%
- 3Y*
- 16.02%
- 5Y*
- 4.39%
- 10Y*
- 7.95%
NSGRX
- 1D
- -1.24%
- 1M
- -7.28%
- YTD
- -0.95%
- 6M
- 1.31%
- 1Y
- 19.02%
- 3Y*
- 11.26%
- 5Y*
- 4.61%
- 10Y*
- 9.47%
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NMMEX vs. NSGRX - Expense Ratio Comparison
NMMEX has a 1.10% expense ratio, which is higher than NSGRX's 0.62% expense ratio.
Return for Risk
NMMEX vs. NSGRX — Risk / Return Rank
NMMEX
NSGRX
NMMEX vs. NSGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Active M Emerging Market Equity Fund (NMMEX) 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.
| NMMEX | NSGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 0.82 | +1.13 |
Sortino ratioReturn per unit of downside risk | 2.52 | 1.34 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.18 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.26 | 0.98 | +1.27 |
Martin ratioReturn relative to average drawdown | 8.79 | 4.13 | +4.66 |
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
| NMMEX | NSGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.82 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.20 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.41 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.31 | +0.10 |
Correlation
The correlation between NMMEX and NSGRX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NMMEX vs. NSGRX - Dividend Comparison
NMMEX's dividend yield for the trailing twelve months is around 1.88%, less than NSGRX's 16.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMMEX Northern Active M Emerging Market Equity Fund | 1.88% | 1.93% | 0.80% | 1.82% | 0.89% | 29.82% | 6.99% | 8.34% | 0.99% | 0.00% | 1.90% | 4.46% |
NSGRX Northern Small Cap Core Fund | 16.00% | 15.85% | 17.77% | 6.90% | 0.55% | 15.75% | 5.00% | 6.30% | 1.26% | 4.35% | 0.67% | 3.35% |
Drawdowns
NMMEX vs. NSGRX - Drawdown Comparison
The maximum NMMEX drawdown since its inception was -44.64%, smaller than the maximum NSGRX drawdown of -64.89%. Use the drawdown chart below to compare losses from any high point for NMMEX and NSGRX.
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Drawdown Indicators
| NMMEX | NSGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.64% | -64.89% | +20.25% |
Max Drawdown (1Y)Largest decline over 1 year | -14.25% | -13.78% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -44.64% | -32.31% | -12.33% |
Max Drawdown (10Y)Largest decline over 10 years | -44.64% | -40.37% | -4.27% |
Current DrawdownCurrent decline from peak | -14.25% | -8.66% | -5.59% |
Average DrawdownAverage peak-to-trough decline | -15.14% | -22.31% | +7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 3.58% | +0.08% |
Volatility
NMMEX vs. NSGRX - Volatility Comparison
Northern Active M Emerging Market Equity Fund (NMMEX) has a higher volatility of 8.13% compared to Northern Small Cap Core Fund (NSGRX) at 6.00%. This indicates that NMMEX's price experiences larger fluctuations and is considered to be riskier 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
| NMMEX | NSGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.13% | 6.00% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 13.45% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.85% | 23.53% | -5.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.26% | 23.36% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.32% | 23.34% | -2.02% |