NOEMX vs. NSGRX
Compare and contrast key facts about Northern Emerging Markets Equity Index Fund (NOEMX) and Northern Small Cap Core Fund (NSGRX).
NOEMX is managed by Northern Funds. It was launched on Apr 24, 2006. NSGRX is managed by Northern Funds. It was launched on Sep 30, 1999.
Performance
NOEMX vs. NSGRX - Performance Comparison
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NOEMX vs. NSGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOEMX Northern Emerging Markets Equity Index Fund | 2.41% | 33.67% | 7.10% | 9.20% | -20.53% | -3.36% | 17.63% | 18.32% | -15.04% | 37.34% |
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, NOEMX achieves a 2.41% return, which is significantly higher than NSGRX's 2.07% return. Over the past 10 years, NOEMX has underperformed NSGRX with an annualized return of 7.71%, while NSGRX has yielded a comparatively higher 9.80% annualized return.
NOEMX
- 1D
- 1.43%
- 1M
- -10.05%
- YTD
- 2.41%
- 6M
- 5.83%
- 1Y
- 31.13%
- 3Y*
- 15.35%
- 5Y*
- 3.42%
- 10Y*
- 7.71%
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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NOEMX vs. NSGRX - Expense Ratio Comparison
NOEMX has a 0.22% expense ratio, which is lower than NSGRX's 0.62% expense ratio.
Return for Risk
NOEMX vs. NSGRX — Risk / Return Rank
NOEMX
NSGRX
NOEMX vs. NSGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Emerging Markets Equity Index Fund (NOEMX) 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.
| NOEMX | NSGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 0.97 | +0.92 |
Sortino ratioReturn per unit of downside risk | 2.52 | 1.54 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.20 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.32 | +0.77 |
Martin ratioReturn relative to average drawdown | 7.91 | 5.53 | +2.38 |
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
| NOEMX | NSGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 0.97 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.21 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.42 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.32 | -0.11 |
Correlation
The correlation between NOEMX and NSGRX is 0.64, 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
NOEMX vs. NSGRX - Dividend Comparison
NOEMX's dividend yield for the trailing twelve months is around 2.47%, less than NSGRX's 15.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOEMX Northern Emerging Markets Equity Index Fund | 2.47% | 2.53% | 2.98% | 3.86% | 2.42% | 2.87% | 2.36% | 3.24% | 2.76% | 1.74% | 1.92% | 2.54% |
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
NOEMX vs. NSGRX - Drawdown Comparison
The maximum NOEMX drawdown since its inception was -66.67%, roughly equal to the maximum NSGRX drawdown of -64.89%. Use the drawdown chart below to compare losses from any high point for NOEMX and NSGRX.
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Drawdown Indicators
| NOEMX | NSGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.67% | -64.89% | -1.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.06% | -13.78% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -37.28% | -32.31% | -4.97% |
Max Drawdown (10Y)Largest decline over 10 years | -39.49% | -40.37% | +0.88% |
Current DrawdownCurrent decline from peak | -11.81% | -5.88% | -5.93% |
Average DrawdownAverage peak-to-trough decline | -19.16% | -22.30% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.44% | +0.15% |
Volatility
NOEMX vs. NSGRX - Volatility Comparison
Northern Emerging Markets Equity Index Fund (NOEMX) has a higher volatility of 7.56% compared to Northern Small Cap Core Fund (NSGRX) at 6.80%. This indicates that NOEMX'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
| NOEMX | NSGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 6.80% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.09% | 13.74% | -1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.35% | 23.67% | -6.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 23.40% | -7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 23.36% | -5.95% |