Correlation
The correlation between NOSGX and DFFVX is 0.84, 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.
NOSGX vs. DFFVX
Compare and contrast key facts about Northern Small Cap Value Fund (NOSGX) and DFA U.S. Targeted Value Portfolio (DFFVX).
NOSGX is managed by Northern Funds. It was launched on Mar 31, 1994. DFFVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 23, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOSGX or DFFVX.
Performance
NOSGX vs. DFFVX - Performance Comparison
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Key characteristics
NOSGX:
-0.05
DFFVX:
0.01
NOSGX:
0.09
DFFVX:
0.18
NOSGX:
1.01
DFFVX:
1.02
NOSGX:
-0.05
DFFVX:
0.00
NOSGX:
-0.14
DFFVX:
0.00
NOSGX:
9.78%
DFFVX:
9.40%
NOSGX:
23.20%
DFFVX:
24.55%
NOSGX:
-56.92%
DFFVX:
-65.13%
NOSGX:
-15.50%
DFFVX:
-14.12%
Returns By Period
The year-to-date returns for both stocks are quite close, with NOSGX having a -6.23% return and DFFVX slightly lower at -6.28%. Over the past 10 years, NOSGX has outperformed DFFVX with an annualized return of 5.38%, while DFFVX has yielded a comparatively lower 4.75% annualized return.
NOSGX
-6.23%
2.95%
-14.63%
-2.28%
2.96%
11.01%
5.38%
DFFVX
-6.28%
5.18%
-13.41%
-0.97%
4.45%
15.51%
4.75%
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NOSGX vs. DFFVX - Expense Ratio Comparison
NOSGX has a 1.00% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Risk-Adjusted Performance
NOSGX vs. DFFVX — Risk-Adjusted Performance Rank
NOSGX
DFFVX
NOSGX vs. DFFVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Value Fund (NOSGX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.
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Dividends
NOSGX vs. DFFVX - Dividend Comparison
NOSGX's dividend yield for the trailing twelve months is around 61.37%, more than DFFVX's 1.62% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOSGX Northern Small Cap Value Fund | 61.37% | 57.55% | 6.99% | 5.84% | 16.35% | 1.96% | 7.08% | 11.90% | 9.76% | 2.26% | 4.50% | 5.32% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.62% | 1.40% | 2.26% | 5.17% | 8.12% | 1.52% | 3.81% | 5.96% | 5.58% | 4.24% | 5.85% | 5.52% |
Drawdowns
NOSGX vs. DFFVX - Drawdown Comparison
The maximum NOSGX drawdown since its inception was -56.92%, smaller than the maximum DFFVX drawdown of -65.13%. Use the drawdown chart below to compare losses from any high point for NOSGX and DFFVX.
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Volatility
NOSGX vs. DFFVX - Volatility Comparison
Northern Small Cap Value Fund (NOSGX) and DFA U.S. Targeted Value Portfolio (DFFVX) have volatilities of 6.48% and 6.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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