NOSGX vs. NMMEX
Compare and contrast key facts about Northern Small Cap Value Fund (NOSGX) and Northern Active M Emerging Market Equity Fund (NMMEX).
NOSGX is managed by Northern Funds. It was launched on Mar 31, 1994. NMMEX is managed by Northern Funds. It was launched on Nov 18, 2008.
Performance
NOSGX vs. NMMEX - Performance Comparison
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NOSGX vs. NMMEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOSGX Northern Small Cap Value Fund | 2.19% | 10.63% | 2.60% | 15.67% | -10.50% | 26.17% | -2.29% | 22.30% | -13.79% | 6.47% |
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% |
Returns By Period
In the year-to-date period, NOSGX achieves a 2.19% return, which is significantly lower than NMMEX's 2.57% return. Over the past 10 years, NOSGX has underperformed NMMEX with an annualized return of 7.53%, while NMMEX has yielded a comparatively higher 7.95% annualized return.
NOSGX
- 1D
- -0.68%
- 1M
- -5.95%
- YTD
- 2.19%
- 6M
- 4.99%
- 1Y
- 20.27%
- 3Y*
- 10.17%
- 5Y*
- 4.96%
- 10Y*
- 7.53%
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%
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NOSGX vs. NMMEX - Expense Ratio Comparison
NOSGX has a 1.00% expense ratio, which is lower than NMMEX's 1.10% expense ratio.
Return for Risk
NOSGX vs. NMMEX — Risk / Return Rank
NOSGX
NMMEX
NOSGX vs. NMMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Value Fund (NOSGX) and Northern Active M Emerging Market Equity Fund (NMMEX). 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.
| NOSGX | NMMEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.95 | -1.05 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.52 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.39 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.26 | -1.05 |
Martin ratioReturn relative to average drawdown | 4.99 | 8.79 | -3.80 |
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
| NOSGX | NMMEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.95 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.19 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.37 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.41 | -0.03 |
Correlation
The correlation between NOSGX and NMMEX is 0.63, 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
NOSGX vs. NMMEX - Dividend Comparison
NOSGX's dividend yield for the trailing twelve months is around 43.05%, more than NMMEX's 1.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOSGX Northern Small Cap Value Fund | 43.05% | 43.99% | 57.55% | 6.99% | 5.84% | 16.35% | 1.96% | 7.08% | 11.90% | 9.76% | 2.26% | 4.50% |
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% |
Drawdowns
NOSGX vs. NMMEX - Drawdown Comparison
The maximum NOSGX drawdown since its inception was -56.92%, which is greater than NMMEX's maximum drawdown of -44.64%. Use the drawdown chart below to compare losses from any high point for NOSGX and NMMEX.
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Drawdown Indicators
| NOSGX | NMMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.92% | -44.64% | -12.28% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -14.25% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -28.34% | -44.64% | +16.30% |
Max Drawdown (10Y)Largest decline over 10 years | -45.66% | -44.64% | -1.02% |
Current DrawdownCurrent decline from peak | -7.81% | -14.25% | +6.44% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -15.14% | +6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 3.66% | -0.08% |
Volatility
NOSGX vs. NMMEX - Volatility Comparison
The current volatility for Northern Small Cap Value Fund (NOSGX) is 5.43%, while Northern Active M Emerging Market Equity Fund (NMMEX) has a volatility of 8.13%. This indicates that NOSGX experiences smaller price fluctuations and is considered to be less risky than NMMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOSGX | NMMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 8.13% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 12.93% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.15% | 17.85% | +5.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.92% | 23.26% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.53% | 21.32% | +3.21% |