Correlation
The correlation between NOSGX and PRIDX is 0.55, 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.
NOSGX vs. PRIDX
Compare and contrast key facts about Northern Small Cap Value Fund (NOSGX) and T. Rowe Price International Discovery Fund (PRIDX).
NOSGX is managed by Northern Funds. It was launched on Mar 31, 1994. PRIDX is managed by T. Rowe Price. It was launched on Dec 29, 1988.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOSGX or PRIDX.
Performance
NOSGX vs. PRIDX - Performance Comparison
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Key characteristics
NOSGX:
-0.05
PRIDX:
0.55
NOSGX:
0.09
PRIDX:
0.75
NOSGX:
1.01
PRIDX:
1.10
NOSGX:
-0.05
PRIDX:
0.25
NOSGX:
-0.14
PRIDX:
1.44
NOSGX:
9.78%
PRIDX:
5.29%
NOSGX:
23.20%
PRIDX:
15.77%
NOSGX:
-56.92%
PRIDX:
-64.93%
NOSGX:
-15.50%
PRIDX:
-16.57%
Returns By Period
In the year-to-date period, NOSGX achieves a -6.23% return, which is significantly lower than PRIDX's 11.11% return. Over the past 10 years, NOSGX has underperformed PRIDX with an annualized return of 5.38%, while PRIDX has yielded a comparatively higher 6.68% annualized return.
NOSGX
-6.23%
2.95%
-14.63%
-2.28%
2.96%
11.01%
5.38%
PRIDX
11.11%
5.89%
8.86%
7.82%
6.33%
6.30%
6.68%
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NOSGX vs. PRIDX - Expense Ratio Comparison
NOSGX has a 1.00% expense ratio, which is lower than PRIDX's 1.23% expense ratio.
Risk-Adjusted Performance
NOSGX vs. PRIDX — Risk-Adjusted Performance Rank
NOSGX
PRIDX
NOSGX vs. PRIDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Value Fund (NOSGX) and T. Rowe Price International Discovery Fund (PRIDX). 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. PRIDX - Dividend Comparison
NOSGX's dividend yield for the trailing twelve months is around 61.37%, more than PRIDX's 3.63% 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% |
PRIDX T. Rowe Price International Discovery Fund | 3.63% | 4.03% | 2.05% | 3.18% | 15.35% | 4.30% | 1.16% | 6.20% | 3.46% | 2.39% | 5.00% | 7.43% |
Drawdowns
NOSGX vs. PRIDX - Drawdown Comparison
The maximum NOSGX drawdown since its inception was -56.92%, smaller than the maximum PRIDX drawdown of -64.93%. Use the drawdown chart below to compare losses from any high point for NOSGX and PRIDX.
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Volatility
NOSGX vs. PRIDX - Volatility Comparison
Northern Small Cap Value Fund (NOSGX) has a higher volatility of 6.48% compared to T. Rowe Price International Discovery Fund (PRIDX) at 2.69%. This indicates that NOSGX's price experiences larger fluctuations and is considered to be riskier than PRIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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