NOSGX vs. SCHA
Compare and contrast key facts about Northern Small Cap Value Fund (NOSGX) and Schwab U.S. Small-Cap ETF (SCHA).
NOSGX is managed by Northern Funds. It was launched on Mar 31, 1994. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009.
Performance
NOSGX vs. SCHA - Performance Comparison
Loading graphics...
NOSGX vs. SCHA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOSGX Northern Small Cap Value Fund | 4.58% | 10.63% | 2.60% | 15.67% | -10.50% | 26.17% | -2.29% | 22.30% | -13.79% | 6.47% |
SCHA Schwab U.S. Small-Cap ETF | 3.19% | 11.60% | 11.16% | 18.46% | -19.81% | 16.45% | 19.34% | 26.50% | -11.79% | 14.94% |
Returns By Period
In the year-to-date period, NOSGX achieves a 4.58% return, which is significantly higher than SCHA's 3.19% return. Over the past 10 years, NOSGX has underperformed SCHA with an annualized return of 7.78%, while SCHA has yielded a comparatively higher 9.94% annualized return.
NOSGX
- 1D
- 2.34%
- 1M
- -4.28%
- YTD
- 4.58%
- 6M
- 7.13%
- 1Y
- 22.68%
- 3Y*
- 11.02%
- 5Y*
- 5.17%
- 10Y*
- 7.78%
SCHA
- 1D
- 0.93%
- 1M
- -4.33%
- YTD
- 3.19%
- 6M
- 5.66%
- 1Y
- 26.55%
- 3Y*
- 13.45%
- 5Y*
- 4.49%
- 10Y*
- 9.94%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NOSGX vs. SCHA - Expense Ratio Comparison
NOSGX has a 1.00% expense ratio, which is higher than SCHA's 0.04% expense ratio.
Return for Risk
NOSGX vs. SCHA — Risk / Return Rank
NOSGX
SCHA
NOSGX vs. SCHA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Value Fund (NOSGX) and Schwab U.S. Small-Cap ETF (SCHA). 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 | SCHA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.16 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.74 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.87 | -0.43 |
Martin ratioReturn relative to average drawdown | 5.89 | 7.77 | -1.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NOSGX | SCHA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.16 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.21 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.44 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.53 | -0.14 |
Correlation
The correlation between NOSGX and SCHA is 0.94, 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.
Dividends
NOSGX vs. SCHA - Dividend Comparison
NOSGX's dividend yield for the trailing twelve months is around 42.06%, more than SCHA's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOSGX Northern Small Cap Value Fund | 42.06% | 43.99% | 57.55% | 6.99% | 5.84% | 16.35% | 1.96% | 7.08% | 11.90% | 9.76% | 2.26% | 4.50% |
SCHA Schwab U.S. Small-Cap ETF | 1.16% | 1.26% | 1.51% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.58% | 1.24% | 1.50% | 1.48% |
Drawdowns
NOSGX vs. SCHA - Drawdown Comparison
The maximum NOSGX drawdown since its inception was -56.92%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for NOSGX and SCHA.
Loading graphics...
Drawdown Indicators
| NOSGX | SCHA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.92% | -42.41% | -14.51% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -14.35% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -28.34% | -30.79% | +2.45% |
Max Drawdown (10Y)Largest decline over 10 years | -45.66% | -42.41% | -3.25% |
Current DrawdownCurrent decline from peak | -5.66% | -5.41% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -7.65% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 3.45% | +0.08% |
Volatility
NOSGX vs. SCHA - Volatility Comparison
The current volatility for Northern Small Cap Value Fund (NOSGX) is 5.98%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 7.31%. This indicates that NOSGX experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NOSGX | SCHA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 7.31% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 13.72% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.22% | 22.90% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 21.95% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.54% | 22.67% | +1.87% |