NOSGX vs. SPY
Compare and contrast key facts about Northern Small Cap Value Fund (NOSGX) and SPDR S&P 500 ETF (SPY).
NOSGX is managed by Northern Funds. It was launched on Mar 31, 1994. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOSGX or SPY.
Correlation
The correlation between NOSGX and SPY is 0.78, 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.
Performance
NOSGX vs. SPY - Performance Comparison
Key characteristics
NOSGX:
-0.76
SPY:
1.88
NOSGX:
-0.70
SPY:
2.53
NOSGX:
0.81
SPY:
1.35
NOSGX:
-0.65
SPY:
2.83
NOSGX:
-1.84
SPY:
11.74
NOSGX:
17.05%
SPY:
2.02%
NOSGX:
41.23%
SPY:
12.64%
NOSGX:
-62.36%
SPY:
-55.19%
NOSGX:
-46.96%
SPY:
-0.42%
Returns By Period
In the year-to-date period, NOSGX achieves a 0.46% return, which is significantly lower than SPY's 4.15% return. Over the past 10 years, NOSGX has underperformed SPY with an annualized return of -3.84%, while SPY has yielded a comparatively higher 13.18% annualized return.
NOSGX
0.46%
-3.47%
-35.40%
-30.46%
-7.25%
-3.84%
SPY
4.15%
1.22%
10.44%
24.34%
14.62%
13.18%
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NOSGX vs. SPY - Expense Ratio Comparison
NOSGX has a 1.00% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
NOSGX vs. SPY — Risk-Adjusted Performance Rank
NOSGX
SPY
NOSGX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Value Fund (NOSGX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
NOSGX vs. SPY - Dividend Comparison
NOSGX's dividend yield for the trailing twelve months is around 1.37%, more than SPY's 1.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOSGX Northern Small Cap Value Fund | 1.37% | 1.38% | 1.52% | 0.88% | 0.88% | 1.14% | 1.12% | 0.87% | 0.90% | 0.91% | 1.18% | 0.91% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
NOSGX vs. SPY - Drawdown Comparison
The maximum NOSGX drawdown since its inception was -62.36%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NOSGX and SPY. For additional features, visit the drawdowns tool.
Volatility
NOSGX vs. SPY - Volatility Comparison
Northern Small Cap Value Fund (NOSGX) has a higher volatility of 3.69% compared to SPDR S&P 500 ETF (SPY) at 2.93%. This indicates that NOSGX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.