Correlation
The correlation between NOSGX and SPY is 0.80, 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. 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.
Performance
NOSGX vs. SPY - Performance Comparison
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Key characteristics
NOSGX:
-0.05
SPY:
0.70
NOSGX:
0.09
SPY:
1.02
NOSGX:
1.01
SPY:
1.15
NOSGX:
-0.05
SPY:
0.68
NOSGX:
-0.14
SPY:
2.57
NOSGX:
9.78%
SPY:
4.93%
NOSGX:
23.20%
SPY:
20.42%
NOSGX:
-56.92%
SPY:
-55.19%
NOSGX:
-15.50%
SPY:
-3.55%
Returns By Period
In the year-to-date period, NOSGX achieves a -6.23% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, NOSGX has underperformed SPY with an annualized return of 5.38%, while SPY has yielded a comparatively higher 12.73% annualized return.
NOSGX
-6.23%
2.95%
-14.63%
-2.28%
2.96%
11.01%
5.38%
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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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.
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Dividends
NOSGX vs. SPY - Dividend Comparison
NOSGX's dividend yield for the trailing twelve months is around 61.37%, more than SPY's 1.22% 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% |
SPY SPDR S&P 500 ETF | 1.22% | 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 -56.92%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NOSGX and SPY.
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Volatility
NOSGX vs. SPY - Volatility Comparison
Northern Small Cap Value Fund (NOSGX) has a higher volatility of 6.48% compared to SPDR S&P 500 ETF (SPY) at 4.86%. 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.
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