Correlation
The correlation between NOSGX and SWMCX is 0.76, 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. SWMCX
Compare and contrast key facts about Northern Small Cap Value Fund (NOSGX) and Schwab U.S. Mid-Cap Index Fund (SWMCX).
NOSGX is managed by Northern Funds. It was launched on Mar 31, 1994. SWMCX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOSGX or SWMCX.
Performance
NOSGX vs. SWMCX - Performance Comparison
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Key characteristics
NOSGX:
-0.05
SWMCX:
0.50
NOSGX:
0.09
SWMCX:
0.78
NOSGX:
1.01
SWMCX:
1.11
NOSGX:
-0.05
SWMCX:
0.42
NOSGX:
-0.14
SWMCX:
1.36
NOSGX:
9.78%
SWMCX:
6.71%
NOSGX:
23.20%
SWMCX:
19.93%
NOSGX:
-56.92%
SWMCX:
-40.34%
NOSGX:
-15.50%
SWMCX:
-7.23%
Returns By Period
In the year-to-date period, NOSGX achieves a -6.23% return, which is significantly lower than SWMCX's 1.02% return.
NOSGX
-6.23%
2.95%
-14.63%
-2.28%
2.96%
11.01%
5.38%
SWMCX
1.02%
5.63%
-7.15%
9.00%
8.57%
11.94%
N/A
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NOSGX vs. SWMCX - Expense Ratio Comparison
NOSGX has a 1.00% expense ratio, which is higher than SWMCX's 0.04% expense ratio.
Risk-Adjusted Performance
NOSGX vs. SWMCX — Risk-Adjusted Performance Rank
NOSGX
SWMCX
NOSGX vs. SWMCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Value Fund (NOSGX) and Schwab U.S. Mid-Cap Index Fund (SWMCX). 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. SWMCX - Dividend Comparison
NOSGX's dividend yield for the trailing twelve months is around 61.37%, more than SWMCX's 2.57% 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% |
SWMCX Schwab U.S. Mid-Cap Index Fund | 2.57% | 2.60% | 1.49% | 1.58% | 2.93% | 1.45% | 2.45% | 1.41% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NOSGX vs. SWMCX - Drawdown Comparison
The maximum NOSGX drawdown since its inception was -56.92%, which is greater than SWMCX's maximum drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for NOSGX and SWMCX.
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Volatility
NOSGX vs. SWMCX - Volatility Comparison
Northern Small Cap Value Fund (NOSGX) has a higher volatility of 6.48% compared to Schwab U.S. Mid-Cap Index Fund (SWMCX) at 5.36%. This indicates that NOSGX's price experiences larger fluctuations and is considered to be riskier than SWMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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