NOSGX vs. VTWO
Compare and contrast key facts about Northern Small Cap Value Fund (NOSGX) and Vanguard Russell 2000 ETF (VTWO).
NOSGX is managed by Northern Funds. It was launched on Mar 31, 1994. VTWO is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOSGX or VTWO.
Correlation
The correlation between NOSGX and VTWO 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.
Performance
NOSGX vs. VTWO - Performance Comparison
Key characteristics
NOSGX:
-0.69
VTWO:
0.81
NOSGX:
-0.59
VTWO:
1.26
NOSGX:
0.84
VTWO:
1.15
NOSGX:
-0.59
VTWO:
0.95
NOSGX:
-1.81
VTWO:
3.77
NOSGX:
15.82%
VTWO:
4.40%
NOSGX:
41.54%
VTWO:
20.39%
NOSGX:
-62.36%
VTWO:
-41.19%
NOSGX:
-45.95%
VTWO:
-6.57%
Returns By Period
In the year-to-date period, NOSGX achieves a 2.38% return, which is significantly higher than VTWO's 2.18% return. Over the past 10 years, NOSGX has underperformed VTWO with an annualized return of -3.65%, while VTWO has yielded a comparatively higher 7.94% annualized return.
NOSGX
2.38%
4.80%
-32.65%
-30.63%
-7.16%
-3.65%
VTWO
2.18%
4.09%
9.38%
12.73%
7.61%
7.94%
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NOSGX vs. VTWO - Expense Ratio Comparison
NOSGX has a 1.00% expense ratio, which is higher than VTWO's 0.10% expense ratio.
Risk-Adjusted Performance
NOSGX vs. VTWO — Risk-Adjusted Performance Rank
NOSGX
VTWO
NOSGX vs. VTWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Value Fund (NOSGX) and Vanguard Russell 2000 ETF (VTWO). 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. VTWO - Dividend Comparison
NOSGX's dividend yield for the trailing twelve months is around 1.34%, more than VTWO's 1.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOSGX Northern Small Cap Value Fund | 1.34% | 1.38% | 1.52% | 0.88% | 0.88% | 1.14% | 1.12% | 0.87% | 0.90% | 0.91% | 1.18% | 0.91% |
VTWO Vanguard Russell 2000 ETF | 1.18% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% | 1.12% |
Drawdowns
NOSGX vs. VTWO - Drawdown Comparison
The maximum NOSGX drawdown since its inception was -62.36%, which is greater than VTWO's maximum drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for NOSGX and VTWO. For additional features, visit the drawdowns tool.
Volatility
NOSGX vs. VTWO - Volatility Comparison
Northern Small Cap Value Fund (NOSGX) and Vanguard Russell 2000 ETF (VTWO) have volatilities of 4.31% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.