NSGRX vs. AZBIX
Compare and contrast key facts about Northern Small Cap Core Fund (NSGRX) and Virtus Small-Cap Fund (AZBIX).
NSGRX is managed by Northern Funds. It was launched on Sep 30, 1999. AZBIX is managed by Allianz. It was launched on Jul 1, 2013.
Performance
NSGRX vs. AZBIX - Performance Comparison
Loading graphics...
NSGRX vs. AZBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSGRX Northern Small Cap Core Fund | 2.07% | 10.57% | 10.44% | 16.96% | -16.14% | 19.99% | 14.53% | 23.30% | -10.22% | 13.05% |
AZBIX Virtus Small-Cap Fund | 2.47% | 8.49% | 19.06% | 14.09% | -18.04% | 18.92% | 16.98% | 24.13% | -9.25% | 21.27% |
Returns By Period
In the year-to-date period, NSGRX achieves a 2.07% return, which is significantly lower than AZBIX's 2.47% return. Over the past 10 years, NSGRX has underperformed AZBIX with an annualized return of 9.80%, while AZBIX has yielded a comparatively higher 10.62% annualized return.
NSGRX
- 1D
- 3.05%
- 1M
- -5.22%
- YTD
- 2.07%
- 6M
- 4.37%
- 1Y
- 22.49%
- 3Y*
- 12.38%
- 5Y*
- 4.92%
- 10Y*
- 9.80%
AZBIX
- 1D
- 3.39%
- 1M
- -4.85%
- YTD
- 2.47%
- 6M
- 0.78%
- 1Y
- 21.35%
- 3Y*
- 12.90%
- 5Y*
- 5.52%
- 10Y*
- 10.62%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NSGRX vs. AZBIX - Expense Ratio Comparison
NSGRX has a 0.62% expense ratio, which is lower than AZBIX's 0.89% expense ratio.
Return for Risk
NSGRX vs. AZBIX — Risk / Return Rank
NSGRX
AZBIX
NSGRX vs. AZBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Core Fund (NSGRX) and Virtus Small-Cap Fund (AZBIX). 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.
| NSGRX | AZBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.11 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.66 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.85 | -0.53 |
Martin ratioReturn relative to average drawdown | 5.53 | 6.82 | -1.30 |
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
| NSGRX | AZBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.11 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.27 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.50 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.49 | -0.17 |
Correlation
The correlation between NSGRX and AZBIX is 0.95, 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
NSGRX vs. AZBIX - Dividend Comparison
NSGRX's dividend yield for the trailing twelve months is around 15.53%, more than AZBIX's 4.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSGRX Northern Small Cap Core Fund | 15.53% | 15.85% | 17.77% | 6.90% | 0.55% | 15.75% | 5.00% | 6.30% | 1.26% | 4.35% | 0.67% | 3.35% |
AZBIX Virtus Small-Cap Fund | 4.78% | 4.90% | 10.82% | 2.31% | 4.78% | 13.82% | 0.45% | 0.38% | 9.62% | 13.80% | 0.03% | 3.59% |
Drawdowns
NSGRX vs. AZBIX - Drawdown Comparison
The maximum NSGRX drawdown since its inception was -64.89%, which is greater than AZBIX's maximum drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for NSGRX and AZBIX.
Loading graphics...
Drawdown Indicators
| NSGRX | AZBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.89% | -40.80% | -24.09% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -11.76% | -2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -32.31% | -29.85% | -2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -40.37% | -40.80% | +0.43% |
Current DrawdownCurrent decline from peak | -5.88% | -5.35% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -7.80% | -14.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.19% | +0.25% |
Volatility
NSGRX vs. AZBIX - Volatility Comparison
The current volatility for Northern Small Cap Core Fund (NSGRX) is 6.80%, while Virtus Small-Cap Fund (AZBIX) has a volatility of 7.23%. This indicates that NSGRX experiences smaller price fluctuations and is considered to be less risky than AZBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NSGRX | AZBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 7.23% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.74% | 13.00% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.67% | 19.97% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.40% | 20.54% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.36% | 21.31% | +2.05% |