NSGRX vs. FNDX
Compare and contrast key facts about Northern Small Cap Core Fund (NSGRX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX).
NSGRX is managed by Northern Funds. It was launched on Sep 30, 1999. FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013.
Performance
NSGRX vs. FNDX - Performance Comparison
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NSGRX vs. FNDX - 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% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.98% | 16.94% | 16.77% | 18.23% | -6.92% | 31.73% | 9.12% | 28.65% | -7.30% | 17.12% |
Returns By Period
In the year-to-date period, NSGRX achieves a 2.07% return, which is significantly lower than FNDX's 2.98% return. Over the past 10 years, NSGRX has underperformed FNDX with an annualized return of 9.80%, while FNDX has yielded a comparatively higher 13.29% 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%
FNDX
- 1D
- 0.22%
- 1M
- -3.37%
- YTD
- 2.98%
- 6M
- 6.54%
- 1Y
- 20.25%
- 3Y*
- 17.20%
- 5Y*
- 12.04%
- 10Y*
- 13.29%
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NSGRX vs. FNDX - Expense Ratio Comparison
NSGRX has a 0.62% expense ratio, which is higher than FNDX's 0.25% expense ratio.
Return for Risk
NSGRX vs. FNDX — Risk / Return Rank
NSGRX
FNDX
NSGRX vs. FNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Core Fund (NSGRX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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 | FNDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.26 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.82 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.65 | -0.33 |
Martin ratioReturn relative to average drawdown | 5.53 | 7.91 | -2.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NSGRX | FNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.26 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.79 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.76 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.74 | -0.42 |
Correlation
The correlation between NSGRX and FNDX is 0.86, 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. FNDX - Dividend Comparison
NSGRX's dividend yield for the trailing twelve months is around 15.53%, more than FNDX's 1.61% 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% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.61% | 1.63% | 1.76% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% |
Drawdowns
NSGRX vs. FNDX - Drawdown Comparison
The maximum NSGRX drawdown since its inception was -64.89%, which is greater than FNDX's maximum drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for NSGRX and FNDX.
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Drawdown Indicators
| NSGRX | FNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.89% | -37.72% | -27.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -12.25% | -1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -32.31% | -19.06% | -13.25% |
Max Drawdown (10Y)Largest decline over 10 years | -40.37% | -37.72% | -2.65% |
Current DrawdownCurrent decline from peak | -5.88% | -4.00% | -1.88% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -3.59% | -18.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.56% | +0.88% |
Volatility
NSGRX vs. FNDX - Volatility Comparison
Northern Small Cap Core Fund (NSGRX) has a higher volatility of 6.80% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 3.84%. This indicates that NSGRX's price experiences larger fluctuations and is considered to be riskier than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSGRX | FNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 3.84% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 13.74% | 8.06% | +5.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.67% | 16.18% | +7.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.40% | 15.26% | +8.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.36% | 17.51% | +5.85% |