NSGRX vs. SCRYY
Compare and contrast key facts about Northern Small Cap Core Fund (NSGRX) and SCOR PK (SCRYY).
NSGRX is managed by Northern Funds. It was launched on Sep 30, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NSGRX or SCRYY.
Key characteristics
| NSGRX | SCRYY | |
|---|---|---|
| YTD Return | 19.41% | -19.13% |
| 1Y Return | 41.39% | -19.91% |
| 3Y Return (Ann) | 3.63% | -6.14% |
| 5Y Return (Ann) | 10.79% | -5.60% |
| 10Y Return (Ann) | 9.05% | 2.89% |
| Sharpe Ratio | 1.99 | -0.48 |
| Sortino Ratio | 2.79 | -0.39 |
| Omega Ratio | 1.36 | 0.95 |
| Calmar Ratio | 1.84 | -0.30 |
| Martin Ratio | 12.25 | -1.05 |
| Ulcer Index | 3.25% | 21.22% |
| Daily Std Dev | 20.07% | 46.69% |
| Max Drawdown | -70.35% | -94.61% |
| Current Drawdown | 0.00% | -70.83% |
Correlation
The correlation between NSGRX and SCRYY is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
NSGRX vs. SCRYY - Performance Comparison
In the year-to-date period, NSGRX achieves a 19.41% return, which is significantly higher than SCRYY's -19.13% return. Over the past 10 years, NSGRX has outperformed SCRYY with an annualized return of 9.05%, while SCRYY has yielded a comparatively lower 2.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NSGRX vs. SCRYY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Core Fund (NSGRX) and SCOR PK (SCRYY). 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
NSGRX vs. SCRYY - Dividend Comparison
NSGRX's dividend yield for the trailing twelve months is around 1.69%, less than SCRYY's 8.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSGRX Northern Small Cap Core Fund | 1.69% | 2.02% | 0.24% | 0.55% | 0.75% | 0.74% | 0.70% | 0.15% | 0.58% | 0.60% | 0.53% | 0.34% |
SCRYY SCOR PK | 8.81% | 5.36% | 8.53% | 7.14% | 6.06% | 4.63% | 4.60% | 4.29% | 4.71% | 3.93% | 6.07% | 4.34% |
Drawdowns
NSGRX vs. SCRYY - Drawdown Comparison
The maximum NSGRX drawdown since its inception was -70.35%, smaller than the maximum SCRYY drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for NSGRX and SCRYY. For additional features, visit the drawdowns tool.
Volatility
NSGRX vs. SCRYY - Volatility Comparison
The current volatility for Northern Small Cap Core Fund (NSGRX) is 7.06%, while SCOR PK (SCRYY) has a volatility of 9.66%. This indicates that NSGRX experiences smaller price fluctuations and is considered to be less risky than SCRYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.