NSGRX vs. SCRYY

Last updated Apr 2, 2026

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.

Performance

NSGRX vs. SCRYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Small Cap Core Fund (NSGRX) and SCOR PK (SCRYY). The values are adjusted to include any dividend payments, if applicable.

NSGRX vs. SCRYY - 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%
SCRYY SCOR PK	3.30%	45.76%	-8.79%	33.42%	-20.01%	2.73%	-25.23%	1.58%	13.95%	27.76%

Returns By Period

In the year-to-date period, NSGRX achieves a 2.07% return, which is significantly lower than SCRYY's 3.30% return. Over the past 10 years, NSGRX has outperformed SCRYY with an annualized return of 9.80%, while SCRYY has yielded a comparatively lower 5.92% 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%

SCRYY

• 1D: 0.76%
• 1M: -1.09%
• YTD: 3.30%
• 6M: 0.62%
• 1Y: 29.58%
• 3Y*: 22.16%
• 5Y*: 7.10%
• 10Y*: 5.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

NSGRX vs. SCRYY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NSGRX

NSGRX Risk / Return Rank: 49
NSGRX Sharpe Ratio Rank: 45
NSGRX Sortino Ratio Rank: 53
NSGRX Omega Ratio Rank: 43
NSGRX Calmar Ratio Rank: 49
NSGRX Martin Ratio Rank: 53

SCRYY

SCRYY Risk / Return Rank: 62
SCRYY Sharpe Ratio Rank: 60
SCRYY Sortino Ratio Rank: 57
SCRYY Omega Ratio Rank: 54
SCRYY Calmar Ratio Rank: 71
SCRYY Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NSGRX vs. SCRYY - Risk-Adjusted Trends 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.

	NSGRX	SCRYY	Difference
Sharpe ratio Return per unit of total volatility	0.97	0.57	+0.40
Sortino ratio Return per unit of downside risk	1.54	1.13	+0.41
Omega ratio Gain probability vs. loss probability	1.20	1.14	+0.07
Calmar ratio Return relative to maximum drawdown	1.32	1.61	-0.29
Martin ratio Return relative to average drawdown	5.53	3.55	+1.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NSGRX vs. SCRYY - Sharpe Ratio Comparison

The current NSGRX Sharpe Ratio is 0.97, which is higher than the SCRYY Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of NSGRX and SCRYY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NSGRX	SCRYY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	0.57	+0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.15	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.14	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.14	+0.18

Correlation

The correlation between NSGRX and SCRYY is 0.29, 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.

Dividends

NSGRX vs. SCRYY - Dividend Comparison

NSGRX's dividend yield for the trailing twelve months is around 15.53%, more than SCRYY's 5.57% 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%
SCRYY SCOR PK	5.57%	5.75%	7.81%	5.35%	8.55%	7.12%	0.00%	4.62%	4.61%	9.12%	4.86%	3.95%

Drawdowns

NSGRX vs. SCRYY - Drawdown Comparison

The maximum NSGRX drawdown since its inception was -64.89%, roughly equal to the maximum SCRYY drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for NSGRX and SCRYY.

Drawdown Indicators

	NSGRX	SCRYY	Difference
Max Drawdown Largest peak-to-trough decline	-64.89%	-67.49%	+2.60%
Max Drawdown (1Y) Largest decline over 1 year	-13.78%	-18.83%	+5.05%
Max Drawdown (5Y) Largest decline over 5 years	-32.31%	-59.89%	+27.58%
Max Drawdown (10Y) Largest decline over 10 years	-40.37%	-67.49%	+27.12%
Current Drawdown Current decline from peak	-5.88%	-5.38%	-0.50%
Average Drawdown Average peak-to-trough decline	-22.30%	-17.77%	-4.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.44%	8.52%	-5.08%

Volatility

NSGRX vs. SCRYY - Volatility Comparison

The current volatility for Northern Small Cap Core Fund (NSGRX) is 6.80%, while SCOR PK (SCRYY) has a volatility of 12.82%. 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.

Volatility by Period

	NSGRX	SCRYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.80%	12.82%	-6.02%
Volatility (6M) Calculated over the trailing 6-month period	13.74%	29.68%	-15.94%
Volatility (1Y) Calculated over the trailing 1-year period	23.67%	52.22%	-28.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.40%	47.98%	-24.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.36%	42.76%	-19.40%