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NSGRX vs. SCRZX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

NSGRX vs. SCRZX

Last updated May 22, 2025

Compare and contrast key facts about Northern Small Cap Core Fund (NSGRX) and AB Small Cap Core Portfolio (SCRZX).

NSGRX is managed by Northern Funds. It was launched on Sep 30, 1999. SCRZX is managed by AllianceBernstein. It was launched on Dec 29, 2015.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NSGRX or SCRZX.

Correlation

The correlation between NSGRX and SCRZX is 0.82, 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

NSGRX vs. SCRZX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NSGRX:

-0.59

SCRZX:

-0.54

Sortino Ratio

NSGRX:

-0.63

SCRZX:

-0.59

Omega Ratio

NSGRX:

0.90

SCRZX:

0.92

Calmar Ratio

NSGRX:

-0.38

SCRZX:

-0.35

Martin Ratio

NSGRX:

-0.96

SCRZX:

-0.90

Ulcer Index

NSGRX:

16.61%

SCRZX:

16.46%

Daily Std Dev

NSGRX:

27.37%

SCRZX:

27.47%

Max Drawdown

NSGRX:

-70.35%

SCRZX:

-48.83%

Current Drawdown

NSGRX:

-32.64%

SCRZX:

-33.21%

Returns By Period

In the year-to-date period, NSGRX achieves a -6.80% return, which is significantly higher than SCRZX's -7.26% return.

NSGRX

YTD

-6.80%

1M

10.39%

6M

-23.63%

1Y

-16.11%

3Y*

-0.12%

5Y*

2.80%

10Y*

1.33%

SCRZX

YTD

-7.26%

1M

11.88%

6M

-22.25%

1Y

-14.70%

3Y*

-2.77%

5Y*

3.94%

10Y*

N/A

*Annualized

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Northern Small Cap Core Fund

AB Small Cap Core Portfolio

NSGRX vs. SCRZX - Expense Ratio Comparison

NSGRX has a 0.62% expense ratio, which is lower than SCRZX's 0.87% expense ratio.

SCRZX
AB Small Cap Core Portfolio
NSGRX
Northern Small Cap Core Fund

Risk-Adjusted Performance

NSGRX vs. SCRZX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NSGRX
The Risk-Adjusted Performance Rank of NSGRX is 33
Overall Rank
The Sharpe Ratio Rank of NSGRX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of NSGRX is 22
Sortino Ratio Rank
The Omega Ratio Rank of NSGRX is 33
Omega Ratio Rank
The Calmar Ratio Rank of NSGRX is 22
Calmar Ratio Rank
The Martin Ratio Rank of NSGRX is 33
Martin Ratio Rank
SCRZX
The Risk-Adjusted Performance Rank of SCRZX is 33
Overall Rank
The Sharpe Ratio Rank of SCRZX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SCRZX is 33
Sortino Ratio Rank
The Omega Ratio Rank of SCRZX is 44
Omega Ratio Rank
The Calmar Ratio Rank of SCRZX is 33
Calmar Ratio Rank
The Martin Ratio Rank of SCRZX is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NSGRX vs. SCRZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Core Fund (NSGRX) and AB Small Cap Core Portfolio (SCRZX). 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.

The current NSGRX Sharpe Ratio is -0.59, which is comparable to the SCRZX Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of NSGRX and SCRZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

NSGRX vs. SCRZX - Dividend Comparison

NSGRX's dividend yield for the trailing twelve months is around 1.29%, more than SCRZX's 0.56% yield.

TTM20242023202220212020201920182017201620152014
NSGRX
Northern Small Cap Core Fund		1.29%1.21%2.02%0.24%0.55%0.75%0.74%0.70%0.15%0.58%0.60%0.53%
SCRZX
AB Small Cap Core Portfolio		0.56%0.52%0.73%0.55%0.11%0.51%0.47%0.31%0.32%0.27%0.05%0.00%

Drawdowns

NSGRX vs. SCRZX - Drawdown Comparison

The maximum NSGRX drawdown since its inception was -70.35%, which is greater than SCRZX's maximum drawdown of -48.83%. Use the drawdown chart below to compare losses from any high point for NSGRX and SCRZX. For additional features, visit the drawdowns tool.

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Volatility

NSGRX vs. SCRZX - Volatility Comparison

The current volatility for Northern Small Cap Core Fund (NSGRX) is 5.80%, while AB Small Cap Core Portfolio (SCRZX) has a volatility of 6.37%. This indicates that NSGRX experiences smaller price fluctuations and is considered to be less risky than SCRZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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