NSGRX vs. SCRZX
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.
Key characteristics
| NSGRX | SCRZX | |
|---|---|---|
| YTD Return | 19.41% | 18.07% |
| 1Y Return | 41.39% | 41.53% |
| 3Y Return (Ann) | 3.63% | 3.63% |
| 5Y Return (Ann) | 10.79% | 10.77% |
| Sharpe Ratio | 1.99 | 1.90 |
| Sortino Ratio | 2.79 | 2.73 |
| Omega Ratio | 1.36 | 1.33 |
| Calmar Ratio | 1.84 | 1.83 |
| Martin Ratio | 12.25 | 10.54 |
| Ulcer Index | 3.25% | 3.77% |
| Daily Std Dev | 20.07% | 20.95% |
| Max Drawdown | -70.35% | -44.82% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between NSGRX and SCRZX is 0.99, 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
In the year-to-date period, NSGRX achieves a 19.41% return, which is significantly higher than SCRZX's 18.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. SCRZX - Expense Ratio Comparison
NSGRX has a 0.62% expense ratio, which is lower than SCRZX's 0.87% expense ratio.
Risk-Adjusted Performance
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.
Dividends
NSGRX vs. SCRZX - Dividend Comparison
NSGRX's dividend yield for the trailing twelve months is around 1.69%, more than SCRZX's 0.62% 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% |
SCRZX AB Small Cap Core Portfolio | 0.62% | 0.73% | 0.55% | 0.11% | 0.51% | 0.47% | 0.31% | 0.32% | 0.27% | 0.05% | 0.00% | 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 -44.82%. Use the drawdown chart below to compare losses from any high point for NSGRX and SCRZX. For additional features, visit the drawdowns tool.
Volatility
NSGRX vs. SCRZX - Volatility Comparison
The current volatility for Northern Small Cap Core Fund (NSGRX) is 7.06%, while AB Small Cap Core Portfolio (SCRZX) has a volatility of 7.47%. 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.