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.
Performance
NSGRX vs. SCRZX - Performance Comparison
Loading graphics...
NSGRX vs. SCRZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSGRX Northern Small Cap Core Fund | -0.95% | 10.57% | 10.44% | 16.96% | -16.14% | 19.99% | 14.53% | 23.30% | -10.22% | 13.05% |
SCRZX AB Small Cap Core Portfolio | -2.23% | 7.75% | 7.72% | 20.91% | -18.89% | 23.27% | 12.41% | 24.28% | -13.25% | 7.40% |
Returns By Period
In the year-to-date period, NSGRX achieves a -0.95% return, which is significantly higher than SCRZX's -2.23% return. Over the past 10 years, NSGRX has outperformed SCRZX with an annualized return of 9.47%, while SCRZX has yielded a comparatively lower 8.10% annualized return.
NSGRX
- 1D
- -1.24%
- 1M
- -7.28%
- YTD
- -0.95%
- 6M
- 1.31%
- 1Y
- 19.02%
- 3Y*
- 11.26%
- 5Y*
- 4.61%
- 10Y*
- 9.47%
SCRZX
- 1D
- -1.30%
- 1M
- -7.69%
- YTD
- -2.23%
- 6M
- -1.32%
- 1Y
- 16.11%
- 3Y*
- 9.89%
- 5Y*
- 3.88%
- 10Y*
- 8.10%
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.
Return for Risk
NSGRX vs. SCRZX — Risk / Return Rank
NSGRX
SCRZX
NSGRX vs. SCRZX - Risk-Adjusted Trends 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.
| NSGRX | SCRZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.72 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.15 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.15 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 0.99 | -0.01 |
Martin ratioReturn relative to average drawdown | 4.13 | 4.00 | +0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NSGRX | SCRZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.72 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.18 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.35 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.35 | -0.03 |
Correlation
The correlation between NSGRX and SCRZX is 0.97, 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. SCRZX - Dividend Comparison
NSGRX's dividend yield for the trailing twelve months is around 16.00%, more than SCRZX's 10.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSGRX Northern Small Cap Core Fund | 16.00% | 15.85% | 17.77% | 6.90% | 0.55% | 15.75% | 5.00% | 6.30% | 1.26% | 4.35% | 0.67% | 3.35% |
SCRZX AB Small Cap Core Portfolio | 10.98% | 10.74% | 15.00% | 8.51% | 8.47% | 5.95% | 0.51% | 0.47% | 8.63% | 6.37% | 0.28% | 0.00% |
Drawdowns
NSGRX vs. SCRZX - Drawdown Comparison
The maximum NSGRX drawdown since its inception was -64.89%, 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.
Loading graphics...
Drawdown Indicators
| NSGRX | SCRZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.89% | -44.82% | -20.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -13.92% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -32.31% | -29.24% | -3.07% |
Max Drawdown (10Y)Largest decline over 10 years | -40.37% | -44.82% | +4.45% |
Current DrawdownCurrent decline from peak | -8.66% | -9.37% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -22.31% | -8.78% | -13.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 3.45% | +0.13% |
Volatility
NSGRX vs. SCRZX - Volatility Comparison
Northern Small Cap Core Fund (NSGRX) and AB Small Cap Core Portfolio (SCRZX) have volatilities of 6.00% and 6.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NSGRX | SCRZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 6.23% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 13.19% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.53% | 22.74% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.36% | 22.04% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.34% | 23.17% | +0.17% |