NSGRX vs. SWSSX
Compare and contrast key facts about Northern Small Cap Core Fund (NSGRX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
NSGRX is managed by Northern Funds. It was launched on Sep 30, 1999. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
NSGRX vs. SWSSX - Performance Comparison
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NSGRX vs. SWSSX - 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, NSGRX achieves a -0.95% return, which is significantly higher than SWSSX's -2.49% return. Both investments have delivered pretty close results over the past 10 years, with NSGRX having a 9.47% annualized return and SWSSX not far ahead at 9.50%.
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%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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NSGRX vs. SWSSX - Expense Ratio Comparison
NSGRX has a 0.62% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
NSGRX vs. SWSSX — Risk / Return Rank
NSGRX
SWSSX
NSGRX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Core Fund (NSGRX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.91 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.40 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.33 | -0.35 |
Martin ratioReturn relative to average drawdown | 4.13 | 5.02 | -0.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NSGRX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.91 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.14 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.40 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.33 | -0.02 |
Correlation
The correlation between NSGRX and SWSSX is 0.96, 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. SWSSX - Dividend Comparison
NSGRX's dividend yield for the trailing twelve months is around 16.00%, more than SWSSX's 1.32% 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
NSGRX vs. SWSSX - Drawdown Comparison
The maximum NSGRX drawdown since its inception was -64.89%, which is greater than SWSSX's maximum drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for NSGRX and SWSSX.
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Drawdown Indicators
| NSGRX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.89% | -60.34% | -4.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -13.90% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -32.31% | -31.93% | -0.38% |
Max Drawdown (10Y)Largest decline over 10 years | -40.37% | -41.81% | +1.44% |
Current DrawdownCurrent decline from peak | -8.66% | -11.00% | +2.34% |
Average DrawdownAverage peak-to-trough decline | -22.31% | -10.78% | -11.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 3.68% | -0.10% |
Volatility
NSGRX vs. SWSSX - Volatility Comparison
The current volatility for Northern Small Cap Core Fund (NSGRX) is 6.00%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that NSGRX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSGRX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 6.59% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 14.12% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.53% | 23.11% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.36% | 22.57% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.34% | 24.03% | -0.69% |