PortfoliosLab logoPortfoliosLab logo
NSIDX vs. IWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSIDX vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Small Cap Index Fund (NSIDX) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NSIDX vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSIDX
Northern Small Cap Index Fund
-2.46%12.88%11.45%16.87%-20.63%14.38%19.59%25.22%-11.33%14.62%
IWM
iShares Russell 2000 ETF
0.93%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Returns By Period

In the year-to-date period, NSIDX achieves a -2.46% return, which is significantly lower than IWM's 0.93% return. Over the past 10 years, NSIDX has underperformed IWM with an annualized return of 9.29%, while IWM has yielded a comparatively higher 9.76% annualized return.


NSIDX

1D
-1.44%
1M
-8.16%
YTD
-2.46%
6M
-0.28%
1Y
21.64%
3Y*
11.75%
5Y*
2.93%
10Y*
9.29%

IWM

1D
3.50%
1M
-4.96%
YTD
0.93%
6M
3.02%
1Y
25.66%
3Y*
12.94%
5Y*
3.34%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NSIDX vs. IWM - Expense Ratio Comparison

NSIDX has a 0.10% expense ratio, which is lower than IWM's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

NSIDX vs. IWM — Risk / Return Rank

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

NSIDX
NSIDX Risk / Return Rank: 4343
Overall Rank
NSIDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NSIDX Sortino Ratio Rank: 4949
Sortino Ratio Rank
NSIDX Omega Ratio Rank: 3939
Omega Ratio Rank
NSIDX Calmar Ratio Rank: 4444
Calmar Ratio Rank
NSIDX Martin Ratio Rank: 4141
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6969
Overall Rank
IWM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6969
Sortino Ratio Rank
IWM Omega Ratio Rank: 6161
Omega Ratio Rank
IWM Calmar Ratio Rank: 7575
Calmar Ratio Rank
IWM Martin Ratio Rank: 7171
Martin Ratio Rank
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.

NSIDX vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Index Fund (NSIDX) and iShares Russell 2000 ETF (IWM). 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.


NSIDXIWMDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.11

-0.26

Sortino ratio

Return per unit of downside risk

1.38

1.66

-0.28

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.10

1.82

-0.72

Martin ratio

Return relative to average drawdown

4.24

6.76

-2.53

NSIDX vs. IWM - Sharpe Ratio Comparison

The current NSIDX Sharpe Ratio is 0.85, which is comparable to the IWM Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of NSIDX and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NSIDXIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.11

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.15

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.43

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.34

-0.03

Correlation

The correlation between NSIDX and IWM is 0.98, 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

NSIDX vs. IWM - Dividend Comparison

NSIDX's dividend yield for the trailing twelve months is around 1.61%, more than IWM's 1.02% yield.


TTM20252024202320222021202020192018201720162015
NSIDX
Northern Small Cap Index Fund
1.61%1.57%6.72%2.01%6.38%12.15%3.52%1.78%12.16%6.55%4.06%6.68%
IWM
iShares Russell 2000 ETF
1.02%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Drawdowns

NSIDX vs. IWM - Drawdown Comparison

The maximum NSIDX drawdown since its inception was -59.02%, roughly equal to the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for NSIDX and IWM.


Loading graphics...

Drawdown Indicators


NSIDXIWMDifference

Max Drawdown

Largest peak-to-trough decline

-59.02%

-59.05%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-14.13%

-13.74%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-32.89%

-31.91%

-0.98%

Max Drawdown (10Y)

Largest decline over 10 years

-42.09%

-41.13%

-0.96%

Current Drawdown

Current decline from peak

-10.97%

-7.91%

-3.06%

Average Drawdown

Average peak-to-trough decline

-12.13%

-10.83%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

3.70%

+0.27%

Volatility

NSIDX vs. IWM - Volatility Comparison

The current volatility for Northern Small Cap Index Fund (NSIDX) is 6.56%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.47%. This indicates that NSIDX experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NSIDXIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

7.47%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

14.92%

14.47%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

25.02%

23.18%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.20%

22.55%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

22.99%

+1.20%