PortfoliosLab logoPortfoliosLab logo
NSMVX vs. SWSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSMVX vs. SWSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in North Star Micro Cap Fund (NSMVX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NSMVX vs. SWSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSMVX
North Star Micro Cap Fund
1.40%-0.97%15.30%22.31%-24.84%14.12%37.19%19.52%-13.50%4.84%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
0.90%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, NSMVX achieves a 1.40% return, which is significantly higher than SWSSX's 0.90% return. Over the past 10 years, NSMVX has underperformed SWSSX with an annualized return of 8.79%, while SWSSX has yielded a comparatively higher 9.87% annualized return.


NSMVX

1D
1.45%
1M
-6.23%
YTD
1.40%
6M
-2.07%
1Y
10.84%
3Y*
9.72%
5Y*
0.32%
10Y*
8.79%

SWSSX

1D
3.48%
1M
-5.84%
YTD
0.90%
6M
2.87%
1Y
25.74%
3Y*
13.11%
5Y*
3.50%
10Y*
9.87%
*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.


NSMVX vs. SWSSX - Expense Ratio Comparison

NSMVX has a 1.30% expense ratio, which is higher than SWSSX's 0.04% expense ratio.


Return for Risk

NSMVX vs. SWSSX — Risk / Return Rank

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

NSMVX
NSMVX Risk / Return Rank: 1818
Overall Rank
NSMVX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
NSMVX Sortino Ratio Rank: 1919
Sortino Ratio Rank
NSMVX Omega Ratio Rank: 1414
Omega Ratio Rank
NSMVX Calmar Ratio Rank: 2323
Calmar Ratio Rank
NSMVX Martin Ratio Rank: 1616
Martin Ratio Rank

SWSSX
SWSSX Risk / Return Rank: 6464
Overall Rank
SWSSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SWSSX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SWSSX Omega Ratio Rank: 5050
Omega Ratio Rank
SWSSX Calmar Ratio Rank: 7575
Calmar Ratio Rank
SWSSX Martin Ratio Rank: 7070
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.

NSMVX vs. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for North Star Micro Cap Fund (NSMVX) 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.


NSMVXSWSSXDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.11

-0.54

Sortino ratio

Return per unit of downside risk

0.97

1.66

-0.69

Omega ratio

Gain probability vs. loss probability

1.12

1.21

-0.09

Calmar ratio

Return relative to maximum drawdown

0.90

1.81

-0.91

Martin ratio

Return relative to average drawdown

2.31

6.78

-4.47

NSMVX vs. SWSSX - Sharpe Ratio Comparison

The current NSMVX Sharpe Ratio is 0.57, which is lower than the SWSSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of NSMVX and SWSSX, 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


NSMVXSWSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.11

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.16

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.41

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.34

+0.08

Correlation

The correlation between NSMVX and SWSSX is 0.85, 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

NSMVX vs. SWSSX - Dividend Comparison

NSMVX's dividend yield for the trailing twelve months is around 3.67%, more than SWSSX's 1.28% yield.


TTM20252024202320222021202020192018201720162015
NSMVX
North Star Micro Cap Fund
3.67%3.72%2.98%0.72%0.26%3.30%0.01%0.94%7.51%3.22%3.34%5.11%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
1.28%1.29%1.66%1.49%1.32%8.88%2.55%6.12%10.45%5.22%4.10%6.92%

Drawdowns

NSMVX vs. SWSSX - Drawdown Comparison

The maximum NSMVX drawdown since its inception was -41.32%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for NSMVX and SWSSX.


Loading graphics...

Drawdown Indicators


NSMVXSWSSXDifference

Max Drawdown

Largest peak-to-trough decline

-41.32%

-60.34%

+19.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-13.90%

+0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-40.82%

-31.93%

-8.89%

Max Drawdown (10Y)

Largest decline over 10 years

-41.32%

-41.81%

+0.49%

Current Drawdown

Current decline from peak

-7.07%

-7.91%

+0.84%

Average Drawdown

Average peak-to-trough decline

-10.56%

-10.78%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

3.71%

+1.32%

Volatility

NSMVX vs. SWSSX - Volatility Comparison

The current volatility for North Star Micro Cap Fund (NSMVX) is 5.64%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 7.53%. This indicates that NSMVX 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.


Loading graphics...

Volatility by Period


NSMVXSWSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

7.53%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

14.53%

-2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

21.00%

23.31%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.86%

22.62%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.03%

24.05%

-4.02%