NSRIX vs. SSGLX
Compare and contrast key facts about Northern Global Sustainability Index Fund (NSRIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
NSRIX is managed by Northern Funds. It was launched on Mar 4, 2008. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
NSRIX vs. SSGLX - Performance Comparison
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NSRIX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSRIX Northern Global Sustainability Index Fund | -7.28% | 21.03% | 17.02% | 25.44% | -19.45% | 24.60% | 15.49% | 28.29% | -7.65% | 21.21% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, NSRIX achieves a -7.28% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, NSRIX has outperformed SSGLX with an annualized return of 11.40%, while SSGLX has yielded a comparatively lower 8.58% annualized return.
NSRIX
- 1D
- -0.12%
- 1M
- -9.21%
- YTD
- -7.28%
- 6M
- -3.67%
- 1Y
- 16.53%
- 3Y*
- 15.01%
- 5Y*
- 9.39%
- 10Y*
- 11.40%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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NSRIX vs. SSGLX - Expense Ratio Comparison
NSRIX has a 0.29% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
NSRIX vs. SSGLX — Risk / Return Rank
NSRIX
SSGLX
NSRIX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Global Sustainability Index Fund (NSRIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.
| NSRIX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.56 | -0.57 |
Sortino ratioReturn per unit of downside risk | 1.51 | 2.12 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.32 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.00 | -0.88 |
Martin ratioReturn relative to average drawdown | 4.97 | 7.90 | -2.93 |
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
| NSRIX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.56 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.48 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.53 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.37 | +0.04 |
Correlation
The correlation between NSRIX and SSGLX is 0.79, 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
NSRIX vs. SSGLX - Dividend Comparison
NSRIX's dividend yield for the trailing twelve months is around 6.10%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRIX Northern Global Sustainability Index Fund | 6.10% | 5.66% | 5.55% | 1.57% | 1.90% | 5.26% | 1.62% | 2.70% | 3.46% | 3.14% | 3.46% | 3.79% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
NSRIX vs. SSGLX - Drawdown Comparison
The maximum NSRIX drawdown since its inception was -55.30%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for NSRIX and SSGLX.
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Drawdown Indicators
| NSRIX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.30% | -35.88% | -19.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -11.22% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -27.86% | -30.08% | +2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | -35.88% | +2.22% |
Current DrawdownCurrent decline from peak | -10.36% | -10.87% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -8.32% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.84% | +0.07% |
Volatility
NSRIX vs. SSGLX - Volatility Comparison
The current volatility for Northern Global Sustainability Index Fund (NSRIX) is 4.86%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that NSRIX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSRIX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 6.44% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 10.02% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 15.49% | +1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 14.49% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 16.15% | +0.92% |