NSRIX vs. SWMIX
NSRIX (Northern Global Sustainability Index Fund) and SWMIX (Schwab International Opportunities Fund) are both mutual funds - NSRIX is a Global Equities fund managed by Northern Trust, while SWMIX is a Foreign Large Cap Equities fund managed by Charles Schwab. Over the past 10 years, NSRIX returned 12.68%/yr vs 7.31%/yr for SWMIX. Their correlation of 0.90 means they have usually moved in the same direction. NSRIX charges 0.29%/yr vs 0.99%/yr for SWMIX.
Performance
NSRIX vs. SWMIX - Performance Comparison
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Returns By Period
In the year-to-date period, NSRIX achieves a 9.33% return, which is significantly lower than SWMIX's 10.35% return. Over the past 10 years, NSRIX has outperformed SWMIX with an annualized return of 12.68%, while SWMIX has yielded a comparatively lower 7.31% annualized return.
NSRIX
- 1D
- 2.31%
- 1M
- -0.28%
- 6M
- 6.94%
- YTD
- 9.33%
- 1Y
- 20.38%
- 3Y*
- 17.59%
- 5Y*
- 10.90%
- 10Y*
- 12.68%
- ALL TIME*
- 8.82%
SWMIX
- 1D
- 3.07%
- 1M
- -0.60%
- 6M
- 4.00%
- YTD
- 10.35%
- 1Y
- 14.59%
- 3Y*
- 10.07%
- 5Y*
- 2.04%
- 10Y*
- 7.31%
- ALL TIME*
- 7.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NSRIX vs. SWMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSRIX Northern Global Sustainability Index Fund | 9.33% | 21.03% | 17.02% | 25.44% | -19.45% | 24.60% | 15.49% | 28.29% | -7.65% | 21.21% |
SWMIX Schwab International Opportunities Fund | 10.35% | 21.83% | 0.91% | 12.52% | -25.35% | 5.78% | 23.94% | 26.07% | -19.12% | 33.64% |
Correlation
The correlation between NSRIX and SWMIX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2008 | 0.90 |
The correlation between NSRIX and SWMIX shifts across timeframes, from 0.79 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NSRIX vs. SWMIX — Risk / Return Rank
NSRIX
SWMIX
NSRIX vs. SWMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Global Sustainability Index Fund (NSRIX) and Schwab International Opportunities Fund (SWMIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NSRIX | SWMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.14 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.03 | +0.85 |
| Martin ratioReturn relative to average drawdown | 8.07 | 3.53 | +4.54 |
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Drawdowns
NSRIX vs. SWMIX - Drawdown Comparison
The maximum NSRIX drawdown since its inception was -55.30%, smaller than the maximum SWMIX drawdown of -61.81%. Use the drawdown chart below to compare losses from any high point for NSRIX and SWMIX.
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Drawdown Indicators
| NSRIX | SWMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.30% | -61.81% | +6.51% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -12.90% | +2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | -14.29% | -3.29% |
Max Drawdown (5Y)Largest decline over 5 years | -27.86% | -40.51% | +12.65% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | -40.51% | +6.85% |
Current DrawdownCurrent decline from peak | -1.01% | -3.17% | +2.16% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -12.59% | +4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 3.74% | -1.34% |
Volatility
NSRIX vs. SWMIX - Volatility Comparison
The current volatility for Northern Global Sustainability Index Fund (NSRIX) is 3.83%, while Schwab International Opportunities Fund (SWMIX) has a volatility of 6.06%. This indicates that NSRIX experiences smaller price fluctuations and is considered to be less risky than SWMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSRIX | SWMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 6.06% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.12% | 15.97% | -4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 19.75% | -5.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 18.50% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 18.21% | -1.15% |
NSRIX vs. SWMIX - Expense Ratio Comparison
NSRIX has a 0.29% expense ratio, which is lower than SWMIX's 0.99% expense ratio.
Dividends
NSRIX vs. SWMIX - Dividend Comparison
NSRIX's dividend yield for the trailing twelve months is around 5.18%, while SWMIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRIX Northern Global Sustainability Index Fund | 5.18% | 5.66% | 5.55% | 1.57% | 1.90% | 5.26% | 1.62% | 2.70% | 3.46% | 3.14% | 3.46% | 3.79% |
SWMIX Schwab International Opportunities Fund | 0.00% | 0.00% | 2.04% | 1.73% | 3.59% | 17.50% | 6.16% | 1.94% | 10.57% | 4.60% | 0.87% | 7.20% |
Frequently Asked Questions
NSRIX and SWMIX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWMIX has higher volatility (6.06%) compared to NSRIX (3.83%). In terms of maximum drawdown, NSRIX dropped -55.30% vs SWMIX's -61.81%.
NSRIX currently has the higher Sharpe Ratio (1.41 vs 0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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