NSRIX vs. VEU
Compare and contrast key facts about Northern Global Sustainability Index Fund (NSRIX) and Vanguard FTSE All-World ex-US ETF (VEU).
NSRIX is managed by Northern Funds. It was launched on Mar 4, 2008. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NSRIX or VEU.
Correlation
The correlation between NSRIX and VEU is 0.91, 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.
Performance
NSRIX vs. VEU - Performance Comparison
Key characteristics
NSRIX:
-0.17
VEU:
0.43
NSRIX:
-0.13
VEU:
0.68
NSRIX:
0.98
VEU:
1.08
NSRIX:
-0.19
VEU:
0.59
NSRIX:
-0.56
VEU:
1.43
NSRIX:
4.63%
VEU:
4.05%
NSRIX:
15.06%
VEU:
13.43%
NSRIX:
-55.34%
VEU:
-61.52%
NSRIX:
-13.74%
VEU:
-4.82%
Returns By Period
In the year-to-date period, NSRIX achieves a -6.17% return, which is significantly lower than VEU's 4.41% return. Over the past 10 years, NSRIX has outperformed VEU with an annualized return of 7.39%, while VEU has yielded a comparatively lower 4.88% annualized return.
NSRIX
-6.17%
-5.21%
-9.78%
-2.67%
13.89%
7.39%
VEU
4.41%
-1.51%
-2.41%
5.33%
12.07%
4.88%
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NSRIX vs. VEU - Expense Ratio Comparison
NSRIX has a 0.29% expense ratio, which is higher than VEU's 0.07% expense ratio.
Risk-Adjusted Performance
NSRIX vs. VEU — Risk-Adjusted Performance Rank
NSRIX
VEU
NSRIX vs. VEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Global Sustainability Index Fund (NSRIX) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
Dividends
NSRIX vs. VEU - Dividend Comparison
NSRIX's dividend yield for the trailing twelve months is around 1.75%, less than VEU's 3.07% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRIX Northern Global Sustainability Index Fund | 1.75% | 1.64% | 1.57% | 1.55% | 1.32% | 1.62% | 1.90% | 2.10% | 1.88% | 2.27% | 1.95% | 2.22% |
VEU Vanguard FTSE All-World ex-US ETF | 3.07% | 3.24% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% |
Drawdowns
NSRIX vs. VEU - Drawdown Comparison
The maximum NSRIX drawdown since its inception was -55.34%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for NSRIX and VEU. For additional features, visit the drawdowns tool.
Volatility
NSRIX vs. VEU - Volatility Comparison
Northern Global Sustainability Index Fund (NSRIX) has a higher volatility of 6.20% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 4.60%. This indicates that NSRIX's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.