Correlation
The correlation between NUESX and SWPPX is 0.99, 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.
NUESX vs. SWPPX
Compare and contrast key facts about Northern U.S. Quality ESG Fund (NUESX) and Schwab S&P 500 Index Fund (SWPPX).
NUESX is managed by Northern Funds. It was launched on Oct 2, 2017. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NUESX or SWPPX.
Performance
NUESX vs. SWPPX - Performance Comparison
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Key characteristics
NUESX:
0.61
SWPPX:
0.70
NUESX:
0.92
SWPPX:
1.04
NUESX:
1.13
SWPPX:
1.15
NUESX:
0.56
SWPPX:
0.69
NUESX:
2.09
SWPPX:
2.63
NUESX:
5.22%
SWPPX:
4.92%
NUESX:
19.53%
SWPPX:
19.78%
NUESX:
-33.33%
SWPPX:
-55.06%
NUESX:
-4.25%
SWPPX:
-3.42%
Returns By Period
In the year-to-date period, NUESX achieves a -0.19% return, which is significantly lower than SWPPX's 1.05% return.
NUESX
-0.19%
6.73%
-2.68%
11.79%
11.94%
14.90%
N/A
SWPPX
1.05%
6.45%
-0.81%
13.73%
14.14%
15.91%
12.79%
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NUESX vs. SWPPX - Expense Ratio Comparison
NUESX has a 0.39% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
NUESX vs. SWPPX — Risk-Adjusted Performance Rank
NUESX
SWPPX
NUESX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern U.S. Quality ESG Fund (NUESX) and Schwab S&P 500 Index Fund (SWPPX). 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.
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Dividends
NUESX vs. SWPPX - Dividend Comparison
NUESX's dividend yield for the trailing twelve months is around 1.53%, more than SWPPX's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUESX Northern U.S. Quality ESG Fund | 1.53% | 1.52% | 1.55% | 3.71% | 5.97% | 1.60% | 1.62% | 2.44% | 0.31% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.22% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% | 1.80% |
Drawdowns
NUESX vs. SWPPX - Drawdown Comparison
The maximum NUESX drawdown since its inception was -33.33%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for NUESX and SWPPX.
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Volatility
NUESX vs. SWPPX - Volatility Comparison
Northern U.S. Quality ESG Fund (NUESX) has a higher volatility of 5.01% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.76%. This indicates that NUESX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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