NUSFX vs. NSRIX
Compare and contrast key facts about Northern Ultra-Short Fixed Income Fund (NUSFX) and Northern Global Sustainability Index Fund (NSRIX).
NUSFX is managed by Northern Funds. It was launched on Jun 18, 2009. NSRIX is managed by Northern Funds. It was launched on Mar 4, 2008.
Performance
NUSFX vs. NSRIX - Performance Comparison
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NUSFX vs. NSRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUSFX Northern Ultra-Short Fixed Income Fund | 0.84% | 4.27% | 5.22% | 5.21% | -1.59% | -0.17% | 2.34% | 3.68% | 1.51% | 1.53% |
NSRIX Northern Global Sustainability Index Fund | -4.47% | 21.03% | 17.02% | 25.44% | -19.45% | 24.60% | 15.49% | 28.29% | -7.65% | 21.21% |
Returns By Period
In the year-to-date period, NUSFX achieves a 0.84% return, which is significantly higher than NSRIX's -4.47% return. Over the past 10 years, NUSFX has underperformed NSRIX with an annualized return of 2.36%, while NSRIX has yielded a comparatively higher 11.73% annualized return.
NUSFX
- 1D
- 0.10%
- 1M
- 0.04%
- YTD
- 0.84%
- 6M
- 1.91%
- 1Y
- 4.56%
- 3Y*
- 4.70%
- 5Y*
- 2.70%
- 10Y*
- 2.36%
NSRIX
- 1D
- 3.03%
- 1M
- -6.03%
- YTD
- -4.47%
- 6M
- -1.31%
- 1Y
- 19.52%
- 3Y*
- 16.16%
- 5Y*
- 9.78%
- 10Y*
- 11.73%
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NUSFX vs. NSRIX - Expense Ratio Comparison
NUSFX has a 0.28% expense ratio, which is lower than NSRIX's 0.29% expense ratio.
Return for Risk
NUSFX vs. NSRIX — Risk / Return Rank
NUSFX
NSRIX
NUSFX vs. NSRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Ultra-Short Fixed Income Fund (NUSFX) and Northern Global Sustainability Index Fund (NSRIX). 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.
| NUSFX | NSRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.98 | 1.18 | +1.81 |
Sortino ratioReturn per unit of downside risk | 6.75 | 1.79 | +4.96 |
Omega ratioGain probability vs. loss probability | 2.85 | 1.26 | +1.59 |
Calmar ratioReturn relative to maximum drawdown | 5.24 | 1.25 | +3.98 |
Martin ratioReturn relative to average drawdown | 38.53 | 5.53 | +33.00 |
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
| NUSFX | NSRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.98 | 1.18 | +1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.09 | 0.60 | +1.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.96 | 0.69 | +1.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.78 | 0.42 | +1.36 |
Correlation
The correlation between NUSFX and NSRIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
NUSFX vs. NSRIX - Dividend Comparison
NUSFX's dividend yield for the trailing twelve months is around 4.56%, less than NSRIX's 5.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUSFX Northern Ultra-Short Fixed Income Fund | 4.56% | 3.78% | 4.09% | 2.86% | 0.97% | 0.71% | 1.52% | 2.42% | 2.09% | 1.42% | 1.07% | 0.85% |
NSRIX Northern Global Sustainability Index Fund | 5.92% | 5.66% | 5.55% | 1.57% | 1.90% | 5.26% | 1.62% | 2.70% | 3.46% | 3.14% | 3.46% | 3.79% |
Drawdowns
NUSFX vs. NSRIX - Drawdown Comparison
The maximum NUSFX drawdown since its inception was -3.88%, smaller than the maximum NSRIX drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for NUSFX and NSRIX.
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Drawdown Indicators
| NUSFX | NSRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.88% | -55.30% | +51.42% |
Max Drawdown (1Y)Largest decline over 1 year | -0.87% | -10.97% | +10.10% |
Max Drawdown (5Y)Largest decline over 5 years | -3.35% | -27.86% | +24.51% |
Max Drawdown (10Y)Largest decline over 10 years | -3.88% | -33.66% | +29.78% |
Current DrawdownCurrent decline from peak | 0.00% | -7.64% | +7.64% |
Average DrawdownAverage peak-to-trough decline | -0.24% | -8.52% | +8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 2.95% | -2.83% |
Volatility
NUSFX vs. NSRIX - Volatility Comparison
The current volatility for Northern Ultra-Short Fixed Income Fund (NUSFX) is 0.39%, while Northern Global Sustainability Index Fund (NSRIX) has a volatility of 5.96%. This indicates that NUSFX experiences smaller price fluctuations and is considered to be less risky than NSRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NUSFX | NSRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.39% | 5.96% | -5.57% |
Volatility (6M)Calculated over the trailing 6-month period | 0.97% | 9.99% | -9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.54% | 17.42% | -15.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.30% | 16.38% | -15.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.21% | 17.09% | -15.88% |