SCRYY vs. NSGRX

Last updated Apr 2, 2026

Compare and contrast key facts about SCOR PK (SCRYY) and Northern Small Cap Core Fund (NSGRX).

NSGRX is managed by Northern Funds. It was launched on Sep 30, 1999.

Performance

SCRYY vs. NSGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SCOR PK (SCRYY) and Northern Small Cap Core Fund (NSGRX). The values are adjusted to include any dividend payments, if applicable.

SCRYY vs. NSGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCRYY SCOR PK	3.30%	45.76%	-8.79%	33.42%	-20.01%	2.73%	-25.23%	1.58%	13.95%	27.76%
NSGRX Northern Small Cap Core Fund	2.07%	10.57%	10.44%	16.96%	-16.14%	19.99%	14.53%	23.30%	-10.22%	13.05%

Returns By Period

In the year-to-date period, SCRYY achieves a 3.30% return, which is significantly higher than NSGRX's 2.07% return. Over the past 10 years, SCRYY has underperformed NSGRX with an annualized return of 5.92%, while NSGRX has yielded a comparatively higher 9.80% annualized return.

SCRYY

• 1D: 0.76%
• 1M: -1.09%
• YTD: 3.30%
• 6M: 0.62%
• 1Y: 29.58%
• 3Y*: 22.16%
• 5Y*: 7.10%
• 10Y*: 5.92%

NSGRX

• 1D: 3.05%
• 1M: -5.22%
• YTD: 2.07%
• 6M: 4.37%
• 1Y: 22.49%
• 3Y*: 12.38%
• 5Y*: 4.92%
• 10Y*: 9.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SCRYY vs. NSGRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCRYY

SCRYY Risk / Return Rank: 62
SCRYY Sharpe Ratio Rank: 60
SCRYY Sortino Ratio Rank: 57
SCRYY Omega Ratio Rank: 54
SCRYY Calmar Ratio Rank: 71
SCRYY Martin Ratio Rank: 69

NSGRX

NSGRX Risk / Return Rank: 49
NSGRX Sharpe Ratio Rank: 45
NSGRX Sortino Ratio Rank: 53
NSGRX Omega Ratio Rank: 43
NSGRX Calmar Ratio Rank: 49
NSGRX Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCRYY vs. NSGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SCOR PK (SCRYY) and Northern Small Cap Core Fund (NSGRX). 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.

	SCRYY	NSGRX	Difference
Sharpe ratio Return per unit of total volatility	0.57	0.97	-0.40
Sortino ratio Return per unit of downside risk	1.13	1.54	-0.41
Omega ratio Gain probability vs. loss probability	1.14	1.20	-0.07
Calmar ratio Return relative to maximum drawdown	1.61	1.32	+0.29
Martin ratio Return relative to average drawdown	3.55	5.53	-1.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCRYY vs. NSGRX - Sharpe Ratio Comparison

The current SCRYY Sharpe Ratio is 0.57, which is lower than the NSGRX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SCRYY and NSGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SCRYY	NSGRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	0.97	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	0.21	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	0.42	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.32	-0.18

Correlation

The correlation between SCRYY and NSGRX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SCRYY vs. NSGRX - Dividend Comparison

SCRYY's dividend yield for the trailing twelve months is around 5.57%, less than NSGRX's 15.53% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCRYY SCOR PK	5.57%	5.75%	7.81%	5.35%	8.55%	7.12%	0.00%	4.62%	4.61%	9.12%	4.86%	3.95%
NSGRX Northern Small Cap Core Fund	15.53%	15.85%	17.77%	6.90%	0.55%	15.75%	5.00%	6.30%	1.26%	4.35%	0.67%	3.35%

Drawdowns

SCRYY vs. NSGRX - Drawdown Comparison

The maximum SCRYY drawdown since its inception was -67.49%, roughly equal to the maximum NSGRX drawdown of -64.89%. Use the drawdown chart below to compare losses from any high point for SCRYY and NSGRX.

Drawdown Indicators

	SCRYY	NSGRX	Difference
Max Drawdown Largest peak-to-trough decline	-67.49%	-64.89%	-2.60%
Max Drawdown (1Y) Largest decline over 1 year	-18.83%	-13.78%	-5.05%
Max Drawdown (5Y) Largest decline over 5 years	-59.89%	-32.31%	-27.58%
Max Drawdown (10Y) Largest decline over 10 years	-67.49%	-40.37%	-27.12%
Current Drawdown Current decline from peak	-5.38%	-5.88%	+0.50%
Average Drawdown Average peak-to-trough decline	-17.77%	-22.30%	+4.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.52%	3.44%	+5.08%

Volatility

SCRYY vs. NSGRX - Volatility Comparison

SCOR PK (SCRYY) has a higher volatility of 12.82% compared to Northern Small Cap Core Fund (NSGRX) at 6.80%. This indicates that SCRYY's price experiences larger fluctuations and is considered to be riskier than NSGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCRYY	NSGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.82%	6.80%	+6.02%
Volatility (6M) Calculated over the trailing 6-month period	29.68%	13.74%	+15.94%
Volatility (1Y) Calculated over the trailing 1-year period	52.22%	23.67%	+28.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.98%	23.40%	+24.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.76%	23.36%	+19.40%