SCRZX vs. NSGRX
Compare and contrast key facts about AB Small Cap Core Portfolio (SCRZX) and Northern Small Cap Core Fund (NSGRX).
SCRZX is managed by AllianceBernstein. It was launched on Dec 29, 2015. NSGRX is managed by Northern Funds. It was launched on Sep 30, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCRZX or NSGRX.
Key characteristics
| SCRZX | NSGRX | |
|---|---|---|
| YTD Return | 17.52% | 18.97% |
| 1Y Return | 38.95% | 39.26% |
| 3Y Return (Ann) | 3.76% | 3.62% |
| 5Y Return (Ann) | 10.80% | 10.80% |
| Sharpe Ratio | 1.86 | 1.95 |
| Sortino Ratio | 2.68 | 2.74 |
| Omega Ratio | 1.32 | 1.36 |
| Calmar Ratio | 1.89 | 1.90 |
| Martin Ratio | 10.33 | 12.07 |
| Ulcer Index | 3.77% | 3.25% |
| Daily Std Dev | 20.99% | 20.11% |
| Max Drawdown | -44.82% | -70.35% |
| Current Drawdown | -1.78% | -1.62% |
Correlation
The correlation between SCRZX and NSGRX 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.
Performance
SCRZX vs. NSGRX - Performance Comparison
In the year-to-date period, SCRZX achieves a 17.52% return, which is significantly lower than NSGRX's 18.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SCRZX vs. NSGRX - Expense Ratio Comparison
SCRZX has a 0.87% expense ratio, which is higher than NSGRX's 0.62% expense ratio.
Risk-Adjusted Performance
SCRZX vs. NSGRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Core Portfolio (SCRZX) 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.
Dividends
SCRZX vs. NSGRX - Dividend Comparison
SCRZX's dividend yield for the trailing twelve months is around 0.62%, less than NSGRX's 1.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCRZX AB Small Cap Core Portfolio | 0.62% | 0.73% | 0.55% | 0.11% | 0.51% | 0.47% | 0.31% | 0.32% | 0.27% | 0.05% | 0.00% | 0.00% |
NSGRX Northern Small Cap Core Fund | 1.70% | 2.02% | 0.24% | 0.55% | 0.75% | 0.74% | 0.70% | 0.15% | 0.58% | 0.60% | 0.53% | 0.34% |
Drawdowns
SCRZX vs. NSGRX - Drawdown Comparison
The maximum SCRZX drawdown since its inception was -44.82%, smaller than the maximum NSGRX drawdown of -70.35%. Use the drawdown chart below to compare losses from any high point for SCRZX and NSGRX. For additional features, visit the drawdowns tool.
Volatility
SCRZX vs. NSGRX - Volatility Comparison
AB Small Cap Core Portfolio (SCRZX) has a higher volatility of 7.67% compared to Northern Small Cap Core Fund (NSGRX) at 7.22%. This indicates that SCRZX'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.