SWISX vs. NSRIX
SWISX (Schwab International Index Fund) and NSRIX (Northern Global Sustainability Index Fund) are both mutual funds - SWISX is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net), while NSRIX is a Global Equities fund managed by Northern Trust. Over the past 10 years, SWISX returned 9.55%/yr vs 12.81%/yr for NSRIX. Their correlation of 0.91 means they have usually moved in the same direction. SWISX charges 0.06%/yr vs 0.29%/yr for NSRIX.
Performance
SWISX vs. NSRIX - Performance Comparison
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Returns By Period
In the year-to-date period, SWISX achieves a 11.84% return, which is significantly higher than NSRIX's 10.06% return. Over the past 10 years, SWISX has underperformed NSRIX with an annualized return of 9.55%, while NSRIX has yielded a comparatively higher 12.81% annualized return.
SWISX
- 1D
- -0.74%
- 1M
- 1.29%
- 6M
- 5.73%
- YTD
- 11.84%
- 1Y
- 25.23%
- 3Y*
- 16.47%
- 5Y*
- 9.33%
- 10Y*
- 9.55%
- ALL TIME*
- 5.87%
NSRIX
- 1D
- 0.67%
- 1M
- 0.39%
- 6M
- 7.37%
- YTD
- 10.06%
- 1Y
- 21.18%
- 3Y*
- 18.05%
- 5Y*
- 11.05%
- 10Y*
- 12.81%
- ALL TIME*
- 8.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SWISX vs. NSRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWISX Schwab International Index Fund | 11.84% | 31.59% | 3.54% | 18.13% | -14.30% | 11.25% | 8.14% | 21.87% | -13.38% | 25.32% |
NSRIX Northern Global Sustainability Index Fund | 10.06% | 21.03% | 17.02% | 25.44% | -19.45% | 24.60% | 15.49% | 28.29% | -7.65% | 21.21% |
Correlation
The correlation between SWISX and NSRIX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2008 | 0.91 |
The correlation between SWISX and NSRIX shifts across timeframes, from 0.75 (3 years) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SWISX vs. NSRIX — Risk / Return Rank
SWISX
NSRIX
SWISX vs. NSRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Index Fund (SWISX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWISX | NSRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.27 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 1.99 | +0.24 |
| Martin ratioReturn relative to average drawdown | 8.45 | 8.56 | -0.11 |
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Drawdowns
SWISX vs. NSRIX - Drawdown Comparison
The maximum SWISX drawdown since its inception was -60.65%, which is greater than NSRIX's maximum drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for SWISX and NSRIX.
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Drawdown Indicators
| SWISX | NSRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.65% | -55.30% | -5.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -10.36% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | -17.58% | +3.90% |
Max Drawdown (5Y)Largest decline over 5 years | -29.42% | -27.86% | -1.56% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -33.66% | -0.17% |
Current DrawdownCurrent decline from peak | -0.74% | -0.35% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -14.73% | -8.39% | -6.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.40% | +0.60% |
Volatility
SWISX vs. NSRIX - Volatility Comparison
Schwab International Index Fund (SWISX) has a higher volatility of 4.64% compared to Northern Global Sustainability Index Fund (NSRIX) at 3.87%. This indicates that SWISX's price experiences larger fluctuations and is considered to be riskier 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
| SWISX | NSRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 3.87% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 11.14% | +2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.88% | 13.80% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 16.59% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.63% | 17.06% | -0.43% |
SWISX vs. NSRIX - Expense Ratio Comparison
SWISX has a 0.06% expense ratio, which is lower than NSRIX's 0.29% expense ratio.
Dividends
SWISX vs. NSRIX - Dividend Comparison
SWISX's dividend yield for the trailing twelve months is around 3.17%, less than NSRIX's 5.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRIX Northern Global Sustainability Index Fund | 5.14% | 5.66% | 5.55% | 1.57% | 1.90% | 5.26% | 1.62% | 2.70% | 3.46% | 3.14% | 3.46% | 3.79% |
SWISX Schwab International Index Fund | 3.17% | 3.55% | 3.29% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% |
Frequently Asked Questions
SWISX and NSRIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWISX has higher volatility (4.64%) compared to NSRIX (3.87%). In terms of maximum drawdown, SWISX dropped -60.65% vs NSRIX's -55.30%.
SWISX currently has the higher Sharpe Ratio (1.60 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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