SWMIX vs. NSRIX
Compare and contrast key facts about Schwab International Opportunities Fund (SWMIX) and Northern Global Sustainability Index Fund (NSRIX).
SWMIX is managed by Charles Schwab. It was launched on Apr 1, 2004. NSRIX is managed by Northern Funds. It was launched on Mar 4, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWMIX or NSRIX.
Key characteristics
| SWMIX | NSRIX | |
|---|---|---|
| YTD Return | 4.96% | 17.91% |
| 1Y Return | 21.88% | 35.88% |
| 3Y Return (Ann) | -10.78% | 6.64% |
| 5Y Return (Ann) | -0.94% | 12.51% |
| 10Y Return (Ann) | 0.30% | 10.12% |
| Sharpe Ratio | 1.62 | 2.82 |
| Sortino Ratio | 2.32 | 3.69 |
| Omega Ratio | 1.29 | 1.56 |
| Calmar Ratio | 0.51 | 2.90 |
| Martin Ratio | 9.42 | 18.16 |
| Ulcer Index | 2.34% | 2.01% |
| Daily Std Dev | 13.60% | 12.98% |
| Max Drawdown | -65.11% | -55.30% |
| Current Drawdown | -31.26% | -1.63% |
Correlation
The correlation between SWMIX and NSRIX is 0.91, 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
SWMIX vs. NSRIX - Performance Comparison
In the year-to-date period, SWMIX achieves a 4.96% return, which is significantly lower than NSRIX's 17.91% return. Over the past 10 years, SWMIX has underperformed NSRIX with an annualized return of 0.30%, while NSRIX has yielded a comparatively higher 10.12% annualized 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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SWMIX vs. NSRIX - Expense Ratio Comparison
SWMIX has a 0.99% expense ratio, which is higher than NSRIX's 0.29% expense ratio.
Risk-Adjusted Performance
SWMIX vs. NSRIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Opportunities Fund (SWMIX) 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.
Dividends
SWMIX vs. NSRIX - Dividend Comparison
SWMIX's dividend yield for the trailing twelve months is around 1.64%, more than NSRIX's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWMIX Schwab International Opportunities Fund | 1.64% | 1.72% | 1.09% | 1.12% | 0.00% | 1.78% | 1.50% | 1.35% | 0.87% | 1.47% | 1.60% | 1.50% |
NSRIX Northern Global Sustainability Index Fund | 1.33% | 1.57% | 1.90% | 5.26% | 1.62% | 2.70% | 3.46% | 3.14% | 3.46% | 3.79% | 2.22% | 1.78% |
Drawdowns
SWMIX vs. NSRIX - Drawdown Comparison
The maximum SWMIX drawdown since its inception was -65.11%, which is greater than NSRIX's maximum drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for SWMIX and NSRIX. For additional features, visit the drawdowns tool.
Volatility
SWMIX vs. NSRIX - Volatility Comparison
Schwab International Opportunities Fund (SWMIX) has a higher volatility of 2.78% compared to Northern Global Sustainability Index Fund (NSRIX) at 2.22%. This indicates that SWMIX'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.