Find A Portfolio/Ticker
Comparison Box
NOSGX: NORTHERN SMALL CAP VALUE FUND NORTHERN SMALL CAP VALUE FUND (MUTUAL FUND)
Basic Info 20.09 0.14(0.70%) March 28
Asset Class: | SMALL VALUE |
MyPlanIQ Rating: | (88%) |
Start Date: | 03/31/1994 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 1.46% |
Expenses | 1.00% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 03/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/31/1994 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.5 | 1.9 | 21.4 | 3.9 | 7.7 | 6.8 | 11.8 | 8.1 | 8.1 | 8.0 | -10.5 | 26.2 | -2.3 | 22.3 | -13.8 | 6.0 | 26.7 | -3.3 | 7.1 | 36.4 | 13.8 | -0.6 | 24.6 | 17.8 | -23.4 | -8.7 | 20.3 | 8.1 | 22.6 | 41.6 | -6.2 | 6.1 | 7.0 | 2.3 | -9.7 | 23.8 | 12.4 | 14.6 | -4.3 |
Sharpe Ratio | NA | -0.37 | 0.9 | 0.04 | 0.21 | 0.23 | NA | NA | 0.29 | 0.19 | -0.5 | 1.21 | -0.05 | 1.4 | -0.93 | 0.44 | 1.55 | -0.22 | 0.49 | 2.58 | 0.82 | -0.02 | 0.99 | 0.47 | -0.53 | -0.57 | 1.08 | 0.38 | 1.41 | 2.57 | -0.33 | 0.17 | 0.12 | -0.06 | -0.74 | 1.65 | 0.86 | 0.99 | -1.0 |
Draw Down(%) | NA | 6.3 | 13.6 | 20.9 | 44.7 | 45.7 | NA | NA | 56.9 | 14.5 | 20.2 | 11.8 | 44.7 | 10.0 | 24.7 | 6.6 | 12.7 | 13.4 | 11.2 | 5.9 | 12.4 | 25.8 | 20.4 | 36.0 | 45.7 | 16.0 | 11.8 | 8.9 | 10.4 | 12.5 | 30.5 | 23.2 | 19.9 | 13.2 | 35.1 | 12.9 | 12.0 | 10.9 | 9.7 |
Standard Deviation(%) | NA | 19.4 | 17.9 | 20.9 | 27.7 | 22.3 | NA | NA | 22.0 | 19.5 | 23.7 | 21.7 | 46.9 | 14.9 | 16.2 | 12.3 | 17.1 | 15.5 | 14.4 | 14.1 | 16.9 | 31.5 | 24.8 | 37.8 | 45.4 | 20.7 | 15.8 | 15.5 | 15.4 | 15.9 | 22.0 | 22.3 | 24.5 | 14.9 | 17.6 | 12.2 | 10.3 | 10.9 | 8.9 |
Treynor Ratio | NA | -0.06 | 0.17 | 0.01 | 0.06 | 0.05 | NA | NA | 0.07 | 0.04 | -0.13 | 0.25 | -0.02 | 0.21 | -0.15 | 0.05 | 0.27 | -0.03 | 0.07 | 0.35 | 0.14 | -0.01 | 0.24 | 0.19 | -0.27 | -0.11 | 0.15 | 0.06 | 0.21 | 0.43 | -0.08 | 0.04 | 0.03 | -0.01 | -0.15 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | -0.1 | -0.02 | -0.01 | -0.01 | -0.01 | NA | NA | 0.0 | -0.03 | -0.01 | -0.01 | -0.03 | 0.0 | -0.01 | -0.02 | 0.01 | 0.01 | -0.01 | 0.0 | -0.01 | 0.02 | 0.0 | -0.04 | 0.04 | 0.0 | 0.0 | 0.01 | -0.01 | 0.02 | 0.03 | -0.02 | -0.06 | 0.0 | -0.01 | NA | NA | NA | NA |
Beta | NA | 1.21 | 0.96 | 0.95 | 1.01 | 1.02 | NA | NA | 0.98 | 0.9 | 0.94 | 1.03 | 1.05 | 1.02 | 1.02 | 1.11 | 1.0 | 0.99 | 1.03 | 1.02 | 0.98 | 1.0 | 1.03 | 0.95 | 0.91 | 1.07 | 1.12 | 1.06 | 1.05 | 0.95 | 0.87 | 0.93 | 1.12 | 0.89 | 0.87 | NA | NA | NA | NA |
RSquared | NA | 0.89 | 0.83 | 0.88 | 0.94 | 0.94 | NA | NA | 0.89 | 0.74 | 0.96 | 0.86 | 0.98 | 0.97 | 0.97 | 0.92 | 0.94 | 0.95 | 0.93 | 0.94 | 0.82 | 0.97 | 0.99 | 0.99 | 0.88 | 0.98 | 0.97 | 0.97 | 0.97 | 0.95 | 0.97 | 0.8 | 0.77 | 0.55 | 0.71 | 0.0 | 0.0 | 0.0 | 0.0 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/31/1994
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See SMALL VALUE Asset Class Trend Rankings |
Top Rated Funds in SMALL VALUE
Best Mutual Funds
- VISVX (VANGUARD SMALL-CAP VALUE INDEX FUND INVESTOR SHARES) (100%)
- BRSVX (SMALL-CAP VALUE FUND CLASS N) (97%)
- ROFIX (ROYCE OPPORTUNITY FUND INSTITUTIONAL CLASS) (96%)
- RYOFX (ROYCE OPPORTUNITY FUND SERVICE CLASS) (96%)
- RYPNX (ROYCE OPPORTUNITY FUND INVESTMENT CLASS) (95%)
- ROFCX (ROYCE OPPORTUNITY FUND CONSULTANT CLASS) (95%)
- ROFRX (ROYCE OPPORTUNITY FUND R CLASS) (94%)
- PVFIX (PINNACLE VALUE FUND PINNACLE VALUE FUND) (94%)
- VSMIX (INVESCO SMALL CAP VALUE FUND CLASS Y) (94%)
- PSVIX (ALLIANZGI NFJ SMALL-CAP VALUE FUND INSTITUTIONAL) (93%)
Best ETFs
- IWN (iShares Russell 2000 Value ETF) (100%)
- IJS (iShares S&P Small-Cap 600 Value ETF) (99%)
- RFV (Invesco S&P MidCap 400® Pure Value ETF) (99%)
- RZV (Invesco S&P SmallCap 600® Pure Value ETF) (98%)
- VBR (Vanguard Small-Cap Value Index Fund ETF Shares) (98%)
- DES (WisdomTree U.S. SmallCap Dividend Fund) (97%)
- VTWV (Vanguard Russell 2000 Value Index Fund ETF Shares) (33%)
- VIOV (Vanguard S&P Small-Cap 600 Value Index Fund ETF Shares) (33%)
- SLYV (SPDR® S&P 600 Small Cap Value ETF) (29%)
- FNK (First Trust Mid Cap Value AlphaDEX® Fund) (28%)