Small Cap Core Fund
Northern Funds

Average annual returns

No trailing-return data available for this share class.

Risk statistics

69 months through March 31, 2026
Volatility (ann.)
17.59%
Sharpe
0.71
Sortino
1.29
Max drawdown
-22.96%
Best month
16.51%
Worst month
-9.33%
Beta vs VTSAX
1.17
Correlation
0.84

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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