U.S. Quality ESG Fund
Northern Funds

Average annual returns

No trailing-return data available for this share class.

Risk statistics

68 months through March 31, 2026
Volatility (ann.)
12.77%
Sharpe
1.23
Sortino
2.31
Max drawdown
-24.55%
Best month
10.85%
Worst month
-8.90%
Beta vs VTSAX
1.01
Correlation
0.99

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

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