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Northern Funds - World Selection Index Fund Class K NSRKX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NSRKX | Replication |
|---|---|---|
| Annualized growth | 11.3% | 10.9% |
| Annualized volatility | 15.9% | 16.8% |
| Sharpe ratio | 0.75 | 0.70 |
| Maximum drawdown | 27.6% | 28.7% |
| Replication fit (R²) | 0.98 · Tracking error 2.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model NSRKX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 39.9% |
| EFG | Intl · Growth | 26.2% |
| VUG | Style · Growth | 20.8% |
| EFV | Intl · Value | 7.0% |
| VTI | US Broad Market | 6.1% |