NSIDX Performance — Small Cap Index Fund
Data updated: 2026-08-28
NSIDX returned +22.56% year to date and +40.88% over one year to Jun 2026. Annualised returns are +18.57% over 3 years and +6.93% over 5 years. The fund beat its US Small Blend category average: $100 invested three years ago grew to $167, against $156 for the category, and to $141 over one year, against $133. Volatility over the past three years was 20.00% a year. In the 12 months to Jun 2026 the fund lost a net $6.5M, and assets reached $1.65B.
NSIDX Growth of $100
What $100 invested in Small Cap Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | NSIDX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $141 | $133 |
| 3 years (Jul 2023 – Jun 2026) | $167 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $140 | $141 |
| Since data start (Jul 2019 – Jun 2026) | $210 | $209 |
NSIDX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +22.56% |
| 1 year | +40.88% |
| 3 years (annualised) | +18.57% |
| 5 years (annualised) | +6.93% |
NSIDX Annual Returns
Calendar-year total returns of Small Cap Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +22.56% |
| 2025 | +12.88% |
| 2024 | +11.48% |
| 2023 | +16.82% |
| 2022 | −20.51% |
| 2021 | +14.67% |
| 2020 | +19.53% |
| 2019 (Jul–Dec) | +7.12% |
NSIDX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.4% | +0.8% | −5.0% | +12.2% | +4.3% | +3.8% | — | — | — | — | — | — |
| 2025 | +2.7% | −5.4% | −6.8% | −2.3% | +5.4% | +5.4% | +1.8% | +7.2% | +3.1% | +1.8% | +1.0% | −0.6% |
| 2024 | −3.9% | +5.7% | +3.5% | −7.1% | +5.1% | −0.9% | +10.2% | −1.5% | +0.7% | −1.4% | +11.0% | −8.3% |
| 2023 | +9.7% | −1.6% | −4.8% | −1.8% | −0.9% | +8.2% | +6.1% | −5.0% | −5.9% | −6.8% | +9.0% | +12.2% |
| 2022 | −9.6% | +1.1% | +1.3% | −9.9% | +0.1% | −8.2% | +10.4% | −2.1% | −9.6% | +11.1% | +2.3% | −6.5% |
| 2021 | +5.0% | +6.2% | +1.0% | +2.1% | +0.2% | +1.9% | −3.6% | +2.2% | −3.0% | +4.2% | −4.1% | +2.2% |
| 2020 | −3.2% | −8.5% | −21.7% | +13.6% | +6.5% | +3.5% | +2.8% | +5.6% | −3.4% | +2.2% | +18.3% | +8.6% |
| 2019 | — | — | — | — | — | — | +0.6% | −5.0% | +2.1% | +2.7% | +4.0% | +2.8% |
NSIDX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 20.00%
- 3-year Sharpe ratio: 0.70 (vs 4.5% risk-free rate)
- Best month: +12.20% (Dec 2023)
- Worst month: −8.27% (Dec 2024)
NSIDX Fund Flows
Monthly money in and out of Small Cap Index Fund, from SEC Form N-PORT.
- 12-month net flow: −$6.5M
- 12-month gross sales (incl. reinvestments): $200.4M
- Sales ÷ redemptions: 0.97×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $8.3M | $51.5M | −$43.2M |
| May 2026 | $17.0M | $10.0M | $7.1M |
| Apr 2026 | $13.3M | $12.7M | $578K |
| Mar 2026 | $13.4M | $20.4M | −$7.0M |
| Feb 2026 | $20.5M | $10.6M | $9.9M |
| Jan 2026 | $16.1M | $30.8M | −$14.6M |
| Dec 2025 | $25.3M | $12.2M | $13.1M |
| Nov 2025 | $6.9M | $11.2M | −$4.3M |
| Oct 2025 | $7.1M | $8.8M | −$1.7M |
| Sep 2025 | $58.1M | $12.4M | $45.7M |
| Aug 2025 | $7.7M | $12.1M | −$4.4M |
| Jul 2025 | $6.7M | $14.3M | −$7.5M |
NSIDX Assets Under Management
Net assets of Small Cap Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.65B |
| 2026-03-31 | $1.38B |
| 2025-12-31 | $1.38B |
| 2025-09-30 | $1.37B |
| 2025-06-30 | $1.19B |
| 2025-03-31 | $1.13B |
| 2024-12-31 | $1.27B |
| 2024-09-30 | $1.26B |
| 2024-06-28 | $1.15B |
| 2024-03-28 | $1.18B |
| 2023-12-29 | $1.12B |
| 2023-09-29 | $1.01B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.