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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Northern Active M International Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Northern Active M International Equity Fund (NMIEX) has returned -2.63% so far this year and 21.57% over the past 12 months. Over the last ten years, NMIEX has returned 9.26% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Northern Active M International Equity Fund
- 1D
- -0.16%
- 1M
- -12.08%
- YTD
- -2.63%
- 6M
- 0.59%
- 1Y
- 21.57%
- 3Y*
- 14.63%
- 5Y*
- 8.42%
- 10Y*
- 9.26%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 26, 2006, NMIEX's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, your investment would double in approximately 10.7 years.
Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Oct 2008 at -21.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, NMIEX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +12.5%, while the worst single day was Mar 12, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.80% | 4.68% | -12.08% | -2.63% | |||||||||
| 2025 | 5.85% | 3.21% | -1.04% | 3.84% | 6.39% | 4.11% | -0.46% | 2.44% | 3.05% | -0.14% | 0.65% | 2.79% | 34.98% |
| 2024 | -0.34% | 3.45% | 3.51% | -3.39% | 4.92% | -2.07% | 2.84% | 3.63% | 0.61% | -4.62% | 0.48% | -4.07% | 4.43% |
| 2023 | 9.81% | -2.03% | 2.35% | 2.20% | -2.59% | 4.69% | 2.45% | -3.22% | -4.10% | -3.47% | 9.40% | 4.84% | 20.82% |
| 2022 | -4.20% | -4.30% | -1.04% | -6.72% | 1.87% | -8.82% | 5.34% | -5.84% | -9.55% | 6.52% | 12.87% | -2.30% | -17.17% |
| 2021 | -0.90% | 3.39% | 2.40% | 3.67% | 3.61% | -1.16% | 0.74% | 2.26% | -3.14% | 3.39% | -5.20% | 5.04% | 14.41% |
Benchmark Metrics
Northern Active M International Equity Fund has an annualized alpha of -1.89%, beta of 0.85, and R² of 0.76 versus S&P 500 Index. Calculated based on daily prices since June 27, 2006.
- This fund participated in 102.78% of S&P 500 Index downside but only 87.10% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -1.89%
- Beta
- 0.85
- R²
- 0.76
- Upside Capture
- 87.10%
- Downside Capture
- 102.78%
Expense Ratio
NMIEX has an expense ratio of 0.84%, placing it in the medium range.
Return for Risk
Risk / Return Rank
NMIEX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Northern Active M International Equity Fund (NMIEX) and compare them to a chosen benchmark (S&P 500 Index).
| NMIEX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.90 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.39 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.40 | -0.08 |
Martin ratioReturn relative to average drawdown | 5.38 | 6.61 | -1.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore NMIEX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Northern Active M International Equity Fund provided a 10.72% dividend yield over the last twelve months, with an annual payout of $1.35 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.35 | $1.35 | $1.58 | $0.81 | $0.16 | $1.32 | $0.10 | $0.64 | $0.63 | $0.16 | $0.16 | $0.07 |
Dividend yield | 10.72% | 10.43% | 14.92% | 6.95% | 1.53% | 10.42% | 0.80% | 5.83% | 6.65% | 1.34% | 1.73% | 0.75% |
Monthly Dividends
The table displays the monthly dividend distributions for Northern Active M International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.35 | $1.35 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.58 | $1.58 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.81 | $0.81 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.32 | $1.32 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Northern Active M International Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Northern Active M International Equity Fund was 55.92%, occurring on Mar 9, 2009. Recovery took 2141 trading sessions.
The current Northern Active M International Equity Fund drawdown is 12.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.92% | Nov 1, 2007 | 339 | Mar 9, 2009 | 2141 | Sep 7, 2017 | 2480 |
| -36.63% | Jan 3, 2020 | 55 | Mar 23, 2020 | 161 | Nov 9, 2020 | 216 |
| -31.54% | Nov 10, 2021 | 232 | Oct 12, 2022 | 341 | Feb 22, 2024 | 573 |
| -21.82% | Jan 29, 2018 | 229 | Dec 24, 2018 | 257 | Jan 2, 2020 | 486 |
| -14.58% | Mar 20, 2025 | 14 | Apr 8, 2025 | 17 | May 2, 2025 | 31 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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