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ISIN
US6651622028
CUSIP
665162202
Inception Date
Mar 31, 1994
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

NOIEX Performance Chart

Northern Income Equity Fund (NOIEX) is up 11.0% since the beginning of the year. NOIEX is currently trading at $20 per share. Investors who bought $1,000 worth of NOIEX shares 5 years ago would now be looking at an investment worth $1,946.


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S&P 500 Index

Returns By Period

Northern Income Equity Fund (NOIEX) has returned 10.99% so far this year and 27.92% over the past 12 months. Over the last ten years, NOIEX has had an annualized return of 13.83%, just under the S&P 500 Index benchmark’s 13.88%.


Northern Income Equity Fund

1D
1.00%
1M
-0.28%
YTD
10.99%
6M
10.63%
1Y
27.92%
3Y*
21.02%
5Y*
14.24%
10Y*
13.83%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOIEX Monthly Returns History

Based on dividend-adjusted daily data since Mar 31, 1994, NOIEX's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Oct 2008 at -17.7%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, NOIEX closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.28%0.66%-4.77%9.12%4.88%-1.08%10.99%
20252.59%0.11%-5.19%-2.08%6.41%5.14%2.73%2.43%2.86%1.85%0.64%0.40%18.81%
20241.39%4.60%4.06%-4.21%5.07%2.80%2.48%2.80%2.18%-0.63%4.48%-2.62%24.28%
20235.42%-3.11%2.05%1.35%-1.19%6.56%3.68%-1.26%-4.89%-2.14%7.95%4.50%19.56%
2022-3.61%-2.94%3.65%-6.93%1.58%-8.49%7.73%-3.89%-9.44%9.68%6.04%-5.28%-13.34%
2021-0.66%2.25%5.26%4.19%1.53%1.70%2.02%2.59%-4.57%5.09%0.15%5.83%27.96%

Benchmark Metrics

Northern Income Equity Fund has an annualized alpha of 3.19%, beta of 0.68, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since March 31, 1994.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (81.69%) than losses (77.09%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 3.19% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.68 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
3.19%
Beta
0.68
0.80
Upside Capture
81.69%
Downside Capture
77.09%

Expense Ratio

NOIEX has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NOIEX ranks 77 for risk / return — better than 77% 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.


NOIEX Risk / Return Rank: 7777
Overall Rank
NOIEX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
NOIEX Sortino Ratio Rank: 7272
Sortino Ratio Rank
NOIEX Omega Ratio Rank: 7272
Omega Ratio Rank
NOIEX Calmar Ratio Rank: 7979
Calmar Ratio Rank
NOIEX Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Northern Income Equity Fund (NOIEX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NOIEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

3.40

2.78

+0.62

Martin ratioReturn relative to average drawdown

14.99

12.44

+2.55

Dividends

Dividend History

Northern Income Equity Fund provided a 7.27% dividend yield over the last twelve months, with an annual payout of $1.47 per share. The fund has been increasing its distributions for 3 consecutive years.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.47$1.45$1.02$1.00$0.70$2.22$1.07$1.16$1.83$1.09$0.39$0.67

Dividend yield

7.27%7.92%6.11%7.03%5.44%14.26%7.67%8.58%15.73%7.56%3.02%5.57%

Monthly Dividends

The table displays the monthly dividend distributions for Northern Income Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.01$0.02$0.02$0.02$0.04$0.00$0.11
2025$0.00$0.02$0.02$0.01$0.04$0.04$0.02$0.02$0.03$0.02$0.02$1.21$1.45
2024$0.02$0.02$0.02$0.01$0.03$0.03$0.02$0.02$0.03$0.02$0.02$0.77$1.02
2023$0.02$0.03$0.03$0.01$0.04$0.03$0.02$0.03$0.03$0.02$0.03$0.73$1.00
2022$0.01$0.00$0.00$0.01$0.03$0.02$0.01$0.03$0.03$0.02$0.03$0.51$0.70
2021$0.06$0.02$0.00$0.01$0.02$0.02$0.01$0.02$0.01$0.02$0.02$2.01$2.22

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 Income 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 Income Equity Fund was 45.66%, occurring on Mar 9, 2009. Recovery took 452 trading sessions.

The current Northern Income Equity Fund drawdown is 1.60%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-45.66%Mar 2009
1y 7mo1y 9mo
3y 5moJul 2007 - Dec 2010
COVID crash2020
-35.31%Mar 2020
1mo 9d5mo 8d
6mo 17dFeb 2020 - Aug 2020
Bear market2022
-21.89%Sep 2022
8mo 28d1y 2mo
1y 11moJan 2022 - Dec 2023
Dot-com crash2000–2002
-19.88%Oct 2002
2y 1mo1y 25d
3y 1moSep 2000 - Nov 2003
Rate-hike selloffLate 2018
-19.39%Dec 2018
2mo 21d4mo 7d
6mo 28dOct 2018 - Apr 2019

Drawdown Indicators


NOIEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.66%

-56.78%

+11.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-9.10%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-18.06%

-18.90%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.89%

-25.43%

+3.54%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

-33.92%

-1.39%

Current Drawdown

Current decline from peak

-1.60%

-1.80%

+0.20%

Average Drawdown

Average peak-to-trough decline

-4.98%

-10.71%

+5.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.03%

-0.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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