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ISIN
US6651625096
CUSIP
665162509
Inception Date
Mar 30, 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

NOIGX Performance Chart

Northern International Equity Fund (NOIGX) is up 9.8% since the beginning of the year. NOIGX is currently trading at $15 per share. Investors who bought $1,000 worth of NOIGX shares 5 years ago would now be looking at an investment worth $1,668.


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S&P 500 Index

Returns By Period

Northern International Equity Fund (NOIGX) has returned 9.84% so far this year and 26.76% over the past 12 months. Over the last ten years, NOIGX has returned 9.32% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Northern International Equity Fund

1D
-0.27%
1M
2.57%
YTD
9.84%
6M
12.98%
1Y
26.76%
3Y*
20.17%
5Y*
10.77%
10Y*
9.32%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOIGX Monthly Returns History

Based on dividend-adjusted daily data since Mar 31, 1994, NOIGX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +14.4%, while the worst month was Oct 2008 at -19.5%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NOIGX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +12.0%, while the worst single day was Mar 12, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.69%5.12%-6.97%5.17%2.28%-0.27%9.84%
20254.78%2.42%0.76%3.76%5.16%3.01%-0.00%3.51%2.58%1.57%1.94%2.86%37.46%
2024-0.20%1.53%3.02%-2.15%5.39%-2.46%2.82%3.40%0.82%-4.98%0.95%-2.98%4.73%
20238.25%-2.22%1.95%2.44%-4.56%5.43%3.09%-3.40%-2.48%-4.14%9.07%5.40%19.04%
2022-1.37%-2.99%-0.51%-5.98%2.41%-9.64%4.86%-5.31%-8.83%6.68%12.15%-1.74%-11.87%
2021-1.31%2.11%5.10%2.38%4.94%-1.92%0.88%0.87%-3.28%2.89%-4.07%6.20%15.14%

Benchmark Metrics

Northern International Equity Fund has an annualized alpha of -0.27%, beta of 0.70, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since April 04, 1994.

  • This fund participated in 93.92% of S&P 500 Index downside but only 78.80% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.27%
Beta
0.70
0.52
Upside Capture
78.80%
Downside Capture
93.92%

Expense Ratio

NOIGX has an expense ratio of 0.51%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NOIGX ranks 48 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


NOIGX Risk / Return Rank: 4848
Overall Rank
NOIGX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
NOIGX Sortino Ratio Rank: 4141
Sortino Ratio Rank
NOIGX Omega Ratio Rank: 4444
Omega Ratio Rank
NOIGX Calmar Ratio Rank: 5656
Calmar Ratio Rank
NOIGX Martin Ratio Rank: 5656
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 International Equity Fund (NOIGX) and compare them to S&P 500 Index.


NOIGXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.93

2.39

-0.46

Sortino ratio

Return per unit of downside risk

2.69

3.25

-0.57

Omega ratio

Gain probability vs. loss probability

1.36

1.43

-0.08

Calmar ratio

Return relative to maximum drawdown

2.87

3.11

-0.25

Martin ratio

Return relative to average drawdown

11.19

14.38

-3.19

Dividends

Dividend History

Northern International Equity Fund provided a 0.71% dividend yield over the last twelve months, with an annual payout of $0.10 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.10$0.10$0.44$0.57$0.26$0.33$0.54$0.36$0.23$0.12$0.13$0.17

Dividend yield

0.71%0.78%4.50%5.79%2.94%3.20%5.86%3.83%2.71%1.21%1.57%2.02%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$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$0.10$0.10
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.57$0.57
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33

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 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 International Equity Fund was 57.92%, occurring on Mar 9, 2009. Recovery took 1213 trading sessions.

The current Northern International Equity Fund drawdown is 0.34%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-57.92%Mar 2009
1y 4mo4y 9mo
6y 2moNov 2007 - Dec 2013
2003 bear market2003
-53.98%Mar 2003
2y 8mo2y 10mo
5y 5moJul 2000 - Jan 2006
COVID crash2020
-40.06%Mar 2020
2y 1mo11mo 29d
3y 1moJan 2018 - Mar 2021
2016 bear market2016
-29.43%Feb 2016
1y 7mo1y 5mo
3y 1moJun 2014 - Jul 2017
Bear market2022
-27.48%Sep 2022
8mo 17d1y 2mo
1y 11moJan 2022 - Dec 2023

Drawdown Indicators


NOIGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.92%

-56.78%

-1.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-9.10%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-12.93%

-18.90%

+5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-27.48%

-25.43%

-2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.06%

-33.92%

-6.14%

Current Drawdown

Current decline from peak

-0.34%

0.00%

-0.34%

Average Drawdown

Average peak-to-trough decline

-13.77%

-10.72%

-3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.97%

+0.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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