- ISIN
- US6651627720
- CUSIP
- 665162772
- Issuer
- Northern Funds
- Inception Date
- Oct 7, 1996
- Category
- Large Cap Blend Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
NOSIX Performance Chart
Northern Stock Index Fund (NOSIX) is up 10.2% since the beginning of the year. NOSIX is currently trading at $75 per share. Investors who bought $1,000 worth of NOSIX shares 5 years ago would now be looking at an investment worth $1,926.
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Returns By Period
Northern Stock Index Fund (NOSIX) has returned 10.17% so far this year and 26.89% over the past 12 months. Looking at the last ten years, NOSIX has achieved an annualized return of 15.48%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
Northern Stock Index Fund
- 1D
- 1.08%
- 1M
- 0.47%
- YTD
- 10.17%
- 6M
- 9.68%
- 1Y
- 26.89%
- 3Y*
- 20.93%
- 5Y*
- 14.01%
- 10Y*
- 15.48%
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%
NOSIX Monthly Returns History
Based on dividend-adjusted daily data since Oct 7, 1996, NOSIX's average daily return is +0.05%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, NOSIX closed higher 53% of trading days. The best single day was Jan 24, 1997 with a return of +21.8%, while the worst single day was Jan 27, 1997 at -19.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.45% | -0.77% | -4.98% | 10.48% | 5.25% | -0.95% | 10.17% | ||||||
| 2025 | 2.77% | -1.31% | -5.64% | -0.69% | 6.29% | 5.09% | 2.61% | 1.64% | 3.66% | 2.33% | 0.25% | 0.07% | 17.83% |
| 2024 | 1.67% | 5.34% | 3.20% | -4.09% | 4.94% | 3.59% | 1.21% | 2.43% | 2.12% | -0.91% | 5.87% | -2.44% | 24.87% |
| 2023 | 6.25% | -2.44% | 3.67% | 1.56% | 0.43% | 6.61% | 3.19% | -1.58% | -4.78% | -2.08% | 9.12% | 4.57% | 26.24% |
| 2022 | -5.19% | -2.99% | 3.69% | -8.72% | 0.15% | -8.25% | 9.21% | -4.08% | -9.21% | 8.10% | 5.56% | -5.83% | -18.25% |
| 2021 | -1.02% | 2.77% | 4.36% | 5.33% | 0.68% | 2.31% | 2.37% | 3.03% | -4.66% | 7.01% | -0.72% | 4.46% | 28.55% |
Benchmark Metrics
Northern Stock Index Fund has an annualized alpha of 2.15%, beta of 0.96, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since October 07, 1996.
- This fund captured 104.84% of S&P 500 Index gains but only 97.55% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 2.15% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.96 and R2 of 0.84, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.15%
- Beta
- 0.96
- R²
- 0.84
- Upside Capture
- 104.84%
- Downside Capture
- 97.55%
Expense Ratio
NOSIX has an expense ratio of 0.05%, which is considered low.
Return for Risk
Risk / Return Rank
NOSIX ranks 67 for risk / return — better than 67% 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 Stock Index Fund (NOSIX) 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.
| NOSIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 2.78 | +0.28 |
| Martin ratioReturn relative to average drawdown | 13.88 | 12.44 | +1.44 |
Dividends
Dividend History
Northern Stock Index Fund provided a 2.67% dividend yield over the last twelve months, with an annual payout of $2.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.00 | $2.01 | $1.54 | $2.46 | $1.93 | $1.68 | $1.68 | $0.90 | $1.39 | $0.99 | $0.74 | $0.83 |
Dividend yield | 2.67% | 2.94% | 2.59% | 5.02% | 4.72% | 3.22% | 4.00% | 2.41% | 4.82% | 3.13% | 2.76% | 3.36% |
Monthly Dividends
The table displays the monthly dividend distributions for Northern Stock Index 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 | $0.17 | $0.00 | $0.00 | $0.00 | $0.17 | ||||||
| 2025 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $1.45 | $2.01 |
| 2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $1.00 | $1.54 |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $1.93 | $2.46 |
| 2022 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $1.43 | $1.93 |
| 2021 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $1.25 | $1.68 |
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 Stock Index 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 Stock Index Fund was 55.42%, occurring on Mar 9, 2009. Recovery took 883 trading sessions.
The current Northern Stock Index Fund drawdown is 1.34%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -55.42%Mar 2009 | 1y 5mo | 3y 6mo | 4y 11moOct 2007 - Sep 2012 |
Dot-com crash2000–2002 | -47.74%Oct 2002 | 2y 6mo | 4y 1mo | 6y 8moMar 2000 - Dec 2006 |
COVID crash2020 | -33.82%Mar 2020 | 1mo 2d | 4mo 20d | 5mo 22dFeb 2020 - Aug 2020 |
Bear market2022 | -24.54%Oct 2022 | 9mo 11d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
1997 bear market1997 | -21.93%Apr 1997 | 2mo 14d | 3mo 19d | 6mo 3dJan 1997 - Jul 1997 |
Drawdown Indicators
| NOSIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.42% | -56.78% | +1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -9.10% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -18.90% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -25.43% | +0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -33.92% | +0.10% |
Current DrawdownCurrent decline from peak | -1.34% | -1.80% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -10.32% | -10.71% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.03% | -0.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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