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Northern Stock Index Fund (NOSIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US6651627720

CUSIP

665162772

Issuer

Northern Funds

Inception Date

Oct 7, 1996

Min. Investment

$2,500

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
NOSIX vs. SPY NOSIX vs. VOO NOSIX vs. PRBLX NOSIX vs. VLXVX NOSIX vs. PARMX NOSIX vs. IVV NOSIX vs. PRDGX NOSIX vs. VV NOSIX vs. QQQ NOSIX vs. Vv
Popular comparisons:
NOSIX vs. SPY NOSIX vs. VOO NOSIX vs. PRBLX NOSIX vs. VLXVX NOSIX vs. PARMX NOSIX vs. IVV NOSIX vs. PRDGX NOSIX vs. VV NOSIX vs. QQQ NOSIX vs. Vv

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Northern Stock Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.03%
12.33%
NOSIX (Northern Stock Index Fund)
Benchmark (^GSPC)

Returns By Period

Northern Stock Index Fund had a return of 25.49% year-to-date (YTD) and 32.15% in the last 12 months. Over the past 10 years, Northern Stock Index Fund had an annualized return of 13.06%, outperforming the S&P 500 benchmark which had an annualized return of 11.13%.


NOSIX

YTD

25.49%

1M

1.18%

6M

12.20%

1Y

32.15%

5Y (annualized)

15.49%

10Y (annualized)

13.06%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of NOSIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.67%5.34%3.20%-4.09%4.94%3.59%1.21%2.43%2.12%-0.91%25.49%
20236.25%-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%
2020-0.05%-8.26%-12.32%12.83%4.76%1.96%5.63%7.17%-3.79%-2.67%10.93%3.85%18.33%
20198.01%3.20%1.93%4.03%-6.34%7.04%1.41%-1.60%1.87%2.15%3.61%3.02%31.35%
20185.70%-3.70%-2.53%0.35%2.42%0.60%3.72%3.23%0.57%-6.85%2.05%-9.09%-4.54%
20171.89%3.93%0.12%1.02%1.39%0.60%2.06%0.30%2.06%2.31%3.06%1.12%21.71%
2016-4.97%-0.13%6.76%0.36%1.80%0.27%3.70%0.11%-0.01%-1.83%3.72%1.97%11.88%
2015-3.01%5.75%-1.60%0.94%1.29%-1.93%2.05%-6.03%-2.50%8.44%0.31%-1.63%1.25%
2014-3.46%4.58%0.82%0.73%2.31%2.05%-1.36%3.97%-1.40%2.42%2.72%-0.26%13.58%
20135.15%1.34%3.76%1.90%2.37%-1.39%5.07%-2.86%3.10%4.60%3.02%2.52%32.22%

Expense Ratio

NOSIX has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for NOSIX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of NOSIX is 85, placing it in the top 15% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of NOSIX is 8585
Combined Rank
The Sharpe Ratio Rank of NOSIX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of NOSIX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of NOSIX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of NOSIX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of NOSIX is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Northern Stock Index Fund (NOSIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for NOSIX, currently valued at 2.61, compared to the broader market-1.000.001.002.003.004.005.002.612.46
The chart of Sortino ratio for NOSIX, currently valued at 3.49, compared to the broader market0.005.0010.003.493.31
The chart of Omega ratio for NOSIX, currently valued at 1.49, compared to the broader market1.002.003.004.001.491.46
The chart of Calmar ratio for NOSIX, currently valued at 3.78, compared to the broader market0.005.0010.0015.0020.0025.003.783.55
The chart of Martin ratio for NOSIX, currently valued at 16.98, compared to the broader market0.0020.0040.0060.0080.00100.0016.9815.76
NOSIX
^GSPC

The current Northern Stock Index Fund Sharpe ratio is 2.61. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Northern Stock Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.61
2.46
NOSIX (Northern Stock Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Northern Stock Index Fund provided a 1.26% dividend yield over the last twelve months, with an annual payout of $0.77 per share. The fund has been increasing its distributions for 2 consecutive years.


1.20%1.40%1.60%1.80%2.00%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.77$0.76$0.68$0.60$0.64$0.63$0.61$0.55$0.56$0.49$0.45$0.40

Dividend yield

1.26%1.56%1.68%1.15%1.53%1.70%2.09%1.73%2.06%1.99%1.77%1.74%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.16$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.54
2023$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.23$0.76
2022$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$0.19$0.68
2021$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.17$0.60
2020$0.00$0.00$0.17$0.00$0.00$0.16$0.00$0.00$0.15$0.00$0.00$0.17$0.64
2019$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.17$0.63
2018$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.15$0.61
2017$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.55
2016$0.00$0.00$0.16$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.15$0.56
2015$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.14$0.49
2014$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.13$0.45
2013$0.08$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.12$0.40

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.35%
-1.40%
NOSIX (Northern Stock Index Fund)
Benchmark (^GSPC)

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 55.43%, occurring on Mar 9, 2009. Recovery took 882 trading sessions.

The current Northern Stock Index Fund drawdown is 1.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.43%Oct 10, 2007354Mar 9, 2009882Sep 6, 20121236
-48.1%Mar 28, 2000633Oct 9, 20021045Dec 5, 20061678
-33.82%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.54%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-19.43%Sep 21, 201865Dec 24, 201875Apr 12, 2019140

Volatility

Volatility Chart

The current Northern Stock Index Fund volatility is 4.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.06%
4.07%
NOSIX (Northern Stock Index Fund)
Benchmark (^GSPC)