AAUTX vs. NOIEX
Compare and contrast key facts about Thrivent Large Cap Value Fund (AAUTX) and Northern Income Equity Fund (NOIEX).
AAUTX is managed by Thrivent. It was launched on Oct 29, 1999. NOIEX is managed by Northern Funds. It was launched on Mar 31, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AAUTX or NOIEX.
Key characteristics
| AAUTX | NOIEX | |
|---|---|---|
| YTD Return | 15.39% | 24.69% |
| 1Y Return | 29.76% | 46.22% |
| 3Y Return (Ann) | 7.99% | 14.05% |
| 5Y Return (Ann) | 12.62% | 16.26% |
| 10Y Return (Ann) | 8.87% | 12.79% |
| Sharpe Ratio | 2.59 | 3.36 |
| Sortino Ratio | 3.61 | 4.99 |
| Omega Ratio | 1.45 | 1.68 |
| Calmar Ratio | 2.65 | 4.39 |
| Martin Ratio | 17.10 | 28.00 |
| Ulcer Index | 1.65% | 1.59% |
| Daily Std Dev | 10.87% | 13.26% |
| Max Drawdown | -55.77% | -45.66% |
| Current Drawdown | -1.15% | -0.28% |
Correlation
The correlation between AAUTX and NOIEX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AAUTX vs. NOIEX - Performance Comparison
In the year-to-date period, AAUTX achieves a 15.39% return, which is significantly lower than NOIEX's 24.69% return. Over the past 10 years, AAUTX has underperformed NOIEX with an annualized return of 8.87%, while NOIEX has yielded a comparatively higher 12.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AAUTX vs. NOIEX - Expense Ratio Comparison
AAUTX has a 0.86% expense ratio, which is higher than NOIEX's 0.49% expense ratio.
Risk-Adjusted Performance
AAUTX vs. NOIEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Large Cap Value Fund (AAUTX) and Northern Income Equity Fund (NOIEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
AAUTX vs. NOIEX - Dividend Comparison
AAUTX's dividend yield for the trailing twelve months is around 2.79%, less than NOIEX's 9.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAUTX Thrivent Large Cap Value Fund | 2.79% | 3.22% | 6.12% | 7.62% | 6.33% | 1.52% | 7.44% | 1.08% | 1.18% | 1.08% | 4.44% | 0.88% |
NOIEX Northern Income Equity Fund | 9.73% | 12.12% | 5.61% | 16.65% | 7.67% | 8.58% | 15.73% | 7.56% | 3.02% | 5.57% | 35.65% | 4.99% |
Drawdowns
AAUTX vs. NOIEX - Drawdown Comparison
The maximum AAUTX drawdown since its inception was -55.77%, which is greater than NOIEX's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for AAUTX and NOIEX. For additional features, visit the drawdowns tool.
Volatility
AAUTX vs. NOIEX - Volatility Comparison
Thrivent Large Cap Value Fund (AAUTX) has a higher volatility of 2.57% compared to Northern Income Equity Fund (NOIEX) at 2.43%. This indicates that AAUTX's price experiences larger fluctuations and is considered to be riskier than NOIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.