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IHDG vs. NOINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHDG vs. NOINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Hedged Dividend Growth Fund (IHDG) and Northern International Equity Index Fund (NOINX). The values are adjusted to include any dividend payments, if applicable.

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IHDG vs. NOINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHDG
WisdomTree International Hedged Dividend Growth Fund
0.70%14.17%5.97%20.00%-11.53%19.75%10.51%33.42%-12.03%21.93%
NOINX
Northern International Equity Index Fund
0.85%31.86%3.69%18.08%-14.24%11.08%7.92%21.98%-13.76%25.28%

Returns By Period

In the year-to-date period, IHDG achieves a 0.70% return, which is significantly lower than NOINX's 0.85% return. Over the past 10 years, IHDG has outperformed NOINX with an annualized return of 9.93%, while NOINX has yielded a comparatively lower 8.78% annualized return.


IHDG

1D
1.68%
1M
-3.94%
YTD
0.70%
6M
5.47%
1Y
14.91%
3Y*
9.58%
5Y*
7.77%
10Y*
9.93%

NOINX

1D
2.78%
1M
-6.54%
YTD
0.85%
6M
4.76%
1Y
22.76%
3Y*
14.49%
5Y*
8.21%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHDG vs. NOINX - Expense Ratio Comparison

IHDG has a 0.58% expense ratio, which is higher than NOINX's 0.10% expense ratio.


Return for Risk

IHDG vs. NOINX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IHDG
IHDG Risk / Return Rank: 4747
Overall Rank
IHDG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IHDG Sortino Ratio Rank: 4646
Sortino Ratio Rank
IHDG Omega Ratio Rank: 4747
Omega Ratio Rank
IHDG Calmar Ratio Rank: 4949
Calmar Ratio Rank
IHDG Martin Ratio Rank: 5151
Martin Ratio Rank

NOINX
NOINX Risk / Return Rank: 6969
Overall Rank
NOINX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NOINX Sortino Ratio Rank: 7171
Sortino Ratio Rank
NOINX Omega Ratio Rank: 7070
Omega Ratio Rank
NOINX Calmar Ratio Rank: 6666
Calmar Ratio Rank
NOINX Martin Ratio Rank: 6363
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.

IHDG vs. NOINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Hedged Dividend Growth Fund (IHDG) and Northern International Equity Index Fund (NOINX). 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.


IHDGNOINXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.39

-0.53

Sortino ratio

Return per unit of downside risk

1.32

1.87

-0.55

Omega ratio

Gain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.33

1.65

-0.32

Martin ratio

Return relative to average drawdown

5.10

6.38

-1.27

IHDG vs. NOINX - Sharpe Ratio Comparison

The current IHDG Sharpe Ratio is 0.86, which is lower than the NOINX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of IHDG and NOINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IHDGNOINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.39

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.52

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.54

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.30

+0.28

Correlation

The correlation between IHDG and NOINX is 0.79, 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.


Dividends

IHDG vs. NOINX - Dividend Comparison

IHDG's dividend yield for the trailing twelve months is around 1.91%, less than NOINX's 3.54% yield.


TTM20252024202320222021202020192018201720162015
IHDG
WisdomTree International Hedged Dividend Growth Fund
1.91%1.84%2.42%1.70%13.79%2.77%1.94%1.99%0.22%1.28%1.91%3.04%
NOINX
Northern International Equity Index Fund
3.54%3.57%3.70%3.37%2.71%3.19%2.04%3.08%3.47%2.45%3.21%2.74%

Drawdowns

IHDG vs. NOINX - Drawdown Comparison

The maximum IHDG drawdown since its inception was -29.24%, smaller than the maximum NOINX drawdown of -61.10%. Use the drawdown chart below to compare losses from any high point for IHDG and NOINX.


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Drawdown Indicators


IHDGNOINXDifference

Max Drawdown

Largest peak-to-trough decline

-29.24%

-61.10%

+31.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-11.12%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-19.52%

-29.34%

+9.82%

Max Drawdown (10Y)

Largest decline over 10 years

-29.24%

-33.69%

+4.45%

Current Drawdown

Current decline from peak

-5.70%

-8.38%

+2.68%

Average Drawdown

Average peak-to-trough decline

-4.05%

-12.65%

+8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.09%

-0.12%

Volatility

IHDG vs. NOINX - Volatility Comparison

The current volatility for WisdomTree International Hedged Dividend Growth Fund (IHDG) is 5.94%, while Northern International Equity Index Fund (NOINX) has a volatility of 7.30%. This indicates that IHDG experiences smaller price fluctuations and is considered to be less risky than NOINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHDGNOINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

7.30%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

11.83%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

16.97%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

15.82%

-1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

16.43%

-0.73%