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IVV vs. NOSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IVV vs. NOSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) and Northern Stock Index Fund (NOSIX). The values are adjusted to include any dividend payments, if applicable.

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IVV vs. NOSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVV
iShares Core S&P 500 ETF
-3.54%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%
NOSIX
Northern Stock Index Fund
-3.54%17.83%24.87%26.24%-18.25%28.55%18.33%31.35%-4.54%21.71%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with IVV at -3.54% and NOSIX at -3.54%. Both investments have delivered pretty close results over the past 10 years, with IVV having a 14.16% annualized return and NOSIX not far behind at 14.11%.


IVV

1D
0.14%
1M
-4.01%
YTD
-3.54%
6M
-1.39%
1Y
23.53%
3Y*
18.49%
5Y*
11.96%
10Y*
14.16%

NOSIX

1D
0.11%
1M
-4.06%
YTD
-3.54%
6M
-1.39%
1Y
23.46%
3Y*
18.43%
5Y*
11.88%
10Y*
14.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IVV vs. NOSIX - Expense Ratio Comparison

IVV has a 0.03% expense ratio, which is lower than NOSIX's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IVV vs. NOSIX — Risk / Return Rank

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

IVV
IVV Risk / Return Rank: 5353
Overall Rank
IVV Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 5353
Sortino Ratio Rank
IVV Omega Ratio Rank: 5858
Omega Ratio Rank
IVV Calmar Ratio Rank: 4545
Calmar Ratio Rank
IVV Martin Ratio Rank: 5757
Martin Ratio Rank

NOSIX
NOSIX Risk / Return Rank: 4646
Overall Rank
NOSIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
NOSIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
NOSIX Omega Ratio Rank: 4444
Omega Ratio Rank
NOSIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
NOSIX Martin Ratio Rank: 6060
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.

IVV vs. NOSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) and Northern Stock Index Fund (NOSIX). 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.


IVVNOSIXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.91

+0.06

Sortino ratio

Return per unit of downside risk

1.48

1.45

+0.03

Omega ratio

Gain probability vs. loss probability

1.23

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.52

1.60

-0.08

Martin ratio

Return relative to average drawdown

7.13

7.43

-0.30

IVV vs. NOSIX - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 0.97, which is comparable to the NOSIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of IVV and NOSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IVVNOSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.91

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.69

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.78

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.48

-0.05

Correlation

The correlation between IVV and NOSIX is 0.95, 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

IVV vs. NOSIX - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.22%, less than NOSIX's 3.05% yield.


TTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF
1.22%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
NOSIX
Northern Stock Index Fund
3.05%2.94%2.59%5.02%4.72%3.22%4.00%2.41%4.82%3.13%2.76%3.36%

Drawdowns

IVV vs. NOSIX - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, roughly equal to the maximum NOSIX drawdown of -55.42%. Use the drawdown chart below to compare losses from any high point for IVV and NOSIX.


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Drawdown Indicators


IVVNOSIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-55.42%

+0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-8.89%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-24.54%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-33.82%

-0.08%

Current Drawdown

Current decline from peak

-5.44%

-5.44%

0.00%

Average Drawdown

Average peak-to-trough decline

-10.84%

-10.38%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.61%

-0.04%

Volatility

IVV vs. NOSIX - Volatility Comparison

iShares Core S&P 500 ETF (IVV) and Northern Stock Index Fund (NOSIX) have volatilities of 5.27% and 5.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVVNOSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

5.30%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

9.66%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.31%

19.52%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

17.20%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

18.19%

-0.16%