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NHFIX vs. VWEHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NHFIX and VWEHX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

NHFIX vs. VWEHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern High Yield Fixed Income Fund (NHFIX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). The values are adjusted to include any dividend payments, if applicable.

280.00%285.00%290.00%295.00%300.00%305.00%310.00%315.00%December2025FebruaryMarchAprilMay
309.00%
289.90%
NHFIX
VWEHX

Key characteristics

Sharpe Ratio

NHFIX:

1.94

VWEHX:

2.38

Sortino Ratio

NHFIX:

2.86

VWEHX:

3.67

Omega Ratio

NHFIX:

1.45

VWEHX:

1.58

Calmar Ratio

NHFIX:

1.91

VWEHX:

3.16

Martin Ratio

NHFIX:

8.38

VWEHX:

12.80

Ulcer Index

NHFIX:

1.00%

VWEHX:

0.64%

Daily Std Dev

NHFIX:

4.29%

VWEHX:

3.46%

Max Drawdown

NHFIX:

-27.42%

VWEHX:

-30.17%

Current Drawdown

NHFIX:

-1.32%

VWEHX:

-0.40%

Returns By Period

In the year-to-date period, NHFIX achieves a 0.93% return, which is significantly lower than VWEHX's 1.54% return. Both investments have delivered pretty close results over the past 10 years, with NHFIX having a 4.59% annualized return and VWEHX not far behind at 4.38%.


NHFIX

YTD

0.93%

1M

2.33%

6M

1.48%

1Y

7.45%

5Y*

7.05%

10Y*

4.59%

VWEHX

YTD

1.54%

1M

1.31%

6M

2.03%

1Y

7.21%

5Y*

5.26%

10Y*

4.38%

*Annualized

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NHFIX vs. VWEHX - Expense Ratio Comparison

NHFIX has a 0.60% expense ratio, which is higher than VWEHX's 0.23% expense ratio.


Expense ratio chart for NHFIX: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NHFIX: 0.60%
Expense ratio chart for VWEHX: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWEHX: 0.23%

Risk-Adjusted Performance

NHFIX vs. VWEHX — Risk-Adjusted Performance Rank

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

NHFIX
The Risk-Adjusted Performance Rank of NHFIX is 9292
Overall Rank
The Sharpe Ratio Rank of NHFIX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of NHFIX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of NHFIX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of NHFIX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of NHFIX is 9292
Martin Ratio Rank

VWEHX
The Risk-Adjusted Performance Rank of VWEHX is 9595
Overall Rank
The Sharpe Ratio Rank of VWEHX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of VWEHX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of VWEHX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of VWEHX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of VWEHX is 9595
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.

NHFIX vs. VWEHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern High Yield Fixed Income Fund (NHFIX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). 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.


The chart of Sharpe ratio for NHFIX, currently valued at 1.94, compared to the broader market-1.000.001.002.003.00
NHFIX: 1.94
VWEHX: 2.32
The chart of Sortino ratio for NHFIX, currently valued at 2.86, compared to the broader market-2.000.002.004.006.008.00
NHFIX: 2.86
VWEHX: 3.58
The chart of Omega ratio for NHFIX, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.00
NHFIX: 1.45
VWEHX: 1.57
The chart of Calmar ratio for NHFIX, currently valued at 1.91, compared to the broader market0.002.004.006.008.0010.00
NHFIX: 1.91
VWEHX: 3.08
The chart of Martin ratio for NHFIX, currently valued at 8.38, compared to the broader market0.0010.0020.0030.0040.00
NHFIX: 8.38
VWEHX: 12.47

The current NHFIX Sharpe Ratio is 1.94, which is comparable to the VWEHX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of NHFIX and VWEHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.00December2025FebruaryMarchAprilMay
1.94
2.32
NHFIX
VWEHX

Dividends

NHFIX vs. VWEHX - Dividend Comparison

NHFIX's dividend yield for the trailing twelve months is around 6.93%, more than VWEHX's 5.66% yield.


TTM20242023202220212020201920182017201620152014
NHFIX
Northern High Yield Fixed Income Fund
6.93%6.66%6.56%6.91%5.35%5.44%6.17%6.62%6.69%6.04%6.40%6.55%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
5.66%6.13%5.68%5.11%4.15%4.62%5.25%5.93%5.30%5.39%5.88%5.59%

Drawdowns

NHFIX vs. VWEHX - Drawdown Comparison

The maximum NHFIX drawdown since its inception was -27.42%, smaller than the maximum VWEHX drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for NHFIX and VWEHX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-1.32%
-0.40%
NHFIX
VWEHX

Volatility

NHFIX vs. VWEHX - Volatility Comparison

Northern High Yield Fixed Income Fund (NHFIX) has a higher volatility of 2.35% compared to Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) at 1.77%. This indicates that NHFIX's price experiences larger fluctuations and is considered to be riskier than VWEHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%December2025FebruaryMarchAprilMay
2.35%
1.77%
NHFIX
VWEHX