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NMEDX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NMEDX and VUG is 0.35, 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.


-0.50.00.51.00.4

Performance

NMEDX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Multi-Manager Emerging Markets Debt Opportunity Fund (NMEDX) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February0
14.65%
NMEDX
VUG

Key characteristics

Returns By Period


NMEDX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VUG

YTD

3.98%

1M

5.68%

6M

14.90%

1Y

27.98%

5Y*

17.16%

10Y*

15.83%

*Annualized

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


NMEDX vs. VUG - Expense Ratio Comparison

NMEDX has a 0.91% expense ratio, which is higher than VUG's 0.04% expense ratio.


NMEDX
Northern Multi-Manager Emerging Markets Debt Opportunity Fund
Expense ratio chart for NMEDX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

NMEDX vs. VUG — Risk-Adjusted Performance Rank

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

NMEDX
The Risk-Adjusted Performance Rank of NMEDX is 6868
Overall Rank
The Sharpe Ratio Rank of NMEDX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of NMEDX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of NMEDX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of NMEDX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of NMEDX is 3434
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6565
Overall Rank
The Sharpe Ratio Rank of VUG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6767
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.

NMEDX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Multi-Manager Emerging Markets Debt Opportunity Fund (NMEDX) and Vanguard Growth ETF (VUG). 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.


Sharpe ratio
The chart of Sharpe ratio for NMEDX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.000.541.56
The chart of Sortino ratio for NMEDX, currently valued at 3.60, compared to the broader market0.002.004.006.008.0010.0012.003.602.11
The chart of Omega ratio for NMEDX, currently valued at 3.57, compared to the broader market1.002.003.004.003.571.28
The chart of Calmar ratio for NMEDX, currently valued at 2.19, compared to the broader market0.005.0010.0015.0020.002.192.14
The chart of Martin ratio for NMEDX, currently valued at 2.33, compared to the broader market0.0020.0040.0060.0080.002.338.12
NMEDX
VUG


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.54
1.56
NMEDX
VUG

Dividends

NMEDX vs. VUG - Dividend Comparison

NMEDX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.45%.


TTM20242023202220212020201920182017201620152014
NMEDX
Northern Multi-Manager Emerging Markets Debt Opportunity Fund
100.32%100.32%5.24%1.23%4.96%1.86%1.10%3.34%5.17%1.43%0.65%4.35%
VUG
Vanguard Growth ETF
0.45%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

NMEDX vs. VUG - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-48.86%
-0.19%
NMEDX
VUG

Volatility

NMEDX vs. VUG - Volatility Comparison

The current volatility for Northern Multi-Manager Emerging Markets Debt Opportunity Fund (NMEDX) is 0.00%, while Vanguard Growth ETF (VUG) has a volatility of 5.50%. This indicates that NMEDX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February0
5.50%
NMEDX
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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