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

Correlation

The correlation between NMEDX and VUG is 0.37, 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.


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.

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Key characteristics

Returns By Period


NMEDX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

VUG

YTD

0.79%

1M

9.21%

6M

1.24%

1Y

18.30%

3Y*

19.95%

5Y*

17.15%

10Y*

15.26%

*Annualized

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NMEDX vs. VUG - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 6262
Overall Rank
The Sharpe Ratio Rank of VUG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6161
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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 0.47%.


TTM20242023202220212020201920182017201620152014
NMEDX
Northern Multi-Manager Emerging Markets Debt Opportunity Fund
0.00%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
0.47%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


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NMEDX vs. VUG - Volatility Comparison


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