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NMFIX vs. NOCBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMFIX vs. NOCBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Multi-Manager Global Listed Infrastructure Fund (NMFIX) and Northern Core Bond Fund (NOCBX). The values are adjusted to include any dividend payments, if applicable.

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NMFIX vs. NOCBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMFIX
Northern Multi-Manager Global Listed Infrastructure Fund
7.82%23.11%1.74%6.62%-7.21%13.68%-2.59%24.34%-10.26%22.17%
NOCBX
Northern Core Bond Fund
-0.09%6.17%1.10%5.07%-14.51%-1.62%7.32%9.76%-1.03%4.05%

Returns By Period

In the year-to-date period, NMFIX achieves a 7.82% return, which is significantly higher than NOCBX's -0.09% return. Over the past 10 years, NMFIX has outperformed NOCBX with an annualized return of 7.63%, while NOCBX has yielded a comparatively lower 1.31% annualized return.


NMFIX

1D
0.97%
1M
-4.53%
YTD
7.82%
6M
10.59%
1Y
23.48%
3Y*
11.51%
5Y*
7.99%
10Y*
7.63%

NOCBX

1D
0.11%
1M
-1.33%
YTD
-0.09%
6M
0.67%
1Y
4.05%
3Y*
2.94%
5Y*
-0.45%
10Y*
1.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMFIX vs. NOCBX - Expense Ratio Comparison

NMFIX has a 0.96% expense ratio, which is higher than NOCBX's 0.42% expense ratio.


Return for Risk

NMFIX vs. NOCBX — Risk / Return Rank

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

NMFIX
NMFIX Risk / Return Rank: 8888
Overall Rank
NMFIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
NMFIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
NMFIX Omega Ratio Rank: 8787
Omega Ratio Rank
NMFIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
NMFIX Martin Ratio Rank: 9494
Martin Ratio Rank

NOCBX
NOCBX Risk / Return Rank: 4949
Overall Rank
NOCBX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NOCBX Sortino Ratio Rank: 4747
Sortino Ratio Rank
NOCBX Omega Ratio Rank: 3535
Omega Ratio Rank
NOCBX Calmar Ratio Rank: 6868
Calmar Ratio Rank
NOCBX Martin Ratio Rank: 5050
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.

NMFIX vs. NOCBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Multi-Manager Global Listed Infrastructure Fund (NMFIX) and Northern Core Bond Fund (NOCBX). 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.


NMFIXNOCBXDifference

Sharpe ratio

Return per unit of total volatility

1.66

0.98

+0.68

Sortino ratio

Return per unit of downside risk

2.35

1.45

+0.90

Omega ratio

Gain probability vs. loss probability

1.38

1.18

+0.20

Calmar ratio

Return relative to maximum drawdown

3.16

1.73

+1.43

Martin ratio

Return relative to average drawdown

12.53

5.39

+7.14

NMFIX vs. NOCBX - Sharpe Ratio Comparison

The current NMFIX Sharpe Ratio is 1.66, which is higher than the NOCBX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of NMFIX and NOCBX, 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


NMFIXNOCBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.98

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.07

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.26

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.70

-0.18

Correlation

The correlation between NMFIX and NOCBX is 0.11, 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.


Dividends

NMFIX vs. NOCBX - Dividend Comparison

NMFIX's dividend yield for the trailing twelve months is around 5.63%, more than NOCBX's 4.32% yield.


TTM20252024202320222021202020192018201720162015
NMFIX
Northern Multi-Manager Global Listed Infrastructure Fund
5.63%6.03%3.82%2.78%3.98%10.13%2.11%2.47%10.33%7.71%2.53%2.01%
NOCBX
Northern Core Bond Fund
4.32%3.14%3.82%2.99%1.66%1.56%3.58%2.75%3.16%2.88%2.05%3.09%

Drawdowns

NMFIX vs. NOCBX - Drawdown Comparison

The maximum NMFIX drawdown since its inception was -34.93%, which is greater than NOCBX's maximum drawdown of -20.02%. Use the drawdown chart below to compare losses from any high point for NMFIX and NOCBX.


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Drawdown Indicators


NMFIXNOCBXDifference

Max Drawdown

Largest peak-to-trough decline

-34.93%

-20.02%

-14.91%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-2.89%

-4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

-19.95%

-2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-34.93%

-20.02%

-14.91%

Current Drawdown

Current decline from peak

-4.84%

-5.24%

+0.40%

Average Drawdown

Average peak-to-trough decline

-5.34%

-2.90%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

0.93%

+1.04%

Volatility

NMFIX vs. NOCBX - Volatility Comparison

Northern Multi-Manager Global Listed Infrastructure Fund (NMFIX) has a higher volatility of 4.02% compared to Northern Core Bond Fund (NOCBX) at 1.38%. This indicates that NMFIX's price experiences larger fluctuations and is considered to be riskier than NOCBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMFIXNOCBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

1.38%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

2.74%

+7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

4.44%

+10.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.73%

6.10%

+7.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.44%

5.06%

+10.38%