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NMFIX vs. NOSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMFIX vs. NOSIX - 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 Stock Index Fund (NOSIX). The values are adjusted to include any dividend payments, if applicable.

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NMFIX vs. NOSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMFIX
Northern Multi-Manager Global Listed Infrastructure Fund
6.79%23.11%1.74%6.62%-7.21%13.68%-2.59%24.34%-10.26%22.17%
NOSIX
Northern Stock Index Fund
-7.06%17.83%24.87%26.24%-18.25%28.55%18.33%31.35%-4.54%21.71%

Returns By Period

In the year-to-date period, NMFIX achieves a 6.79% return, which is significantly higher than NOSIX's -7.06% return. Over the past 10 years, NMFIX has underperformed NOSIX with an annualized return of 7.52%, while NOSIX has yielded a comparatively higher 13.65% annualized return.


NMFIX

1D
0.49%
1M
-5.75%
YTD
6.79%
6M
9.53%
1Y
22.79%
3Y*
11.15%
5Y*
7.90%
10Y*
7.52%

NOSIX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.59%
1Y
14.42%
3Y*
17.12%
5Y*
11.31%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMFIX vs. NOSIX - Expense Ratio Comparison

NMFIX has a 0.96% expense ratio, which is higher than NOSIX's 0.05% expense ratio.


Return for Risk

NMFIX vs. NOSIX — Risk / Return Rank

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

NMFIX
NMFIX Risk / Return Rank: 8989
Overall Rank
NMFIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NMFIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
NMFIX Omega Ratio Rank: 8787
Omega Ratio Rank
NMFIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
NMFIX Martin Ratio Rank: 9494
Martin Ratio Rank

NOSIX
NOSIX Risk / Return Rank: 4040
Overall Rank
NOSIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NOSIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
NOSIX Omega Ratio Rank: 4747
Omega Ratio Rank
NOSIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
NOSIX Martin Ratio Rank: 4040
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. NOSIX - 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 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.


NMFIXNOSIXDifference

Sharpe ratio

Return per unit of total volatility

1.61

0.79

+0.82

Sortino ratio

Return per unit of downside risk

2.28

1.28

+1.00

Omega ratio

Gain probability vs. loss probability

1.37

1.20

+0.18

Calmar ratio

Return relative to maximum drawdown

3.01

0.88

+2.13

Martin ratio

Return relative to average drawdown

12.07

4.18

+7.89

NMFIX vs. NOSIX - Sharpe Ratio Comparison

The current NMFIX Sharpe Ratio is 1.61, which is higher than the NOSIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of NMFIX and NOSIX, 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


NMFIXNOSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

0.79

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.66

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.75

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.47

+0.05

Correlation

The correlation between NMFIX and NOSIX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NMFIX vs. NOSIX - Dividend Comparison

NMFIX's dividend yield for the trailing twelve months is around 5.68%, more than NOSIX's 3.17% yield.


TTM20252024202320222021202020192018201720162015
NMFIX
Northern Multi-Manager Global Listed Infrastructure Fund
5.68%6.03%3.82%2.78%3.98%10.13%2.11%2.47%10.33%7.71%2.53%2.01%
NOSIX
Northern Stock Index Fund
3.17%2.94%2.59%5.02%4.72%3.22%4.00%2.41%4.82%3.13%2.76%3.36%

Drawdowns

NMFIX vs. NOSIX - Drawdown Comparison

The maximum NMFIX drawdown since its inception was -34.93%, smaller than the maximum NOSIX drawdown of -55.42%. Use the drawdown chart below to compare losses from any high point for NMFIX and NOSIX.


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Drawdown Indicators


NMFIXNOSIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.93%

-55.42%

+20.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-12.11%

+4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

-24.54%

+1.78%

Max Drawdown (10Y)

Largest decline over 10 years

-34.93%

-33.82%

-1.11%

Current Drawdown

Current decline from peak

-5.75%

-8.89%

+3.14%

Average Drawdown

Average peak-to-trough decline

-5.34%

-10.39%

+5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.67%

-0.73%

Volatility

NMFIX vs. NOSIX - Volatility Comparison

The current volatility for Northern Multi-Manager Global Listed Infrastructure Fund (NMFIX) is 3.83%, while Northern Stock Index Fund (NOSIX) has a volatility of 4.24%. This indicates that NMFIX experiences smaller price fluctuations and is considered to be less risky than NOSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMFIXNOSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

4.24%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

9.20%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

19.35%

-4.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.72%

17.16%

-3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

18.17%

-2.74%