NOBOX vs. NSIDX
Compare and contrast key facts about Northern Bond Index Fund (NOBOX) and Northern Small Cap Index Fund (NSIDX).
NOBOX is managed by Northern Funds. It was launched on Feb 27, 2007. NSIDX is managed by Northern Funds. It was launched on Sep 3, 1999.
Performance
NOBOX vs. NSIDX - Performance Comparison
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NOBOX vs. NSIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOBOX Northern Bond Index Fund | -0.03% | 6.14% | 0.82% | 4.86% | -13.84% | -2.10% | 7.20% | 8.73% | -0.17% | 3.60% |
NSIDX Northern Small Cap Index Fund | 0.90% | 12.88% | 11.45% | 16.87% | -20.63% | 14.38% | 19.59% | 25.22% | -11.33% | 14.62% |
Returns By Period
In the year-to-date period, NOBOX achieves a -0.03% return, which is significantly lower than NSIDX's 0.90% return. Over the past 10 years, NOBOX has underperformed NSIDX with an annualized return of 1.23%, while NSIDX has yielded a comparatively higher 9.66% annualized return.
NOBOX
- 1D
- 0.22%
- 1M
- -1.40%
- YTD
- -0.03%
- 6M
- 0.78%
- 1Y
- 4.05%
- 3Y*
- 2.89%
- 5Y*
- -0.49%
- 10Y*
- 1.23%
NSIDX
- 1D
- 3.45%
- 1M
- -5.85%
- YTD
- 0.90%
- 6M
- 2.89%
- 1Y
- 25.73%
- 3Y*
- 13.02%
- 5Y*
- 3.32%
- 10Y*
- 9.66%
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NOBOX vs. NSIDX - Expense Ratio Comparison
NOBOX has a 0.07% expense ratio, which is lower than NSIDX's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
NOBOX vs. NSIDX — Risk / Return Rank
NOBOX
NSIDX
NOBOX vs. NSIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Bond Index Fund (NOBOX) and Northern Small Cap Index Fund (NSIDX). 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.
| NOBOX | NSIDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.04 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.63 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.48 | +0.29 |
Martin ratioReturn relative to average drawdown | 5.14 | 5.63 | -0.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NOBOX | NSIDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.04 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.14 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.40 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.32 | +0.28 |
Correlation
The correlation between NOBOX and NSIDX is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
NOBOX vs. NSIDX - Dividend Comparison
NOBOX's dividend yield for the trailing twelve months is around 3.97%, more than NSIDX's 1.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOBOX Northern Bond Index Fund | 3.97% | 2.88% | 3.46% | 2.63% | 1.53% | 2.10% | 3.12% | 3.18% | 2.80% | 2.77% | 2.45% | 2.61% |
NSIDX Northern Small Cap Index Fund | 1.56% | 1.57% | 6.72% | 2.01% | 6.38% | 12.15% | 3.52% | 1.78% | 12.16% | 6.55% | 4.06% | 6.68% |
Drawdowns
NOBOX vs. NSIDX - Drawdown Comparison
The maximum NOBOX drawdown since its inception was -20.03%, smaller than the maximum NSIDX drawdown of -59.02%. Use the drawdown chart below to compare losses from any high point for NOBOX and NSIDX.
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Drawdown Indicators
| NOBOX | NSIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.03% | -59.02% | +38.99% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -14.13% | +11.33% |
Max Drawdown (5Y)Largest decline over 5 years | -19.15% | -32.89% | +13.74% |
Max Drawdown (10Y)Largest decline over 10 years | -20.03% | -42.09% | +22.06% |
Current DrawdownCurrent decline from peak | -5.99% | -7.91% | +1.92% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -12.13% | +8.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 3.93% | -2.97% |
Volatility
NOBOX vs. NSIDX - Volatility Comparison
The current volatility for Northern Bond Index Fund (NOBOX) is 1.61%, while Northern Small Cap Index Fund (NSIDX) has a volatility of 7.48%. This indicates that NOBOX experiences smaller price fluctuations and is considered to be less risky than NSIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOBOX | NSIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 7.48% | -5.87% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 15.27% | -12.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.59% | 25.20% | -20.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.07% | 24.24% | -18.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.01% | 24.22% | -19.21% |