NOBOX vs. NUESX
Compare and contrast key facts about Northern Bond Index Fund (NOBOX) and Northern U.S. Quality ESG Fund (NUESX).
NOBOX is managed by Northern Funds. It was launched on Feb 27, 2007. NUESX is managed by Northern Funds. It was launched on Oct 2, 2017.
Performance
NOBOX vs. NUESX - Performance Comparison
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NOBOX vs. NUESX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NOBOX Northern Bond Index Fund | -0.24% | 6.14% | 0.82% | 4.86% | -13.84% | -2.10% | 7.20% | 8.73% | 1.83% |
NUESX Northern U.S. Quality ESG Fund | -7.73% | 15.33% | 20.67% | 25.22% | -18.85% | 31.26% | 20.20% | 31.40% | -4.71% |
Returns By Period
In the year-to-date period, NOBOX achieves a -0.24% return, which is significantly higher than NUESX's -7.73% return.
NOBOX
- 1D
- 0.44%
- 1M
- -2.03%
- YTD
- -0.24%
- 6M
- 0.78%
- 1Y
- 4.05%
- 3Y*
- 2.81%
- 5Y*
- -0.46%
- 10Y*
- 1.21%
NUESX
- 1D
- -0.25%
- 1M
- -7.69%
- YTD
- -7.73%
- 6M
- -5.35%
- 1Y
- 12.31%
- 3Y*
- 14.74%
- 5Y*
- 9.63%
- 10Y*
- —
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NOBOX vs. NUESX - Expense Ratio Comparison
NOBOX has a 0.07% expense ratio, which is lower than NUESX's 0.39% expense ratio.
Return for Risk
NOBOX vs. NUESX — Risk / Return Rank
NOBOX
NUESX
NOBOX vs. NUESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Bond Index Fund (NOBOX) and Northern U.S. Quality ESG Fund (NUESX). 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 | NUESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.67 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.13 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.68 | +0.93 |
Martin ratioReturn relative to average drawdown | 4.70 | 3.07 | +1.63 |
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 | NUESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.67 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.56 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.64 | -0.05 |
Correlation
The correlation between NOBOX and NUESX is 0.01, 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
NOBOX vs. NUESX - Dividend Comparison
NOBOX's dividend yield for the trailing twelve months is around 3.98%, less than NUESX's 13.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOBOX Northern Bond Index Fund | 3.98% | 2.88% | 3.46% | 2.63% | 1.53% | 2.10% | 3.12% | 3.18% | 2.80% | 2.77% | 2.45% | 2.61% |
NUESX Northern U.S. Quality ESG Fund | 13.79% | 12.68% | 1.50% | 1.54% | 3.71% | 5.97% | 1.60% | 1.62% | 2.44% | 0.00% | 0.00% | 0.00% |
Drawdowns
NOBOX vs. NUESX - Drawdown Comparison
The maximum NOBOX drawdown since its inception was -20.03%, smaller than the maximum NUESX drawdown of -33.33%. Use the drawdown chart below to compare losses from any high point for NOBOX and NUESX.
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Drawdown Indicators
| NOBOX | NUESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.03% | -33.33% | +13.30% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -12.43% | +9.63% |
Max Drawdown (5Y)Largest decline over 5 years | -19.15% | -24.96% | +5.81% |
Max Drawdown (10Y)Largest decline over 10 years | -20.03% | — | — |
Current DrawdownCurrent decline from peak | -6.19% | -9.41% | +3.22% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -5.31% | +1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 3.05% | -2.09% |
Volatility
NOBOX vs. NUESX - Volatility Comparison
The current volatility for Northern Bond Index Fund (NOBOX) is 1.62%, while Northern U.S. Quality ESG Fund (NUESX) has a volatility of 4.30%. This indicates that NOBOX experiences smaller price fluctuations and is considered to be less risky than NUESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOBOX | NUESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 4.30% | -2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 9.48% | -6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.60% | 19.71% | -15.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.07% | 17.40% | -11.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.01% | 19.75% | -14.74% |