NOCBX vs. NOLCX
Compare and contrast key facts about Northern Core Bond Fund (NOCBX) and Northern Large Cap Core Fund (NOLCX).
NOCBX is managed by Northern Funds. It was launched on Mar 29, 2001. NOLCX is managed by Northern Funds. It was launched on Dec 16, 2005.
Performance
NOCBX vs. NOLCX - Performance Comparison
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NOCBX vs. NOLCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
NOLCX Northern Large Cap Core Fund | -3.57% | 21.83% | 26.04% | 24.32% | -15.59% | 32.90% | 11.96% | 25.64% | -6.28% | 20.32% |
Returns By Period
In the year-to-date period, NOCBX achieves a -0.09% return, which is significantly higher than NOLCX's -3.57% return. Over the past 10 years, NOCBX has underperformed NOLCX with an annualized return of 1.31%, while NOLCX has yielded a comparatively higher 13.57% annualized return.
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%
NOLCX
- 1D
- 2.65%
- 1M
- -4.32%
- YTD
- -3.57%
- 6M
- -0.81%
- 1Y
- 21.43%
- 3Y*
- 20.11%
- 5Y*
- 13.22%
- 10Y*
- 13.57%
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NOCBX vs. NOLCX - Expense Ratio Comparison
NOCBX has a 0.42% expense ratio, which is lower than NOLCX's 0.45% expense ratio.
Return for Risk
NOCBX vs. NOLCX — Risk / Return Rank
NOCBX
NOLCX
NOCBX vs. NOLCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Core Bond Fund (NOCBX) and Northern Large Cap Core Fund (NOLCX). 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.
| NOCBX | NOLCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.15 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.79 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.46 | +0.26 |
Martin ratioReturn relative to average drawdown | 5.39 | 7.02 | -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
| NOCBX | NOLCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.15 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.70 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.71 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.50 | +0.20 |
Correlation
The correlation between NOCBX and NOLCX is -0.16. 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
NOCBX vs. NOLCX - Dividend Comparison
NOCBX's dividend yield for the trailing twelve months is around 4.32%, less than NOLCX's 8.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NOLCX Northern Large Cap Core Fund | 8.90% | 8.57% | 9.09% | 8.96% | 5.02% | 14.82% | 1.35% | 3.93% | 2.49% | 2.63% | 1.78% | 1.87% |
Drawdowns
NOCBX vs. NOLCX - Drawdown Comparison
The maximum NOCBX drawdown since its inception was -20.02%, smaller than the maximum NOLCX drawdown of -56.64%. Use the drawdown chart below to compare losses from any high point for NOCBX and NOLCX.
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Drawdown Indicators
| NOCBX | NOLCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.02% | -56.64% | +36.62% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -12.26% | +9.37% |
Max Drawdown (5Y)Largest decline over 5 years | -19.95% | -30.63% | +10.68% |
Max Drawdown (10Y)Largest decline over 10 years | -20.02% | -34.46% | +14.44% |
Current DrawdownCurrent decline from peak | -5.24% | -5.77% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -8.92% | +6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 2.66% | -1.73% |
Volatility
NOCBX vs. NOLCX - Volatility Comparison
The current volatility for Northern Core Bond Fund (NOCBX) is 1.38%, while Northern Large Cap Core Fund (NOLCX) has a volatility of 4.88%. This indicates that NOCBX experiences smaller price fluctuations and is considered to be less risky than NOLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOCBX | NOLCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 4.88% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 9.50% | -6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.44% | 19.42% | -14.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.10% | 19.12% | -13.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.06% | 19.25% | -14.19% |