NOCBX vs. VFIDX
Compare and contrast key facts about Northern Core Bond Fund (NOCBX) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX).
NOCBX is managed by Northern Funds. It was launched on Mar 29, 2001. VFIDX is managed by Vanguard. It was launched on Feb 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOCBX or VFIDX.
Performance
NOCBX vs. VFIDX - Performance Comparison
Returns By Period
In the year-to-date period, NOCBX achieves a 1.45% return, which is significantly lower than VFIDX's 3.18% return. Over the past 10 years, NOCBX has underperformed VFIDX with an annualized return of 0.96%, while VFIDX has yielded a comparatively higher 1.79% annualized return.
NOCBX
1.45%
-0.56%
2.78%
6.01%
-0.70%
0.96%
VFIDX
3.18%
-0.41%
4.17%
8.81%
0.20%
1.79%
Key characteristics
| NOCBX | VFIDX | |
|---|---|---|
| Sharpe Ratio | 1.03 | 1.54 |
| Sortino Ratio | 1.49 | 2.29 |
| Omega Ratio | 1.18 | 1.28 |
| Calmar Ratio | 0.39 | 0.56 |
| Martin Ratio | 3.43 | 5.71 |
| Ulcer Index | 1.75% | 1.54% |
| Daily Std Dev | 5.81% | 5.72% |
| Max Drawdown | -20.21% | -22.52% |
| Current Drawdown | -9.97% | -7.97% |
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NOCBX vs. VFIDX - Expense Ratio Comparison
NOCBX has a 0.42% expense ratio, which is higher than VFIDX's 0.10% expense ratio.
Correlation
The correlation between NOCBX and VFIDX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
NOCBX vs. VFIDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Core Bond Fund (NOCBX) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX). 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.
Dividends
NOCBX vs. VFIDX - Dividend Comparison
NOCBX's dividend yield for the trailing twelve months is around 3.79%, less than VFIDX's 4.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOCBX Northern Core Bond Fund | 3.79% | 3.64% | 2.87% | 1.72% | 1.97% | 2.67% | 3.06% | 2.90% | 2.19% | 2.40% | 2.17% | 2.63% |
VFIDX Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares | 4.52% | 3.89% | 3.21% | 2.36% | 2.59% | 3.12% | 3.32% | 2.91% | 2.98% | 3.21% | 3.26% | 3.38% |
Drawdowns
NOCBX vs. VFIDX - Drawdown Comparison
The maximum NOCBX drawdown since its inception was -20.21%, smaller than the maximum VFIDX drawdown of -22.52%. Use the drawdown chart below to compare losses from any high point for NOCBX and VFIDX. For additional features, visit the drawdowns tool.
Volatility
NOCBX vs. VFIDX - Volatility Comparison
Northern Core Bond Fund (NOCBX) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) have volatilities of 1.47% and 1.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.