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NOEMX vs. NOINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NOEMX vs. NOINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Emerging Markets Equity Index Fund (NOEMX) and Northern International Equity Index Fund (NOINX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NOEMX achieves a 29.36% return, which is significantly higher than NOINX's 9.68% return. Over the past 10 years, NOEMX has outperformed NOINX with an annualized return of 10.37%, while NOINX has yielded a comparatively lower 9.29% annualized return.


NOEMX

1D
0.86%
1M
9.57%
YTD
29.36%
6M
32.12%
1Y
58.02%
3Y*
24.77%
5Y*
7.67%
10Y*
10.37%

NOINX

1D
0.42%
1M
4.11%
YTD
9.68%
6M
12.20%
1Y
22.60%
3Y*
17.23%
5Y*
8.83%
10Y*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOEMX vs. NOINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOEMX
Northern Emerging Markets Equity Index Fund
29.36%33.67%7.10%9.20%-20.53%-3.36%17.63%18.32%-15.04%37.34%
NOINX
Northern International Equity Index Fund
9.68%31.86%3.69%18.08%-14.24%11.08%7.92%21.98%-13.76%25.28%

Correlation

The correlation between NOEMX and NOINX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2006

0.76

The correlation between NOEMX and NOINX shifts across timeframes, from 0.60 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NOEMX vs. NOINX — Risk / Return Rank

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

NOEMX
NOEMX Risk / Return Rank: 9292
Overall Rank
NOEMX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NOEMX Sortino Ratio Rank: 9292
Sortino Ratio Rank
NOEMX Omega Ratio Rank: 9191
Omega Ratio Rank
NOEMX Calmar Ratio Rank: 9090
Calmar Ratio Rank
NOEMX Martin Ratio Rank: 8989
Martin Ratio Rank

NOINX
NOINX Risk / Return Rank: 2727
Overall Rank
NOINX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
NOINX Sortino Ratio Rank: 2424
Sortino Ratio Rank
NOINX Omega Ratio Rank: 2525
Omega Ratio Rank
NOINX Calmar Ratio Rank: 2828
Calmar Ratio Rank
NOINX Martin Ratio Rank: 3232
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.

NOEMX vs. NOINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Emerging Markets Equity Index Fund (NOEMX) and Northern International Equity Index Fund (NOINX). 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.


NOEMXNOINXDifference
Sharpe ratioReturn per unit of total volatility

+2.23

Sortino ratioReturn per unit of downside risk

+2.59

Omega ratioGain probability vs. loss probability

1.67

1.26

+0.40

Calmar ratioReturn relative to maximum drawdown

4.62

2.00

+2.63

Martin ratioReturn relative to average drawdown

17.77

7.33

+10.44

NOEMX vs. NOINX - Sharpe Ratio Comparison

The current NOEMX Sharpe Ratio is 3.65, which is higher than the NOINX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of NOEMX and NOINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NOEMXNOINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.65

1.42

+2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.56

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.57

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.32

-0.05

Drawdowns

NOEMX vs. NOINX - Drawdown Comparison

The maximum NOEMX drawdown since its inception was -66.67%, which is greater than NOINX's maximum drawdown of -61.10%. Use the drawdown chart below to compare losses from any high point for NOEMX and NOINX.


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Drawdown Indicators


NOEMXNOINXDifference

Max Drawdown

Largest peak-to-trough decline

-66.67%

-61.10%

-5.57%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

-11.12%

-1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-16.34%

-13.73%

-2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-37.16%

-29.34%

-7.82%

Max Drawdown (10Y)

Largest decline over 10 years

-39.49%

-33.69%

-5.80%

Current Drawdown

Current decline from peak

0.00%

-0.36%

+0.36%

Average Drawdown

Average peak-to-trough decline

-19.02%

-12.58%

-6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.00%

+0.36%

Volatility

NOEMX vs. NOINX - Volatility Comparison

Northern Emerging Markets Equity Index Fund (NOEMX) has a higher volatility of 6.57% compared to Northern International Equity Index Fund (NOINX) at 4.89%. This indicates that NOEMX's price experiences larger fluctuations and is considered to be riskier than NOINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOEMXNOINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

4.89%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

13.15%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

15.66%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.49%

16.02%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

16.51%

+1.07%

NOEMX vs. NOINX - Expense Ratio Comparison

NOEMX has a 0.22% expense ratio, which is higher than NOINX's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

NOEMX vs. NOINX - Dividend Comparison

NOEMX's dividend yield for the trailing twelve months is around 1.95%, less than NOINX's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
NOEMX
Northern Emerging Markets Equity Index Fund
1.95%2.53%2.98%3.86%2.42%2.87%2.36%3.24%2.76%1.74%1.92%2.54%
NOINX
Northern International Equity Index Fund
3.25%3.57%3.70%3.37%2.71%3.19%2.04%3.08%3.47%2.45%3.21%2.74%

Frequently Asked Questions


NOEMX and NOINX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOEMX has higher volatility (6.57%) compared to NOINX (4.89%). In terms of maximum drawdown, NOEMX dropped -66.67% vs NOINX's -61.10%.

NOEMX currently has the higher Sharpe Ratio (3.65 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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