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NOIEX vs. FSTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NOIEX vs. FSTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Income Equity Fund (NOIEX) and Fidelity Advisor Strategic Income Fund Class A (FSTAX). The values are adjusted to include any dividend payments, if applicable.

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NOIEX vs. FSTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOIEX
Northern Income Equity Fund
-4.59%18.81%24.28%19.56%-13.34%27.96%11.03%27.04%-6.62%20.22%
FSTAX
Fidelity Advisor Strategic Income Fund Class A
-0.88%8.68%4.93%8.82%-11.98%3.22%7.21%10.74%-2.94%7.63%

Returns By Period

In the year-to-date period, NOIEX achieves a -4.59% return, which is significantly lower than FSTAX's -0.88% return. Over the past 10 years, NOIEX has outperformed FSTAX with an annualized return of 12.25%, while FSTAX has yielded a comparatively lower 3.84% annualized return.


NOIEX

1D
-0.29%
1M
-7.32%
YTD
-4.59%
6M
-1.82%
1Y
16.41%
3Y*
17.35%
5Y*
11.80%
10Y*
12.25%

FSTAX

1D
0.00%
1M
-2.65%
YTD
-0.88%
6M
0.34%
1Y
6.86%
3Y*
6.09%
5Y*
2.33%
10Y*
3.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NOIEX vs. FSTAX - Expense Ratio Comparison

NOIEX has a 0.49% expense ratio, which is lower than FSTAX's 0.97% expense ratio.


Return for Risk

NOIEX vs. FSTAX — Risk / Return Rank

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

NOIEX
NOIEX Risk / Return Rank: 5050
Overall Rank
NOIEX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
NOIEX Sortino Ratio Rank: 5555
Sortino Ratio Rank
NOIEX Omega Ratio Rank: 5959
Omega Ratio Rank
NOIEX Calmar Ratio Rank: 4141
Calmar Ratio Rank
NOIEX Martin Ratio Rank: 5050
Martin Ratio Rank

FSTAX
FSTAX Risk / Return Rank: 9292
Overall Rank
FSTAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSTAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FSTAX Omega Ratio Rank: 9090
Omega Ratio Rank
FSTAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FSTAX Martin Ratio Rank: 9191
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.

NOIEX vs. FSTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Income Equity Fund (NOIEX) and Fidelity Advisor Strategic Income Fund Class A (FSTAX). 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.


NOIEXFSTAXDifference

Sharpe ratio

Return per unit of total volatility

0.92

2.03

-1.11

Sortino ratio

Return per unit of downside risk

1.45

2.82

-1.37

Omega ratio

Gain probability vs. loss probability

1.22

1.40

-0.18

Calmar ratio

Return relative to maximum drawdown

1.05

2.71

-1.67

Martin ratio

Return relative to average drawdown

4.85

10.69

-5.85

NOIEX vs. FSTAX - Sharpe Ratio Comparison

The current NOIEX Sharpe Ratio is 0.92, which is lower than the FSTAX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of NOIEX and FSTAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NOIEXFSTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

2.03

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.53

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.88

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.48

+0.17

Correlation

The correlation between NOIEX and FSTAX is 0.31, 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

NOIEX vs. FSTAX - Dividend Comparison

NOIEX's dividend yield for the trailing twelve months is around 8.37%, more than FSTAX's 3.80% yield.


TTM20252024202320222021202020192018201720162015
NOIEX
Northern Income Equity Fund
8.37%7.92%6.11%7.03%5.44%14.26%7.67%8.58%15.73%7.56%3.02%5.57%
FSTAX
Fidelity Advisor Strategic Income Fund Class A
3.80%4.05%3.21%3.70%2.70%4.01%4.32%4.06%3.50%3.70%3.49%2.89%

Drawdowns

NOIEX vs. FSTAX - Drawdown Comparison

The maximum NOIEX drawdown since its inception was -45.66%, which is greater than FSTAX's maximum drawdown of -23.29%. Use the drawdown chart below to compare losses from any high point for NOIEX and FSTAX.


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Drawdown Indicators


NOIEXFSTAXDifference

Max Drawdown

Largest peak-to-trough decline

-45.66%

-23.29%

-22.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-2.65%

-9.76%

Max Drawdown (5Y)

Largest decline over 5 years

-21.89%

-16.18%

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

-16.18%

-19.13%

Current Drawdown

Current decline from peak

-8.39%

-2.65%

-5.74%

Average Drawdown

Average peak-to-trough decline

-5.01%

-4.86%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

0.67%

+2.22%

Volatility

NOIEX vs. FSTAX - Volatility Comparison

Northern Income Equity Fund (NOIEX) has a higher volatility of 4.02% compared to Fidelity Advisor Strategic Income Fund Class A (FSTAX) at 1.53%. This indicates that NOIEX's price experiences larger fluctuations and is considered to be riskier than FSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOIEXFSTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

1.53%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.01%

2.38%

+6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

19.09%

3.57%

+15.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

4.42%

+11.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

4.40%

+13.52%