NOIEX vs. IDIVX
Compare and contrast key facts about Northern Income Equity Fund (NOIEX) and Integrity Dividend Harvest Fund (IDIVX).
NOIEX is managed by Northern Funds. It was launched on Mar 31, 1994. IDIVX is managed by IntegrityVikingFunds. It was launched on May 1, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOIEX or IDIVX.
Performance
NOIEX vs. IDIVX - Performance Comparison
Returns By Period
In the year-to-date period, NOIEX achieves a 24.92% return, which is significantly higher than IDIVX's 22.03% return. Over the past 10 years, NOIEX has outperformed IDIVX with an annualized return of 12.28%, while IDIVX has yielded a comparatively lower 7.35% annualized return.
NOIEX
24.92%
0.18%
12.34%
38.61%
15.61%
12.28%
IDIVX
22.03%
-1.22%
9.90%
30.49%
9.62%
7.35%
Key characteristics
| NOIEX | IDIVX | |
|---|---|---|
| Sharpe Ratio | 2.94 | 2.99 |
| Sortino Ratio | 4.42 | 4.16 |
| Omega Ratio | 1.60 | 1.54 |
| Calmar Ratio | 5.64 | 5.07 |
| Martin Ratio | 23.73 | 22.16 |
| Ulcer Index | 1.60% | 1.37% |
| Daily Std Dev | 12.94% | 10.15% |
| Max Drawdown | -45.66% | -33.38% |
| Current Drawdown | -1.40% | -2.06% |
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NOIEX vs. IDIVX - Expense Ratio Comparison
NOIEX has a 0.49% expense ratio, which is lower than IDIVX's 0.95% expense ratio.
Correlation
The correlation between NOIEX and IDIVX is 0.86, 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
NOIEX vs. IDIVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Income Equity Fund (NOIEX) and Integrity Dividend Harvest Fund (IDIVX). 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
NOIEX vs. IDIVX - Dividend Comparison
NOIEX's dividend yield for the trailing twelve months is around 5.45%, more than IDIVX's 2.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOIEX Northern Income Equity Fund | 5.45% | 7.03% | 5.41% | 14.43% | 7.67% | 8.58% | 15.73% | 7.56% | 3.02% | 5.57% | 35.65% | 4.99% |
IDIVX Integrity Dividend Harvest Fund | 2.71% | 3.13% | 3.08% | 2.94% | 3.42% | 3.21% | 3.44% | 2.81% | 2.71% | 3.05% | 2.82% | 2.82% |
Drawdowns
NOIEX vs. IDIVX - Drawdown Comparison
The maximum NOIEX drawdown since its inception was -45.66%, which is greater than IDIVX's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for NOIEX and IDIVX. For additional features, visit the drawdowns tool.
Volatility
NOIEX vs. IDIVX - Volatility Comparison
Northern Income Equity Fund (NOIEX) has a higher volatility of 3.35% compared to Integrity Dividend Harvest Fund (IDIVX) at 2.58%. This indicates that NOIEX's price experiences larger fluctuations and is considered to be riskier than IDIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.