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NOIEX vs. VVIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NOIEX and VVIAX is 0.89, 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.


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Performance

NOIEX vs. VVIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Income Equity Fund (NOIEX) and Vanguard Value Index Fund Admiral Shares (VVIAX). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%SeptemberOctoberNovemberDecember2025February
816.48%
511.29%
NOIEX
VVIAX

Key characteristics

Sharpe Ratio

NOIEX:

1.75

VVIAX:

1.61

Sortino Ratio

NOIEX:

2.36

VVIAX:

2.31

Omega Ratio

NOIEX:

1.32

VVIAX:

1.29

Calmar Ratio

NOIEX:

3.11

VVIAX:

2.33

Martin Ratio

NOIEX:

11.53

VVIAX:

6.94

Ulcer Index

NOIEX:

1.82%

VVIAX:

2.48%

Daily Std Dev

NOIEX:

12.01%

VVIAX:

10.66%

Max Drawdown

NOIEX:

-45.66%

VVIAX:

-59.32%

Current Drawdown

NOIEX:

-2.18%

VVIAX:

-1.42%

Returns By Period

In the year-to-date period, NOIEX achieves a 2.70% return, which is significantly lower than VVIAX's 5.21% return. Over the past 10 years, NOIEX has outperformed VVIAX with an annualized return of 11.27%, while VVIAX has yielded a comparatively lower 10.52% annualized return.


NOIEX

YTD

2.70%

1M

0.11%

6M

6.25%

1Y

19.41%

5Y*

15.89%

10Y*

11.27%

VVIAX

YTD

5.21%

1M

0.78%

6M

4.18%

1Y

16.27%

5Y*

13.68%

10Y*

10.52%

*Annualized

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NOIEX vs. VVIAX - Expense Ratio Comparison

NOIEX has a 0.49% expense ratio, which is higher than VVIAX's 0.05% expense ratio.


Expense ratio chart for NOIEX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for VVIAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

NOIEX vs. VVIAX — Risk-Adjusted Performance Rank

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

NOIEX
The Risk-Adjusted Performance Rank of NOIEX is 8787
Overall Rank
The Sharpe Ratio Rank of NOIEX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of NOIEX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of NOIEX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of NOIEX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of NOIEX is 9191
Martin Ratio Rank

VVIAX
The Risk-Adjusted Performance Rank of VVIAX is 8383
Overall Rank
The Sharpe Ratio Rank of VVIAX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VVIAX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VVIAX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VVIAX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VVIAX is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NOIEX vs. VVIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Income Equity Fund (NOIEX) and Vanguard Value Index Fund Admiral Shares (VVIAX). 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.


The chart of Sharpe ratio for NOIEX, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.001.751.61
The chart of Sortino ratio for NOIEX, currently valued at 2.36, compared to the broader market0.002.004.006.008.0010.002.362.31
The chart of Omega ratio for NOIEX, currently valued at 1.32, compared to the broader market1.002.003.001.321.29
The chart of Calmar ratio for NOIEX, currently valued at 3.11, compared to the broader market0.005.0010.0015.003.112.33
The chart of Martin ratio for NOIEX, currently valued at 11.53, compared to the broader market0.0020.0040.0060.0080.0011.536.94
NOIEX
VVIAX

The current NOIEX Sharpe Ratio is 1.75, which is comparable to the VVIAX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of NOIEX and VVIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.75
1.61
NOIEX
VVIAX

Dividends

NOIEX vs. VVIAX - Dividend Comparison

NOIEX's dividend yield for the trailing twelve months is around 5.83%, more than VVIAX's 2.19% yield.


TTM20242023202220212020201920182017201620152014
NOIEX
Northern Income Equity Fund
5.83%6.11%7.03%5.41%14.43%7.67%8.58%15.73%7.56%3.02%5.57%35.65%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.19%2.30%2.45%2.51%2.14%2.55%2.49%2.72%2.29%2.45%2.60%2.22%

Drawdowns

NOIEX vs. VVIAX - Drawdown Comparison

The maximum NOIEX drawdown since its inception was -45.66%, smaller than the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for NOIEX and VVIAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.18%
-1.42%
NOIEX
VVIAX

Volatility

NOIEX vs. VVIAX - Volatility Comparison

Northern Income Equity Fund (NOIEX) has a higher volatility of 3.53% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 2.89%. This indicates that NOIEX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
3.53%
2.89%
NOIEX
VVIAX