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

Correlation

The correlation between NOIEX and VVIAX is 0.80, 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.


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.

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Key characteristics

Daily Std Dev

NOIEX:

10.43%

VVIAX:

15.45%

Max Drawdown

NOIEX:

-0.75%

VVIAX:

-59.32%

Current Drawdown

NOIEX:

-0.06%

VVIAX:

-6.43%

Returns By Period


NOIEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VVIAX

YTD

-0.13%

1M

3.78%

6M

-4.83%

1Y

6.56%

5Y*

15.02%

10Y*

9.72%

*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.


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 6868
Overall Rank
The Sharpe Ratio Rank of NOIEX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of NOIEX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of NOIEX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of NOIEX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of NOIEX is 6969
Martin Ratio Rank

VVIAX
The Risk-Adjusted Performance Rank of VVIAX is 6060
Overall Rank
The Sharpe Ratio Rank of VVIAX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VVIAX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VVIAX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VVIAX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VVIAX is 6161
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.



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Dividends

NOIEX vs. VVIAX - Dividend Comparison

NOIEX's dividend yield for the trailing twelve months is around 6.20%, more than VVIAX's 2.32% yield.


TTM20242023202220212020201920182017201620152014
NOIEX
Northern Income Equity Fund
6.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.32%2.30%2.45%2.51%2.14%2.54%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 -0.75%, 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.


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Volatility

NOIEX vs. VVIAX - Volatility Comparison


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