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NOIGX vs. NOCBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NOIGX vs. NOCBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern International Equity Fund (NOIGX) and Northern Core Bond Fund (NOCBX). The values are adjusted to include any dividend payments, if applicable.

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NOIGX vs. NOCBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOIGX
Northern International Equity Fund
2.38%37.46%4.73%19.04%-11.87%15.14%1.69%16.60%-15.11%22.90%
NOCBX
Northern Core Bond Fund
-0.09%6.17%1.10%5.07%-14.51%-1.62%7.32%9.76%-1.03%4.05%

Returns By Period

In the year-to-date period, NOIGX achieves a 2.38% return, which is significantly higher than NOCBX's -0.09% return. Over the past 10 years, NOIGX has outperformed NOCBX with an annualized return of 8.91%, while NOCBX has yielded a comparatively lower 1.31% annualized return.


NOIGX

1D
2.69%
1M
-5.50%
YTD
2.38%
6M
8.36%
1Y
29.67%
3Y*
17.59%
5Y*
10.75%
10Y*
8.91%

NOCBX

1D
0.11%
1M
-1.33%
YTD
-0.09%
6M
0.67%
1Y
4.05%
3Y*
2.94%
5Y*
-0.45%
10Y*
1.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NOIGX vs. NOCBX - Expense Ratio Comparison

NOIGX has a 0.51% expense ratio, which is higher than NOCBX's 0.42% expense ratio.


Return for Risk

NOIGX vs. NOCBX — Risk / Return Rank

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

NOIGX
NOIGX Risk / Return Rank: 8686
Overall Rank
NOIGX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
NOIGX Sortino Ratio Rank: 8686
Sortino Ratio Rank
NOIGX Omega Ratio Rank: 8686
Omega Ratio Rank
NOIGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
NOIGX Martin Ratio Rank: 8686
Martin Ratio Rank

NOCBX
NOCBX Risk / Return Rank: 4949
Overall Rank
NOCBX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NOCBX Sortino Ratio Rank: 4747
Sortino Ratio Rank
NOCBX Omega Ratio Rank: 3535
Omega Ratio Rank
NOCBX Calmar Ratio Rank: 6868
Calmar Ratio Rank
NOCBX Martin Ratio Rank: 5050
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.

NOIGX vs. NOCBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern International Equity Fund (NOIGX) and Northern Core Bond Fund (NOCBX). 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.


NOIGXNOCBXDifference

Sharpe ratio

Return per unit of total volatility

1.88

0.98

+0.90

Sortino ratio

Return per unit of downside risk

2.44

1.45

+0.99

Omega ratio

Gain probability vs. loss probability

1.38

1.18

+0.20

Calmar ratio

Return relative to maximum drawdown

2.21

1.73

+0.48

Martin ratio

Return relative to average drawdown

9.62

5.39

+4.23

NOIGX vs. NOCBX - Sharpe Ratio Comparison

The current NOIGX Sharpe Ratio is 1.88, which is higher than the NOCBX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of NOIGX and NOCBX, 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


NOIGXNOCBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

0.98

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

-0.07

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.26

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.70

-0.39

Correlation

The correlation between NOIGX and NOCBX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

NOIGX vs. NOCBX - Dividend Comparison

NOIGX's dividend yield for the trailing twelve months is around 0.76%, less than NOCBX's 4.32% yield.


TTM20252024202320222021202020192018201720162015
NOIGX
Northern International Equity Fund
0.76%0.78%4.50%5.79%2.94%3.20%5.86%3.83%2.71%1.21%1.57%2.02%
NOCBX
Northern Core Bond Fund
4.32%3.14%3.82%2.99%1.66%1.56%3.58%2.75%3.16%2.88%2.05%3.09%

Drawdowns

NOIGX vs. NOCBX - Drawdown Comparison

The maximum NOIGX drawdown since its inception was -57.92%, which is greater than NOCBX's maximum drawdown of -20.02%. Use the drawdown chart below to compare losses from any high point for NOIGX and NOCBX.


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Drawdown Indicators


NOIGXNOCBXDifference

Max Drawdown

Largest peak-to-trough decline

-57.92%

-20.02%

-37.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.65%

-2.89%

-7.76%

Max Drawdown (5Y)

Largest decline over 5 years

-27.48%

-19.95%

-7.53%

Max Drawdown (10Y)

Largest decline over 10 years

-40.06%

-20.02%

-20.04%

Current Drawdown

Current decline from peak

-6.97%

-5.24%

-1.73%

Average Drawdown

Average peak-to-trough decline

-13.83%

-2.90%

-10.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

0.93%

+1.93%

Volatility

NOIGX vs. NOCBX - Volatility Comparison

Northern International Equity Fund (NOIGX) has a higher volatility of 6.88% compared to Northern Core Bond Fund (NOCBX) at 1.38%. This indicates that NOIGX's price experiences larger fluctuations and is considered to be riskier than NOCBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOIGXNOCBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

1.38%

+5.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

2.74%

+8.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

4.44%

+12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

6.10%

+9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

5.06%

+11.45%