NOINX vs. EFA
Compare and contrast key facts about Northern International Equity Index Fund (NOINX) and iShares MSCI EAFE ETF (EFA).
NOINX is managed by Northern Funds. It was launched on Mar 22, 2005. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOINX or EFA.
Correlation
The correlation between NOINX and EFA is 0.78, 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
NOINX vs. EFA - Performance Comparison
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Key characteristics
NOINX:
0.63
EFA:
0.56
NOINX:
0.99
EFA:
0.96
NOINX:
1.13
EFA:
1.13
NOINX:
0.78
EFA:
0.75
NOINX:
2.31
EFA:
2.25
NOINX:
4.65%
EFA:
4.69%
NOINX:
15.85%
EFA:
17.58%
NOINX:
-61.54%
EFA:
-61.04%
NOINX:
-0.57%
EFA:
-0.49%
Returns By Period
The year-to-date returns for both stocks are quite close, with NOINX having a 13.98% return and EFA slightly lower at 13.87%. Both investments have delivered pretty close results over the past 10 years, with NOINX having a 5.38% annualized return and EFA not far behind at 5.35%.
NOINX
13.98%
7.88%
13.03%
9.91%
12.61%
5.38%
EFA
13.87%
7.87%
12.97%
9.71%
12.56%
5.35%
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NOINX vs. EFA - Expense Ratio Comparison
NOINX has a 0.10% expense ratio, which is lower than EFA's 0.32% expense ratio.
Risk-Adjusted Performance
NOINX vs. EFA — Risk-Adjusted Performance Rank
NOINX
EFA
NOINX vs. EFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern International Equity Index Fund (NOINX) and iShares MSCI EAFE ETF (EFA). 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
NOINX vs. EFA - Dividend Comparison
NOINX's dividend yield for the trailing twelve months is around 3.25%, more than EFA's 2.85% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOINX Northern International Equity Index Fund | 3.25% | 3.70% | 3.37% | 2.71% | 3.19% | 2.04% | 3.09% | 3.48% | 2.45% | 3.21% | 2.74% | 4.03% |
EFA iShares MSCI EAFE ETF | 2.85% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
Drawdowns
NOINX vs. EFA - Drawdown Comparison
The maximum NOINX drawdown since its inception was -61.54%, roughly equal to the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for NOINX and EFA. For additional features, visit the drawdowns tool.
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Volatility
NOINX vs. EFA - Volatility Comparison
The current volatility for Northern International Equity Index Fund (NOINX) is 3.16%, while iShares MSCI EAFE ETF (EFA) has a volatility of 3.43%. This indicates that NOINX experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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