NOINX vs. FHLFX
Compare and contrast key facts about Northern International Equity Index Fund (NOINX) and Fidelity Series International Index Fund (FHLFX).
NOINX is managed by Northern Funds. It was launched on Mar 22, 2005. FHLFX is managed by Fidelity. It was launched on Aug 17, 2018.
Performance
NOINX vs. FHLFX - Performance Comparison
Loading graphics...
NOINX vs. FHLFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NOINX Northern International Equity Index Fund | 0.85% | 31.86% | 3.69% | 18.08% | -14.24% | 11.08% | 7.92% | 21.98% | -11.00% |
FHLFX Fidelity Series International Index Fund | 0.99% | 31.96% | 3.67% | 18.16% | -14.17% | 11.23% | 8.09% | 21.66% | -10.70% |
Returns By Period
In the year-to-date period, NOINX achieves a 0.85% return, which is significantly lower than FHLFX's 0.99% return.
NOINX
- 1D
- 2.78%
- 1M
- -6.54%
- YTD
- 0.85%
- 6M
- 4.76%
- 1Y
- 22.76%
- 3Y*
- 14.49%
- 5Y*
- 8.21%
- 10Y*
- 8.78%
FHLFX
- 1D
- 2.97%
- 1M
- -6.32%
- YTD
- 0.99%
- 6M
- 5.00%
- 1Y
- 22.99%
- 3Y*
- 14.59%
- 5Y*
- 8.30%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NOINX vs. FHLFX - Expense Ratio Comparison
NOINX has a 0.10% expense ratio, which is higher than FHLFX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
NOINX vs. FHLFX — Risk / Return Rank
NOINX
FHLFX
NOINX vs. FHLFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern International Equity Index Fund (NOINX) and Fidelity Series International Index Fund (FHLFX). 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.
| NOINX | FHLFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 1.39 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.90 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.95 | -0.30 |
Martin ratioReturn relative to average drawdown | 6.38 | 7.44 | -1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NOINX | FHLFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.39 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.53 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.47 | -0.17 |
Correlation
The correlation between NOINX and FHLFX is 0.97, 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.
Dividends
NOINX vs. FHLFX - Dividend Comparison
NOINX's dividend yield for the trailing twelve months is around 3.54%, more than FHLFX's 3.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOINX Northern International Equity Index Fund | 3.54% | 3.57% | 3.70% | 3.37% | 2.71% | 3.19% | 2.04% | 3.08% | 3.47% | 2.45% | 3.21% | 2.74% |
FHLFX Fidelity Series International Index Fund | 3.43% | 3.46% | 2.98% | 2.86% | 2.60% | 2.47% | 1.92% | 1.95% | 0.62% | 0.00% | 0.00% | 0.00% |
Drawdowns
NOINX vs. FHLFX - Drawdown Comparison
The maximum NOINX drawdown since its inception was -61.10%, which is greater than FHLFX's maximum drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for NOINX and FHLFX.
Loading graphics...
Drawdown Indicators
| NOINX | FHLFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.10% | -33.58% | -27.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -11.37% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -29.34% | -29.36% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | — | — |
Current DrawdownCurrent decline from peak | -8.38% | -8.18% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -12.65% | -6.18% | -6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.97% | +0.12% |
Volatility
NOINX vs. FHLFX - Volatility Comparison
Northern International Equity Index Fund (NOINX) and Fidelity Series International Index Fund (FHLFX) have volatilities of 7.30% and 7.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NOINX | FHLFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 7.63% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 11.01% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 17.06% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 15.82% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 17.63% | -1.20% |