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NOINX vs. NOSIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NOINX and NOSIX 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.


-0.50.00.51.00.8

Performance

NOINX vs. NOSIX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.61%
7.80%
NOINX
NOSIX

Key characteristics

Sharpe Ratio

NOINX:

0.90

NOSIX:

1.73

Sortino Ratio

NOINX:

1.31

NOSIX:

2.34

Omega Ratio

NOINX:

1.16

NOSIX:

1.31

Calmar Ratio

NOINX:

1.14

NOSIX:

2.62

Martin Ratio

NOINX:

2.69

NOSIX:

9.99

Ulcer Index

NOINX:

4.31%

NOSIX:

2.22%

Daily Std Dev

NOINX:

12.81%

NOSIX:

12.84%

Max Drawdown

NOINX:

-61.54%

NOSIX:

-55.42%

Current Drawdown

NOINX:

-1.37%

NOSIX:

-0.63%

Returns By Period

In the year-to-date period, NOINX achieves a 8.69% return, which is significantly higher than NOSIX's 4.18% return. Over the past 10 years, NOINX has underperformed NOSIX with an annualized return of 5.44%, while NOSIX has yielded a comparatively higher 11.04% annualized return.


NOINX

YTD

8.69%

1M

4.89%

6M

2.26%

1Y

11.01%

5Y*

6.85%

10Y*

5.44%

NOSIX

YTD

4.18%

1M

1.24%

6M

9.05%

1Y

22.73%

5Y*

11.83%

10Y*

11.04%

*Annualized

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. NOSIX - Expense Ratio Comparison

NOINX has a 0.10% expense ratio, which is higher than NOSIX's 0.05% 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%.


NOINX
Northern International Equity Index Fund
Expense ratio chart for NOINX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for NOSIX: 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

NOINX vs. NOSIX — Risk-Adjusted Performance Rank

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

NOINX
The Risk-Adjusted Performance Rank of NOINX is 4949
Overall Rank
The Sharpe Ratio Rank of NOINX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of NOINX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of NOINX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of NOINX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of NOINX is 4141
Martin Ratio Rank

NOSIX
The Risk-Adjusted Performance Rank of NOSIX is 8484
Overall Rank
The Sharpe Ratio Rank of NOSIX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of NOSIX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of NOSIX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of NOSIX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of NOSIX is 8888
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.

NOINX vs. NOSIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern International Equity Index Fund (NOINX) and Northern Stock Index Fund (NOSIX). 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.


Sharpe ratio
The chart of Sharpe ratio for NOINX, currently valued at 0.90, compared to the broader market-1.000.001.002.003.004.000.901.73
The chart of Sortino ratio for NOINX, currently valued at 1.31, compared to the broader market0.002.004.006.008.0010.0012.001.312.34
The chart of Omega ratio for NOINX, currently valued at 1.16, compared to the broader market1.002.003.004.001.161.31
The chart of Calmar ratio for NOINX, currently valued at 1.14, compared to the broader market0.005.0010.0015.0020.001.142.62
The chart of Martin ratio for NOINX, currently valued at 2.69, compared to the broader market0.0020.0040.0060.0080.002.699.99
NOINX
NOSIX

The current NOINX Sharpe Ratio is 0.90, which is lower than the NOSIX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of NOINX and NOSIX, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.90
1.73
NOINX
NOSIX

Dividends

NOINX vs. NOSIX - Dividend Comparison

NOINX's dividend yield for the trailing twelve months is around 3.40%, more than NOSIX's 1.22% yield.


TTM20242023202220212020201920182017201620152014
NOINX
Northern International Equity Index Fund
3.40%3.70%3.37%2.71%3.19%2.04%3.09%3.48%2.45%3.21%2.74%4.03%
NOSIX
Northern Stock Index Fund
1.22%1.27%1.56%1.68%1.15%1.53%1.70%2.09%1.73%2.06%1.99%1.77%

Drawdowns

NOINX vs. NOSIX - Drawdown Comparison

The maximum NOINX drawdown since its inception was -61.54%, which is greater than NOSIX's maximum drawdown of -55.42%. Use the drawdown chart below to compare losses from any high point for NOINX and NOSIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.37%
-0.63%
NOINX
NOSIX

Volatility

NOINX vs. NOSIX - Volatility Comparison

Northern International Equity Index Fund (NOINX) has a higher volatility of 3.41% compared to Northern Stock Index Fund (NOSIX) at 2.99%. This indicates that NOINX's price experiences larger fluctuations and is considered to be riskier than NOSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.41%
2.99%
NOINX
NOSIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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