NOINX vs. NUSFX
Compare and contrast key facts about Northern International Equity Index Fund (NOINX) and Northern Ultra-Short Fixed Income Fund (NUSFX).
NOINX is managed by Northern Funds. It was launched on Mar 22, 2005. NUSFX is managed by Northern Funds. It was launched on Jun 18, 2009.
Performance
NOINX vs. NUSFX - Performance Comparison
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NOINX vs. NUSFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOINX Northern International Equity Index Fund | 0.85% | 31.86% | 3.69% | 18.08% | -14.24% | 11.08% | 7.92% | 21.98% | -13.76% | 25.28% |
NUSFX Northern Ultra-Short Fixed Income Fund | 0.84% | 4.27% | 5.22% | 5.21% | -1.59% | -0.17% | 2.34% | 3.68% | 1.51% | 1.53% |
Returns By Period
The year-to-date returns for both stocks are quite close, with NOINX having a 0.85% return and NUSFX slightly lower at 0.84%. Over the past 10 years, NOINX has outperformed NUSFX with an annualized return of 8.78%, while NUSFX has yielded a comparatively lower 2.36% annualized 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%
NUSFX
- 1D
- 0.10%
- 1M
- 0.04%
- YTD
- 0.84%
- 6M
- 1.91%
- 1Y
- 4.56%
- 3Y*
- 4.70%
- 5Y*
- 2.70%
- 10Y*
- 2.36%
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NOINX vs. NUSFX - Expense Ratio Comparison
NOINX has a 0.10% expense ratio, which is lower than NUSFX's 0.28% expense ratio.
Return for Risk
NOINX vs. NUSFX — Risk / Return Rank
NOINX
NUSFX
NOINX vs. NUSFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern International Equity Index Fund (NOINX) and Northern Ultra-Short Fixed Income Fund (NUSFX). 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 | NUSFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 2.98 | -1.59 |
Sortino ratioReturn per unit of downside risk | 1.87 | 6.75 | -4.89 |
Omega ratioGain probability vs. loss probability | 1.28 | 2.85 | -1.57 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 5.24 | -3.59 |
Martin ratioReturn relative to average drawdown | 6.38 | 38.53 | -32.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NOINX | NUSFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 2.98 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 2.09 | -1.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 1.96 | -1.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 1.78 | -1.48 |
Correlation
The correlation between NOINX and NUSFX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NOINX vs. NUSFX - Dividend Comparison
NOINX's dividend yield for the trailing twelve months is around 3.54%, less than NUSFX's 4.56% 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% |
NUSFX Northern Ultra-Short Fixed Income Fund | 4.56% | 3.78% | 4.09% | 2.86% | 0.97% | 0.71% | 1.52% | 2.42% | 2.09% | 1.42% | 1.07% | 0.85% |
Drawdowns
NOINX vs. NUSFX - Drawdown Comparison
The maximum NOINX drawdown since its inception was -61.10%, which is greater than NUSFX's maximum drawdown of -3.88%. Use the drawdown chart below to compare losses from any high point for NOINX and NUSFX.
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Drawdown Indicators
| NOINX | NUSFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.10% | -3.88% | -57.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -0.87% | -10.25% |
Max Drawdown (5Y)Largest decline over 5 years | -29.34% | -3.35% | -25.99% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -3.88% | -29.81% |
Current DrawdownCurrent decline from peak | -8.38% | 0.00% | -8.38% |
Average DrawdownAverage peak-to-trough decline | -12.65% | -0.24% | -12.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 0.12% | +2.97% |
Volatility
NOINX vs. NUSFX - Volatility Comparison
Northern International Equity Index Fund (NOINX) has a higher volatility of 7.30% compared to Northern Ultra-Short Fixed Income Fund (NUSFX) at 0.39%. This indicates that NOINX's price experiences larger fluctuations and is considered to be riskier than NUSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOINX | NUSFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 0.39% | +6.91% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 0.97% | +10.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 1.54% | +15.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 1.30% | +14.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 1.21% | +15.22% |