NOINX vs. VMVFX
Compare and contrast key facts about Northern International Equity Index Fund (NOINX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).
NOINX is managed by Northern Funds. It was launched on Mar 22, 2005. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOINX or VMVFX.
Correlation
The correlation between NOINX and VMVFX is 0.76, 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. VMVFX - Performance Comparison
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Key characteristics
NOINX:
0.72
VMVFX:
1.00
NOINX:
1.06
VMVFX:
1.45
NOINX:
1.15
VMVFX:
1.22
NOINX:
0.85
VMVFX:
1.39
NOINX:
2.51
VMVFX:
6.14
NOINX:
4.65%
VMVFX:
1.80%
NOINX:
15.84%
VMVFX:
10.79%
NOINX:
-61.54%
VMVFX:
-33.09%
NOINX:
0.00%
VMVFX:
-0.67%
Returns By Period
In the year-to-date period, NOINX achieves a 14.63% return, which is significantly higher than VMVFX's 5.46% return. Over the past 10 years, NOINX has underperformed VMVFX with an annualized return of 5.45%, while VMVFX has yielded a comparatively higher 6.38% annualized return.
NOINX
14.63%
10.16%
12.74%
11.36%
12.76%
5.45%
VMVFX
5.46%
3.05%
2.34%
10.68%
9.67%
6.38%
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NOINX vs. VMVFX - Expense Ratio Comparison
NOINX has a 0.10% expense ratio, which is lower than VMVFX's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
NOINX vs. VMVFX — Risk-Adjusted Performance Rank
NOINX
VMVFX
NOINX vs. VMVFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern International Equity Index Fund (NOINX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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. VMVFX - Dividend Comparison
NOINX's dividend yield for the trailing twelve months is around 3.23%, more than VMVFX's 1.82% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOINX Northern International Equity Index Fund | 3.23% | 3.70% | 3.37% | 2.71% | 3.19% | 2.04% | 3.09% | 3.48% | 2.45% | 3.21% | 2.74% | 4.03% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 1.82% | 1.92% | 3.05% | 2.56% | 3.42% | 2.03% | 3.30% | 2.42% | 2.31% | 2.71% | 1.81% | 2.54% |
Drawdowns
NOINX vs. VMVFX - Drawdown Comparison
The maximum NOINX drawdown since its inception was -61.54%, which is greater than VMVFX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for NOINX and VMVFX. For additional features, visit the drawdowns tool.
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Volatility
NOINX vs. VMVFX - Volatility Comparison
Northern International Equity Index Fund (NOINX) has a higher volatility of 3.20% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.98%. This indicates that NOINX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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