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

Correlation

The correlation between NOINX and VWICX 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. VWICX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NOINX:

0.72

VWICX:

0.82

Sortino Ratio

NOINX:

1.06

VWICX:

1.25

Omega Ratio

NOINX:

1.15

VWICX:

1.17

Calmar Ratio

NOINX:

0.85

VWICX:

1.05

Martin Ratio

NOINX:

2.51

VWICX:

3.45

Ulcer Index

NOINX:

4.65%

VWICX:

4.04%

Daily Std Dev

NOINX:

15.84%

VWICX:

16.53%

Max Drawdown

NOINX:

-61.54%

VWICX:

-34.37%

Current Drawdown

NOINX:

0.00%

VWICX:

0.00%

Returns By Period

In the year-to-date period, NOINX achieves a 14.63% return, which is significantly higher than VWICX's 13.79% return.


NOINX

YTD

14.63%

1M

10.16%

6M

12.74%

1Y

11.36%

5Y*

12.76%

10Y*

5.45%

VWICX

YTD

13.79%

1M

10.42%

6M

10.54%

1Y

13.51%

5Y*

14.00%

10Y*

N/A

*Annualized

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NOINX vs. VWICX - Expense Ratio Comparison

NOINX has a 0.10% expense ratio, which is lower than VWICX's 0.45% expense ratio.


Risk-Adjusted Performance

NOINX vs. VWICX — 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 6868
Overall Rank
The Sharpe Ratio Rank of NOINX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of NOINX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of NOINX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of NOINX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of NOINX is 6565
Martin Ratio Rank

VWICX
The Risk-Adjusted Performance Rank of VWICX is 7777
Overall Rank
The Sharpe Ratio Rank of VWICX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VWICX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VWICX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VWICX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VWICX is 7777
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. VWICX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern International Equity Index Fund (NOINX) and Vanguard International Core Stock Fund Investor Shares (VWICX). 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.


The current NOINX Sharpe Ratio is 0.72, which is comparable to the VWICX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of NOINX and VWICX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NOINX vs. VWICX - Dividend Comparison

NOINX's dividend yield for the trailing twelve months is around 3.23%, more than VWICX's 1.78% yield.


TTM20242023202220212020201920182017201620152014
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%
VWICX
Vanguard International Core Stock Fund Investor Shares
1.78%2.03%2.11%2.00%2.73%1.80%0.10%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NOINX vs. VWICX - Drawdown Comparison

The maximum NOINX drawdown since its inception was -61.54%, which is greater than VWICX's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for NOINX and VWICX. For additional features, visit the drawdowns tool.


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Volatility

NOINX vs. VWICX - Volatility Comparison

Northern International Equity Index Fund (NOINX) has a higher volatility of 3.20% compared to Vanguard International Core Stock Fund Investor Shares (VWICX) at 2.88%. This indicates that NOINX's price experiences larger fluctuations and is considered to be riskier than VWICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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