NOLCX vs. DFIEX
Compare and contrast key facts about Northern Large Cap Core Fund (NOLCX) and DFA International Core Equity Portfolio I (DFIEX).
NOLCX is managed by Northern Funds. It was launched on Dec 16, 2005. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
NOLCX vs. DFIEX - Performance Comparison
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NOLCX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOLCX Northern Large Cap Core Fund | -3.57% | 21.83% | 26.04% | 24.32% | -15.59% | 32.90% | 11.96% | 25.64% | -6.28% | 20.32% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, NOLCX achieves a -3.57% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, NOLCX has outperformed DFIEX with an annualized return of 13.57%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
NOLCX
- 1D
- 2.65%
- 1M
- -4.32%
- YTD
- -3.57%
- 6M
- -0.81%
- 1Y
- 21.43%
- 3Y*
- 20.11%
- 5Y*
- 13.22%
- 10Y*
- 13.57%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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NOLCX vs. DFIEX - Expense Ratio Comparison
NOLCX has a 0.45% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
NOLCX vs. DFIEX — Risk / Return Rank
NOLCX
DFIEX
NOLCX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Large Cap Core Fund (NOLCX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| NOLCX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.95 | -0.80 |
Sortino ratioReturn per unit of downside risk | 1.79 | 2.55 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.57 | -1.11 |
Martin ratioReturn relative to average drawdown | 7.02 | 10.07 | -3.06 |
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
| NOLCX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.95 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.60 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.59 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.35 | +0.15 |
Correlation
The correlation between NOLCX and DFIEX is 0.79, 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
NOLCX vs. DFIEX - Dividend Comparison
NOLCX's dividend yield for the trailing twelve months is around 8.90%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOLCX Northern Large Cap Core Fund | 8.90% | 8.57% | 9.09% | 8.96% | 5.02% | 14.82% | 1.35% | 3.93% | 2.49% | 2.63% | 1.78% | 1.87% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
NOLCX vs. DFIEX - Drawdown Comparison
The maximum NOLCX drawdown since its inception was -56.64%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for NOLCX and DFIEX.
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Drawdown Indicators
| NOLCX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.64% | -62.22% | +5.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -11.01% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -30.63% | -28.66% | -1.97% |
Max Drawdown (10Y)Largest decline over 10 years | -34.46% | -41.04% | +6.58% |
Current DrawdownCurrent decline from peak | -5.77% | -7.75% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -12.26% | +3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.81% | -0.15% |
Volatility
NOLCX vs. DFIEX - Volatility Comparison
The current volatility for Northern Large Cap Core Fund (NOLCX) is 4.88%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that NOLCX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOLCX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 7.09% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 10.45% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.42% | 15.90% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 15.65% | +3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 16.35% | +2.90% |