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NOLCX vs. SGOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NOLCX vs. SGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Large Cap Core Fund (NOLCX) and First Eagle Overseas Fund Class I (SGOIX). The values are adjusted to include any dividend payments, if applicable.

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NOLCX vs. SGOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOLCX
Northern Large Cap Core Fund
-6.06%21.83%26.04%24.32%-15.59%32.90%11.96%25.64%-6.28%20.32%
SGOIX
First Eagle Overseas Fund Class I
1.44%39.06%6.45%10.73%-7.86%5.25%7.25%17.90%-9.95%14.38%

Returns By Period

In the year-to-date period, NOLCX achieves a -6.06% return, which is significantly lower than SGOIX's 1.44% return. Over the past 10 years, NOLCX has outperformed SGOIX with an annualized return of 13.27%, while SGOIX has yielded a comparatively lower 8.06% annualized return.


NOLCX

1D
-0.40%
1M
-6.65%
YTD
-6.06%
6M
-3.17%
1Y
18.86%
3Y*
19.07%
5Y*
12.93%
10Y*
13.27%

SGOIX

1D
0.19%
1M
-10.98%
YTD
1.44%
6M
7.39%
1Y
27.04%
3Y*
15.87%
5Y*
9.77%
10Y*
8.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NOLCX vs. SGOIX - Expense Ratio Comparison

NOLCX has a 0.45% expense ratio, which is lower than SGOIX's 0.88% expense ratio.


Return for Risk

NOLCX vs. SGOIX — Risk / Return Rank

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

NOLCX
NOLCX Risk / Return Rank: 5858
Overall Rank
NOLCX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
NOLCX Sortino Ratio Rank: 6464
Sortino Ratio Rank
NOLCX Omega Ratio Rank: 6666
Omega Ratio Rank
NOLCX Calmar Ratio Rank: 4646
Calmar Ratio Rank
NOLCX Martin Ratio Rank: 5757
Martin Ratio Rank

SGOIX
SGOIX Risk / Return Rank: 8989
Overall Rank
SGOIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SGOIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SGOIX Omega Ratio Rank: 8989
Omega Ratio Rank
SGOIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SGOIX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NOLCX vs. SGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Large Cap Core Fund (NOLCX) and First Eagle Overseas Fund Class I (SGOIX). 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.


NOLCXSGOIXDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.97

-0.94

Sortino ratio

Return per unit of downside risk

1.62

2.51

-0.89

Omega ratio

Gain probability vs. loss probability

1.25

1.39

-0.14

Calmar ratio

Return relative to maximum drawdown

1.15

2.25

-1.10

Martin ratio

Return relative to average drawdown

5.50

9.52

-4.02

NOLCX vs. SGOIX - Sharpe Ratio Comparison

The current NOLCX Sharpe Ratio is 1.03, which is lower than the SGOIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of NOLCX and SGOIX, 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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Sharpe Ratios by Period


NOLCXSGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.97

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.84

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.71

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.87

-0.37

Correlation

The correlation between NOLCX and SGOIX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NOLCX vs. SGOIX - Dividend Comparison

NOLCX's dividend yield for the trailing twelve months is around 9.13%, more than SGOIX's 8.33% yield.


TTM20252024202320222021202020192018201720162015
NOLCX
Northern Large Cap Core Fund
9.13%8.57%9.09%8.96%5.02%14.82%1.35%3.93%2.49%2.63%1.78%1.87%
SGOIX
First Eagle Overseas Fund Class I
8.33%8.45%8.49%2.45%3.81%5.92%0.47%5.70%3.36%3.59%3.80%1.58%

Drawdowns

NOLCX vs. SGOIX - Drawdown Comparison

The maximum NOLCX drawdown since its inception was -56.64%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for NOLCX and SGOIX.


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Drawdown Indicators


NOLCXSGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.64%

-35.54%

-21.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-11.35%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-30.63%

-21.39%

-9.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.46%

-24.79%

-9.67%

Current Drawdown

Current decline from peak

-8.20%

-10.98%

+2.78%

Average Drawdown

Average peak-to-trough decline

-8.92%

-4.57%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.68%

+0.18%

Volatility

NOLCX vs. SGOIX - Volatility Comparison

The current volatility for Northern Large Cap Core Fund (NOLCX) is 3.90%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 5.81%. This indicates that NOLCX experiences smaller price fluctuations and is considered to be less risky than SGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOLCXSGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

5.81%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

9.60%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

19.29%

13.48%

+5.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

11.73%

+7.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

11.34%

+7.90%