NOLCX vs. SSSYX
Compare and contrast key facts about Northern Large Cap Core Fund (NOLCX) and State Street Equity 500 Index Fund Class K (SSSYX).
NOLCX is managed by Northern Funds. It was launched on Dec 16, 2005. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
NOLCX vs. SSSYX - Performance Comparison
Loading graphics...
NOLCX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, NOLCX achieves a -6.06% return, which is significantly higher than SSSYX's -7.05% return. Both investments have delivered pretty close results over the past 10 years, with NOLCX having a 13.27% annualized return and SSSYX not far ahead at 13.69%.
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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NOLCX vs. SSSYX - Expense Ratio Comparison
NOLCX has a 0.45% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
NOLCX vs. SSSYX — Risk / Return Rank
NOLCX
SSSYX
NOLCX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Large Cap Core Fund (NOLCX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.84 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.30 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.06 | +0.09 |
Martin ratioReturn relative to average drawdown | 5.50 | 5.13 | +0.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NOLCX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.84 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.68 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.11 | +0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.11 | +0.39 |
Correlation
The correlation between NOLCX and SSSYX is 0.96, 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. SSSYX - Dividend Comparison
NOLCX's dividend yield for the trailing twelve months is around 9.13%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
NOLCX vs. SSSYX - Drawdown Comparison
The maximum NOLCX drawdown since its inception was -56.64%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for NOLCX and SSSYX.
Loading graphics...
Drawdown Indicators
| NOLCX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.64% | -91.48% | +34.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -12.10% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -30.63% | -24.49% | -6.14% |
Max Drawdown (10Y)Largest decline over 10 years | -34.46% | -91.48% | +57.02% |
Current DrawdownCurrent decline from peak | -8.20% | -8.88% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -4.20% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.49% | +0.37% |
Volatility
NOLCX vs. SSSYX - Volatility Comparison
The current volatility for Northern Large Cap Core Fund (NOLCX) is 3.90%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that NOLCX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NOLCX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 4.24% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 9.08% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.29% | 18.10% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.09% | 16.85% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 124.43% | -105.19% |