NOLCX vs. VONE
Compare and contrast key facts about Northern Large Cap Core Fund (NOLCX) and Vanguard Russell 1000 ETF (VONE).
NOLCX is managed by Northern Funds. It was launched on Dec 16, 2005. VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010.
Performance
NOLCX vs. VONE - Performance Comparison
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NOLCX vs. VONE - 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% |
VONE Vanguard Russell 1000 ETF | -3.54% | 17.21% | 24.51% | 26.41% | -19.14% | 26.49% | 20.95% | 31.12% | -4.84% | 21.55% |
Returns By Period
The year-to-date returns for both investments are quite close, with NOLCX having a -3.57% return and VONE slightly higher at -3.54%. Both investments have delivered pretty close results over the past 10 years, with NOLCX having a 13.57% annualized return and VONE not far ahead at 13.89%.
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%
VONE
- 1D
- 0.71%
- 1M
- -4.36%
- YTD
- -3.54%
- 6M
- -1.55%
- 1Y
- 17.92%
- 3Y*
- 18.36%
- 5Y*
- 11.15%
- 10Y*
- 13.89%
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NOLCX vs. VONE - Expense Ratio Comparison
NOLCX has a 0.45% expense ratio, which is higher than VONE's 0.08% expense ratio.
Return for Risk
NOLCX vs. VONE — Risk / Return Rank
NOLCX
VONE
NOLCX vs. VONE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Large Cap Core Fund (NOLCX) and Vanguard Russell 1000 ETF (VONE). 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 | VONE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.99 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.50 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.52 | -0.06 |
Martin ratioReturn relative to average drawdown | 7.02 | 7.16 | -0.14 |
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 | VONE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.99 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.66 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.76 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.80 | -0.30 |
Correlation
The correlation between NOLCX and VONE 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. VONE - Dividend Comparison
NOLCX's dividend yield for the trailing twelve months is around 8.90%, more than VONE's 1.14% 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% |
VONE Vanguard Russell 1000 ETF | 1.14% | 1.07% | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.65% | 1.96% | 1.69% | 1.89% | 1.89% |
Drawdowns
NOLCX vs. VONE - Drawdown Comparison
The maximum NOLCX drawdown since its inception was -56.64%, which is greater than VONE's maximum drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for NOLCX and VONE.
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Drawdown Indicators
| NOLCX | VONE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.64% | -34.66% | -21.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -12.11% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -30.63% | -25.12% | -5.51% |
Max Drawdown (10Y)Largest decline over 10 years | -34.46% | -34.66% | +0.20% |
Current DrawdownCurrent decline from peak | -5.77% | -5.50% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -3.94% | -4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.57% | +0.09% |
Volatility
NOLCX vs. VONE - Volatility Comparison
The current volatility for Northern Large Cap Core Fund (NOLCX) is 4.88%, while Vanguard Russell 1000 ETF (VONE) has a volatility of 5.39%. This indicates that NOLCX experiences smaller price fluctuations and is considered to be less risky than VONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOLCX | VONE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 5.39% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 9.61% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.42% | 18.21% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 17.09% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 18.23% | +1.02% |