NOLCX vs. VOO
Compare and contrast key facts about Northern Large Cap Core Fund (NOLCX) and Vanguard S&P 500 ETF (VOO).
NOLCX is managed by Northern Funds. It was launched on Dec 16, 2005. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
NOLCX vs. VOO - Performance Comparison
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NOLCX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, NOLCX achieves a -6.06% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, NOLCX has underperformed VOO with an annualized return of 13.27%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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NOLCX vs. VOO - Expense Ratio Comparison
NOLCX has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
NOLCX vs. VOO — Risk / Return Rank
NOLCX
VOO
NOLCX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Large Cap Core Fund (NOLCX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.98 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.50 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.53 | -0.39 |
Martin ratioReturn relative to average drawdown | 5.50 | 7.29 | -1.79 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.98 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.70 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.78 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.83 | -0.34 |
Correlation
The correlation between NOLCX and VOO is 0.97, 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. VOO - Dividend Comparison
NOLCX's dividend yield for the trailing twelve months is around 9.13%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
NOLCX vs. VOO - Drawdown Comparison
The maximum NOLCX drawdown since its inception was -56.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NOLCX and VOO.
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Drawdown Indicators
| NOLCX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.64% | -33.99% | -22.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -11.98% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -30.63% | -24.52% | -6.11% |
Max Drawdown (10Y)Largest decline over 10 years | -34.46% | -33.99% | -0.47% |
Current DrawdownCurrent decline from peak | -8.20% | -6.29% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -3.72% | -5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.52% | +0.34% |
Volatility
NOLCX vs. VOO - Volatility Comparison
The current volatility for Northern Large Cap Core Fund (NOLCX) is 3.90%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that NOLCX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOLCX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 5.29% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 9.44% | -0.29% |
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% | 16.82% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 17.99% | +1.25% |