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 | -3.57% | 21.83% | 26.04% | 24.32% | -15.59% | 32.90% | 11.96% | 25.64% | -6.28% | 20.32% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
The year-to-date returns for both stocks are quite close, with NOLCX having a -3.57% return and VOO slightly lower at -3.66%. Both investments have delivered pretty close results over the past 10 years, with NOLCX having a 13.57% annualized return and VOO not far ahead at 14.14%.
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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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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 | 1.15 | 1.01 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.53 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.55 | -0.09 |
Martin ratioReturn relative to average drawdown | 7.02 | 7.31 | -0.29 |
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 | 1.15 | 1.01 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.71 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.79 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.83 | -0.33 |
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 8.90%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 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 | -5.77% | -5.55% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -3.72% | -5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.55% | +0.11% |
Volatility
NOLCX vs. VOO - Volatility Comparison
The current volatility for Northern Large Cap Core Fund (NOLCX) is 4.88%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. 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 | 4.88% | 5.34% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 9.47% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.42% | 18.11% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 16.82% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 17.99% | +1.26% |