NOLCX vs. VV
Compare and contrast key facts about Northern Large Cap Core Fund (NOLCX) and Vanguard Large-Cap ETF (VV).
NOLCX is managed by Northern Funds. It was launched on Dec 16, 2005. VV is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Index. It was launched on Jan 27, 2004.
Performance
NOLCX vs. VV - Performance Comparison
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NOLCX vs. VV - 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% |
VV Vanguard Large-Cap ETF | -4.11% | 18.11% | 25.25% | 27.18% | -19.91% | 27.41% | 21.04% | 31.25% | -4.46% | 22.00% |
Returns By Period
In the year-to-date period, NOLCX achieves a -3.57% return, which is significantly higher than VV's -4.11% return. Both investments have delivered pretty close results over the past 10 years, with NOLCX having a 13.57% annualized return and VV not far ahead at 14.13%.
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%
VV
- 1D
- 0.72%
- 1M
- -4.28%
- YTD
- -4.11%
- 6M
- -2.05%
- 1Y
- 18.00%
- 3Y*
- 18.78%
- 5Y*
- 11.47%
- 10Y*
- 14.13%
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NOLCX vs. VV - Expense Ratio Comparison
NOLCX has a 0.45% expense ratio, which is higher than VV's 0.04% expense ratio.
Return for Risk
NOLCX vs. VV — Risk / Return Rank
NOLCX
VV
NOLCX vs. VV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Large Cap Core Fund (NOLCX) and Vanguard Large-Cap ETF (VV). 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 | VV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.97 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.49 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.52 | -0.06 |
Martin ratioReturn relative to average drawdown | 7.02 | 7.05 | -0.03 |
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 | VV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.97 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.67 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.78 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.56 | -0.06 |
Correlation
The correlation between NOLCX and VV 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. VV - Dividend Comparison
NOLCX's dividend yield for the trailing twelve months is around 8.90%, more than VV's 1.13% 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% |
VV Vanguard Large-Cap ETF | 1.13% | 1.08% | 1.24% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% |
Drawdowns
NOLCX vs. VV - Drawdown Comparison
The maximum NOLCX drawdown since its inception was -56.64%, roughly equal to the maximum VV drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for NOLCX and VV.
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Drawdown Indicators
| NOLCX | VV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.64% | -54.81% | -1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -12.09% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -30.63% | -25.66% | -4.97% |
Max Drawdown (10Y)Largest decline over 10 years | -34.46% | -34.28% | -0.18% |
Current DrawdownCurrent decline from peak | -5.77% | -5.85% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -6.88% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.61% | +0.05% |
Volatility
NOLCX vs. VV - Volatility Comparison
The current volatility for Northern Large Cap Core Fund (NOLCX) is 4.88%, while Vanguard Large-Cap ETF (VV) has a volatility of 5.34%. This indicates that NOLCX experiences smaller price fluctuations and is considered to be less risky than VV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOLCX | VV | 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% | 9.60% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.42% | 18.61% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 17.24% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 18.18% | +1.07% |