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NOMIX vs. FSMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NOMIX vs. FSMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Mid Cap Index Fund (NOMIX) and Fidelity Mid Cap Index Fund (FSMDX). The values are adjusted to include any dividend payments, if applicable.

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NOMIX vs. FSMDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOMIX
Northern Mid Cap Index Fund
-0.38%7.45%13.41%16.43%-13.42%24.47%13.59%25.94%-11.31%16.06%
FSMDX
Fidelity Mid Cap Index Fund
-1.30%10.58%15.55%17.20%-17.27%22.56%17.13%30.53%-9.38%18.04%

Returns By Period

In the year-to-date period, NOMIX achieves a -0.38% return, which is significantly higher than FSMDX's -1.30% return. Over the past 10 years, NOMIX has underperformed FSMDX with an annualized return of 10.00%, while FSMDX has yielded a comparatively higher 10.52% annualized return.


NOMIX

1D
-0.81%
1M
-8.03%
YTD
-0.38%
6M
1.27%
1Y
13.98%
3Y*
10.85%
5Y*
6.06%
10Y*
10.00%

FSMDX

1D
-0.76%
1M
-7.77%
YTD
-1.30%
6M
-1.14%
1Y
13.02%
3Y*
12.41%
5Y*
6.74%
10Y*
10.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NOMIX vs. FSMDX - Expense Ratio Comparison

NOMIX has a 0.10% expense ratio, which is higher than FSMDX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

NOMIX vs. FSMDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NOMIX
NOMIX Risk / Return Rank: 2727
Overall Rank
NOMIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NOMIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
NOMIX Omega Ratio Rank: 2828
Omega Ratio Rank
NOMIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
NOMIX Martin Ratio Rank: 2727
Martin Ratio Rank

FSMDX
FSMDX Risk / Return Rank: 3434
Overall Rank
FSMDX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FSMDX Sortino Ratio Rank: 3434
Sortino Ratio Rank
FSMDX Omega Ratio Rank: 3333
Omega Ratio Rank
FSMDX Calmar Ratio Rank: 3131
Calmar Ratio Rank
FSMDX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NOMIX vs. FSMDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Mid Cap Index Fund (NOMIX) and Fidelity Mid Cap Index Fund (FSMDX). 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.


NOMIXFSMDXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.72

-0.09

Sortino ratio

Return per unit of downside risk

1.07

1.13

-0.06

Omega ratio

Gain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratio

Return relative to maximum drawdown

0.69

0.87

-0.17

Martin ratio

Return relative to average drawdown

2.97

4.07

-1.10

NOMIX vs. FSMDX - Sharpe Ratio Comparison

The current NOMIX Sharpe Ratio is 0.63, which is comparable to the FSMDX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of NOMIX and FSMDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NOMIXFSMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.72

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.37

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.55

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.65

-0.23

Correlation

The correlation between NOMIX and FSMDX 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

NOMIX vs. FSMDX - Dividend Comparison

NOMIX's dividend yield for the trailing twelve months is around 6.96%, more than FSMDX's 1.12% yield.


TTM20252024202320222021202020192018201720162015
NOMIX
Northern Mid Cap Index Fund
6.96%6.93%9.67%8.01%10.43%10.30%4.80%2.21%9.23%7.46%6.46%8.25%
FSMDX
Fidelity Mid Cap Index Fund
1.12%1.10%2.46%1.39%2.07%3.35%2.34%2.86%2.21%2.17%2.23%2.84%

Drawdowns

NOMIX vs. FSMDX - Drawdown Comparison

The maximum NOMIX drawdown since its inception was -55.44%, which is greater than FSMDX's maximum drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for NOMIX and FSMDX.


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Drawdown Indicators


NOMIXFSMDXDifference

Max Drawdown

Largest peak-to-trough decline

-55.44%

-40.35%

-15.09%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-13.42%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-27.65%

-26.07%

-1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

-40.35%

-1.68%

Current Drawdown

Current decline from peak

-8.84%

-8.16%

-0.68%

Average Drawdown

Average peak-to-trough decline

-7.97%

-5.00%

-2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.86%

+0.61%

Volatility

NOMIX vs. FSMDX - Volatility Comparison

Northern Mid Cap Index Fund (NOMIX) has a higher volatility of 5.77% compared to Fidelity Mid Cap Index Fund (FSMDX) at 4.74%. This indicates that NOMIX's price experiences larger fluctuations and is considered to be riskier than FSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOMIXFSMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

4.74%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

10.17%

+2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

22.97%

18.96%

+4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.26%

18.23%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

19.28%

+2.48%