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NOMIX vs. NHFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NOMIX vs. NHFIX - Performance Comparison

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

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NOMIX vs. NHFIX - 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%
NHFIX
Northern High Yield Fixed Income Fund
-0.85%8.79%8.03%13.96%-13.74%5.03%6.04%16.17%-3.60%8.35%

Returns By Period

In the year-to-date period, NOMIX achieves a -0.38% return, which is significantly higher than NHFIX's -0.85% return. Over the past 10 years, NOMIX has outperformed NHFIX with an annualized return of 10.00%, while NHFIX has yielded a comparatively lower 5.51% 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%

NHFIX

1D
0.17%
1M
-1.77%
YTD
-0.85%
6M
0.46%
1Y
6.99%
3Y*
8.50%
5Y*
3.45%
10Y*
5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NOMIX vs. NHFIX - Expense Ratio Comparison

NOMIX has a 0.10% expense ratio, which is lower than NHFIX's 0.60% expense ratio.


Return for Risk

NOMIX vs. NHFIX — 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

NHFIX
NHFIX Risk / Return Rank: 8282
Overall Rank
NHFIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
NHFIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
NHFIX Omega Ratio Rank: 9090
Omega Ratio Rank
NHFIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
NHFIX Martin Ratio Rank: 7575
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. NHFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Mid Cap Index Fund (NOMIX) and Northern High Yield Fixed Income Fund (NHFIX). 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.


NOMIXNHFIXDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.68

-1.05

Sortino ratio

Return per unit of downside risk

1.07

2.45

-1.38

Omega ratio

Gain probability vs. loss probability

1.15

1.40

-0.25

Calmar ratio

Return relative to maximum drawdown

0.69

1.62

-0.93

Martin ratio

Return relative to average drawdown

2.97

7.24

-4.27

NOMIX vs. NHFIX - Sharpe Ratio Comparison

The current NOMIX Sharpe Ratio is 0.63, which is lower than the NHFIX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of NOMIX and NHFIX, 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


NOMIXNHFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.68

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.69

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.93

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.04

-0.62

Correlation

The correlation between NOMIX and NHFIX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NOMIX vs. NHFIX - Dividend Comparison

NOMIX's dividend yield for the trailing twelve months is around 6.96%, which matches NHFIX's 7.03% 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%
NHFIX
Northern High Yield Fixed Income Fund
7.03%6.87%6.67%6.57%3.84%4.92%5.41%6.35%6.85%6.66%5.57%6.19%

Drawdowns

NOMIX vs. NHFIX - Drawdown Comparison

The maximum NOMIX drawdown since its inception was -55.44%, which is greater than NHFIX's maximum drawdown of -27.87%. Use the drawdown chart below to compare losses from any high point for NOMIX and NHFIX.


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Drawdown Indicators


NOMIXNHFIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.44%

-27.87%

-27.57%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-3.33%

-10.78%

Max Drawdown (5Y)

Largest decline over 5 years

-27.65%

-17.47%

-10.18%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

-24.72%

-17.31%

Current Drawdown

Current decline from peak

-8.84%

-1.93%

-6.91%

Average Drawdown

Average peak-to-trough decline

-7.97%

-2.80%

-5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

0.82%

+2.65%

Volatility

NOMIX vs. NHFIX - Volatility Comparison

Northern Mid Cap Index Fund (NOMIX) has a higher volatility of 5.77% compared to Northern High Yield Fixed Income Fund (NHFIX) at 1.36%. This indicates that NOMIX's price experiences larger fluctuations and is considered to be riskier than NHFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOMIXNHFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

1.36%

+4.41%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

2.45%

+10.62%

Volatility (1Y)

Calculated over the trailing 1-year period

22.97%

4.11%

+18.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.26%

5.06%

+16.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

5.94%

+15.82%