NOMIX vs. NOCBX
Compare and contrast key facts about Northern Mid Cap Index Fund (NOMIX) and Northern Core Bond Fund (NOCBX).
NOMIX is managed by Northern Funds. It was launched on Mar 22, 2005. NOCBX is managed by Northern Funds. It was launched on Mar 29, 2001.
Performance
NOMIX vs. NOCBX - Performance Comparison
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NOMIX vs. NOCBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOMIX Northern Mid Cap Index Fund | 2.50% | 7.45% | 13.41% | 16.43% | -13.42% | 24.47% | 13.59% | 25.94% | -11.31% | 16.06% |
NOCBX Northern Core Bond Fund | -0.09% | 6.17% | 1.10% | 5.07% | -14.51% | -1.62% | 7.32% | 9.76% | -1.03% | 4.05% |
Returns By Period
In the year-to-date period, NOMIX achieves a 2.50% return, which is significantly higher than NOCBX's -0.09% return. Over the past 10 years, NOMIX has outperformed NOCBX with an annualized return of 10.32%, while NOCBX has yielded a comparatively lower 1.31% annualized return.
NOMIX
- 1D
- 2.90%
- 1M
- -6.16%
- YTD
- 2.50%
- 6M
- 3.87%
- 1Y
- 16.62%
- 3Y*
- 11.91%
- 5Y*
- 6.36%
- 10Y*
- 10.32%
NOCBX
- 1D
- 0.11%
- 1M
- -1.33%
- YTD
- -0.09%
- 6M
- 0.67%
- 1Y
- 4.05%
- 3Y*
- 2.94%
- 5Y*
- -0.45%
- 10Y*
- 1.31%
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NOMIX vs. NOCBX - Expense Ratio Comparison
NOMIX has a 0.10% expense ratio, which is lower than NOCBX's 0.42% expense ratio.
Return for Risk
NOMIX vs. NOCBX — Risk / Return Rank
NOMIX
NOCBX
NOMIX vs. NOCBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Mid Cap Index Fund (NOMIX) and Northern Core Bond Fund (NOCBX). 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.
| NOMIX | NOCBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.98 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.45 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.73 | -0.76 |
Martin ratioReturn relative to average drawdown | 4.12 | 5.39 | -1.27 |
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
| NOMIX | NOCBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.98 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | -0.07 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.26 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.70 | -0.27 |
Correlation
The correlation between NOMIX and NOCBX is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
NOMIX vs. NOCBX - Dividend Comparison
NOMIX's dividend yield for the trailing twelve months is around 6.76%, more than NOCBX's 4.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOMIX Northern Mid Cap Index Fund | 6.76% | 6.93% | 9.67% | 8.01% | 10.43% | 10.30% | 4.80% | 2.21% | 9.23% | 7.46% | 6.46% | 8.25% |
NOCBX Northern Core Bond Fund | 4.32% | 3.14% | 3.82% | 2.99% | 1.66% | 1.56% | 3.58% | 2.75% | 3.16% | 2.88% | 2.05% | 3.09% |
Drawdowns
NOMIX vs. NOCBX - Drawdown Comparison
The maximum NOMIX drawdown since its inception was -55.44%, which is greater than NOCBX's maximum drawdown of -20.02%. Use the drawdown chart below to compare losses from any high point for NOMIX and NOCBX.
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Drawdown Indicators
| NOMIX | NOCBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.44% | -20.02% | -35.42% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -2.89% | -11.22% |
Max Drawdown (5Y)Largest decline over 5 years | -27.65% | -19.95% | -7.70% |
Max Drawdown (10Y)Largest decline over 10 years | -42.03% | -20.02% | -22.01% |
Current DrawdownCurrent decline from peak | -6.20% | -5.24% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -2.90% | -5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 0.93% | +2.44% |
Volatility
NOMIX vs. NOCBX - Volatility Comparison
Northern Mid Cap Index Fund (NOMIX) has a higher volatility of 6.53% compared to Northern Core Bond Fund (NOCBX) at 1.38%. This indicates that NOMIX's price experiences larger fluctuations and is considered to be riskier than NOCBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOMIX | NOCBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 1.38% | +5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 13.33% | 2.74% | +10.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.10% | 4.44% | +18.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.30% | 6.10% | +15.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.78% | 5.06% | +16.72% |