NOSGX vs. VO
Compare and contrast key facts about Northern Small Cap Value Fund (NOSGX) and Vanguard Mid-Cap ETF (VO).
NOSGX is managed by Northern Funds. It was launched on Mar 31, 1994. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
NOSGX vs. VO - Performance Comparison
Loading graphics...
NOSGX vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOSGX Northern Small Cap Value Fund | 4.58% | 10.63% | 2.60% | 15.67% | -10.50% | 26.17% | -2.29% | 22.30% | -13.79% | 6.47% |
VO Vanguard Mid-Cap ETF | -0.05% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Returns By Period
In the year-to-date period, NOSGX achieves a 4.58% return, which is significantly higher than VO's -0.05% return. Over the past 10 years, NOSGX has underperformed VO with an annualized return of 7.78%, while VO has yielded a comparatively higher 10.74% annualized return.
NOSGX
- 1D
- 2.34%
- 1M
- -4.28%
- YTD
- 4.58%
- 6M
- 7.13%
- 1Y
- 22.68%
- 3Y*
- 11.02%
- 5Y*
- 5.17%
- 10Y*
- 7.78%
VO
- 1D
- 0.63%
- 1M
- -5.18%
- YTD
- -0.05%
- 6M
- -0.76%
- 1Y
- 13.07%
- 3Y*
- 12.85%
- 5Y*
- 6.79%
- 10Y*
- 10.74%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NOSGX vs. VO - Expense Ratio Comparison
NOSGX has a 1.00% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
NOSGX vs. VO — Risk / Return Rank
NOSGX
VO
NOSGX vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Value Fund (NOSGX) and Vanguard Mid-Cap ETF (VO). 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.
| NOSGX | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.75 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.15 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.16 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.06 | +0.38 |
Martin ratioReturn relative to average drawdown | 5.89 | 4.83 | +1.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NOSGX | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.75 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.39 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.57 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.48 | -0.09 |
Correlation
The correlation between NOSGX and VO is 0.88, 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
NOSGX vs. VO - Dividend Comparison
NOSGX's dividend yield for the trailing twelve months is around 42.06%, more than VO's 1.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOSGX Northern Small Cap Value Fund | 42.06% | 43.99% | 57.55% | 6.99% | 5.84% | 16.35% | 1.96% | 7.08% | 11.90% | 9.76% | 2.26% | 4.50% |
VO Vanguard Mid-Cap ETF | 1.50% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
NOSGX vs. VO - Drawdown Comparison
The maximum NOSGX drawdown since its inception was -56.92%, roughly equal to the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for NOSGX and VO.
Loading graphics...
Drawdown Indicators
| NOSGX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.92% | -58.87% | +1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -12.74% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -28.34% | -27.57% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -45.66% | -39.37% | -6.29% |
Current DrawdownCurrent decline from peak | -5.66% | -5.53% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -7.91% | -1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.79% | +0.74% |
Volatility
NOSGX vs. VO - Volatility Comparison
Northern Small Cap Value Fund (NOSGX) has a higher volatility of 5.98% compared to Vanguard Mid-Cap ETF (VO) at 4.83%. This indicates that NOSGX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NOSGX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 4.83% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 9.73% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.22% | 17.57% | +5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 17.61% | +6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.54% | 18.94% | +5.60% |