NOSIX vs. BKTSX
NOSIX (Northern Stock Index Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, NOSIX returned 15.22%/yr vs 14.82%/yr for BKTSX. With a 0.97 correlation, they move nearly in lockstep. NOSIX charges 0.05%/yr vs 0.02%/yr for BKTSX.
Performance
NOSIX vs. BKTSX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with NOSIX having a 11.34% return and BKTSX slightly higher at 11.66%. Both investments have delivered pretty close results over the past 10 years, with NOSIX having a 15.22% annualized return and BKTSX not far behind at 14.82%.
NOSIX
- 1D
- 0.43%
- 1M
- 2.02%
- 6M
- 9.19%
- YTD
- 11.34%
- 1Y
- 22.45%
- 3Y*
- 21.05%
- 5Y*
- 13.15%
- 10Y*
- 15.22%
BKTSX
- 1D
- 0.29%
- 1M
- 2.01%
- 6M
- 9.20%
- YTD
- 11.66%
- 1Y
- 22.48%
- 3Y*
- 20.63%
- 5Y*
- 12.20%
- 10Y*
- 14.82%
NOSIX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOSIX Northern Stock Index Fund | 11.34% | 17.83% | 24.87% | 26.24% | -18.25% | 28.55% | 18.33% | 31.35% | -4.54% | 21.71% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 11.66% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between NOSIX and BKTSX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.97 |
The correlation between NOSIX and BKTSX has been stable across timeframes, ranging from 0.88 to 0.97 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NOSIX vs. BKTSX — Risk / Return Rank
NOSIX
BKTSX
NOSIX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Stock Index Fund (NOSIX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NOSIX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.49 | 0.00 |
| Martin ratioReturn relative to average drawdown | 10.99 | 10.91 | +0.08 |
Loading charts...
Drawdowns
NOSIX vs. BKTSX - Drawdown Comparison
The maximum NOSIX drawdown since its inception was -55.42%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for NOSIX and BKTSX.
Loading charts...
Drawdown Indicators
| NOSIX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.42% | -34.97% | -20.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -8.87% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -19.29% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -24.98% | +0.44% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -34.97% | +1.15% |
Current DrawdownCurrent decline from peak | -0.30% | -0.06% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -10.30% | -4.50% | -5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.02% | -0.01% |
Volatility
NOSIX vs. BKTSX - Volatility Comparison
Northern Stock Index Fund (NOSIX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX) have volatilities of 4.26% and 4.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NOSIX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.21% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 10.05% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.57% | 12.76% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 17.46% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 18.38% | -0.19% |
NOSIX vs. BKTSX - Expense Ratio Comparison
NOSIX has a 0.05% expense ratio, which is higher than BKTSX's 0.02% 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%.
Dividends
NOSIX vs. BKTSX - Dividend Comparison
NOSIX's dividend yield for the trailing twelve months is around 2.68%, more than BKTSX's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.04% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
NOSIX Northern Stock Index Fund | 2.68% | 2.94% | 2.59% | 5.02% | 4.72% | 3.22% | 4.00% | 2.41% | 4.82% | 3.13% | 2.76% | 3.36% |
Frequently Asked Questions
NOSIX and BKTSX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NOSIX has higher volatility (4.26%) compared to BKTSX (4.21%). In terms of maximum drawdown, NOSIX dropped -55.42% vs BKTSX's -34.97%.
NOSIX currently has the higher Sharpe Ratio (1.76 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for NOSIX and BKTSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer