NOSIX vs. NSGRX
Compare and contrast key facts about Northern Stock Index Fund (NOSIX) and Northern Small Cap Core Fund (NSGRX).
NOSIX is managed by Northern Funds. It was launched on Oct 7, 1996. NSGRX is managed by Northern Funds. It was launched on Sep 30, 1999.
Performance
NOSIX vs. NSGRX - Performance Comparison
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NOSIX vs. NSGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOSIX Northern Stock Index Fund | -7.06% | 17.83% | 24.87% | 26.24% | -18.25% | 28.55% | 18.33% | 31.35% | -4.54% | 21.71% |
NSGRX Northern Small Cap Core Fund | -0.95% | 10.57% | 10.44% | 16.96% | -16.14% | 19.99% | 14.53% | 23.30% | -10.22% | 13.05% |
Returns By Period
In the year-to-date period, NOSIX achieves a -7.06% return, which is significantly lower than NSGRX's -0.95% return. Over the past 10 years, NOSIX has outperformed NSGRX with an annualized return of 13.65%, while NSGRX has yielded a comparatively lower 9.47% annualized return.
NOSIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.12%
- 5Y*
- 11.31%
- 10Y*
- 13.65%
NSGRX
- 1D
- -1.24%
- 1M
- -7.28%
- YTD
- -0.95%
- 6M
- 1.31%
- 1Y
- 19.02%
- 3Y*
- 11.26%
- 5Y*
- 4.61%
- 10Y*
- 9.47%
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NOSIX vs. NSGRX - Expense Ratio Comparison
NOSIX has a 0.05% expense ratio, which is lower than NSGRX's 0.62% expense ratio.
Return for Risk
NOSIX vs. NSGRX — Risk / Return Rank
NOSIX
NSGRX
NOSIX vs. NSGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Stock Index Fund (NOSIX) and Northern Small Cap Core Fund (NSGRX). 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.
| NOSIX | NSGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.82 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.34 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 0.98 | -0.10 |
Martin ratioReturn relative to average drawdown | 4.18 | 4.13 | +0.05 |
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
| NOSIX | NSGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.82 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.20 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.41 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.31 | +0.15 |
Correlation
The correlation between NOSIX and NSGRX is 0.80, 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
NOSIX vs. NSGRX - Dividend Comparison
NOSIX's dividend yield for the trailing twelve months is around 3.17%, less than NSGRX's 16.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOSIX Northern Stock Index Fund | 3.17% | 2.94% | 2.59% | 5.02% | 4.72% | 3.22% | 4.00% | 2.41% | 4.82% | 3.13% | 2.76% | 3.36% |
NSGRX Northern Small Cap Core Fund | 16.00% | 15.85% | 17.77% | 6.90% | 0.55% | 15.75% | 5.00% | 6.30% | 1.26% | 4.35% | 0.67% | 3.35% |
Drawdowns
NOSIX vs. NSGRX - Drawdown Comparison
The maximum NOSIX drawdown since its inception was -55.42%, smaller than the maximum NSGRX drawdown of -64.89%. Use the drawdown chart below to compare losses from any high point for NOSIX and NSGRX.
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Drawdown Indicators
| NOSIX | NSGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.42% | -64.89% | +9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -13.78% | +1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -32.31% | +7.77% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -40.37% | +6.55% |
Current DrawdownCurrent decline from peak | -8.89% | -8.66% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -22.31% | +11.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.58% | -0.91% |
Volatility
NOSIX vs. NSGRX - Volatility Comparison
The current volatility for Northern Stock Index Fund (NOSIX) is 4.24%, while Northern Small Cap Core Fund (NSGRX) has a volatility of 6.00%. This indicates that NOSIX experiences smaller price fluctuations and is considered to be less risky than NSGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOSIX | NSGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 6.00% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 13.45% | -4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 23.53% | -4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 23.36% | -6.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 23.34% | -5.17% |