NOSIX vs. PRDGX
Compare and contrast key facts about Northern Stock Index Fund (NOSIX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX).
NOSIX is managed by Northern Funds. It was launched on Oct 7, 1996. PRDGX is managed by T. Rowe Price. It was launched on Dec 30, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOSIX or PRDGX.
Key characteristics
| NOSIX | PRDGX | |
|---|---|---|
| YTD Return | 26.89% | 17.98% |
| 1Y Return | 34.97% | 25.16% |
| 3Y Return (Ann) | 10.14% | 7.55% |
| 5Y Return (Ann) | 15.69% | 12.39% |
| 10Y Return (Ann) | 13.33% | 12.05% |
| Sharpe Ratio | 3.06 | 2.82 |
| Sortino Ratio | 4.07 | 3.93 |
| Omega Ratio | 1.58 | 1.52 |
| Calmar Ratio | 4.45 | 5.38 |
| Martin Ratio | 20.14 | 19.23 |
| Ulcer Index | 1.87% | 1.41% |
| Daily Std Dev | 12.28% | 9.62% |
| Max Drawdown | -55.43% | -49.79% |
| Current Drawdown | -0.24% | -0.29% |
Correlation
The correlation between NOSIX and PRDGX is 0.95, 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.
Performance
NOSIX vs. PRDGX - Performance Comparison
In the year-to-date period, NOSIX achieves a 26.89% return, which is significantly higher than PRDGX's 17.98% return. Over the past 10 years, NOSIX has outperformed PRDGX with an annualized return of 13.33%, while PRDGX has yielded a comparatively lower 12.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NOSIX vs. PRDGX - Expense Ratio Comparison
NOSIX has a 0.05% expense ratio, which is lower than PRDGX's 0.62% expense ratio.
Risk-Adjusted Performance
NOSIX vs. PRDGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Stock Index Fund (NOSIX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.
Dividends
NOSIX vs. PRDGX - Dividend Comparison
NOSIX's dividend yield for the trailing twelve months is around 1.25%, more than PRDGX's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOSIX Northern Stock Index Fund | 1.25% | 1.56% | 1.68% | 1.15% | 1.53% | 1.70% | 2.09% | 1.73% | 2.06% | 1.99% | 1.77% | 1.74% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 0.98% | 1.16% | 1.14% | 0.78% | 1.03% | 1.24% | 1.76% | 1.22% | 1.53% | 1.78% | 1.30% | 1.22% |
Drawdowns
NOSIX vs. PRDGX - Drawdown Comparison
The maximum NOSIX drawdown since its inception was -55.43%, which is greater than PRDGX's maximum drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for NOSIX and PRDGX. For additional features, visit the drawdowns tool.
Volatility
NOSIX vs. PRDGX - Volatility Comparison
Northern Stock Index Fund (NOSIX) has a higher volatility of 3.74% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 2.95%. This indicates that NOSIX's price experiences larger fluctuations and is considered to be riskier than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.