NOSIX vs. PRDGX

Last updated Jun 4, 2026

NOSIX (Northern Stock Index Fund) and PRDGX (T. Rowe Price Dividend Growth Fund, Inc.) are both Large Cap Blend Equities funds. Over the past 10 years, NOSIX returned 15.56%/yr vs 12.87%/yr for PRDGX. Their correlation of 0.92 suggests significant overlap in exposure. NOSIX charges 0.05%/yr vs 0.62%/yr for PRDGX.

Performance

NOSIX vs. PRDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Stock Index Fund (NOSIX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NOSIX achieves a 11.68% return, which is significantly higher than PRDGX's 7.60% return. Over the past 10 years, NOSIX has outperformed PRDGX with an annualized return of 15.56%, while PRDGX has yielded a comparatively lower 12.87% annualized return.

NOSIX

• 1D: 0.13%
• 1M: 5.79%
• YTD: 11.68%
• 6M: 11.72%
• 1Y: 28.94%
• 3Y*: 22.69%
• 5Y*: 14.18%
• 10Y*: 15.56%

PRDGX

• 1D: 0.79%
• 1M: 3.23%
• YTD: 7.60%
• 6M: 7.74%
• 1Y: 17.14%
• 3Y*: 15.54%
• 5Y*: 10.09%
• 10Y*: 12.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NOSIX vs. PRDGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NOSIX Northern Stock Index Fund	11.68%	17.83%	24.87%	26.24%	-18.25%	28.55%	18.33%	31.35%	-4.54%	21.71%
PRDGX T. Rowe Price Dividend Growth Fund, Inc.	7.60%	14.74%	13.48%	13.68%	-10.22%	26.03%	13.92%	31.76%	-1.06%	18.89%

Correlation

The correlation between NOSIX and PRDGX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Oct 8, 1996	0.92

Over the past year, the correlation between NOSIX and PRDGX has dropped to 0.68 - well below their long-term average of 0.92, suggesting their price drivers have been diverging.

Return for Risk

NOSIX vs. PRDGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NOSIX

NOSIX Risk / Return Rank: 74
NOSIX Sharpe Ratio Rank: 76
NOSIX Sortino Ratio Rank: 69
NOSIX Omega Ratio Rank: 69
NOSIX Calmar Ratio Rank: 74
NOSIX Martin Ratio Rank: 83

PRDGX

PRDGX Risk / Return Rank: 40
PRDGX Sharpe Ratio Rank: 39
PRDGX Sortino Ratio Rank: 38
PRDGX Omega Ratio Rank: 37
PRDGX Calmar Ratio Rank: 40
PRDGX Martin Ratio Rank: 47

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NOSIX vs. PRDGX - Risk-Adjusted Trends 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.

	NOSIX	PRDGX	Difference
Sharpe ratio: Return per unit of total volatility	2.52	1.82	+0.70
Sortino ratio: Return per unit of downside risk	3.46	2.60	+0.87
Omega ratio: Gain probability vs. loss probability	1.47	1.32	+0.14
Calmar ratio: Return relative to maximum drawdown	3.38	2.41	+0.98
Martin ratio: Return relative to average drawdown	15.86	9.85	+6.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NOSIX vs. PRDGX - Sharpe Ratio Comparison

The current NOSIX Sharpe Ratio is 2.52, which is higher than the PRDGX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of NOSIX and PRDGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NOSIX	PRDGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.52	1.82	+0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.72	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	0.81	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.66	-0.16

Drawdowns

NOSIX vs. PRDGX - Drawdown Comparison

The maximum NOSIX drawdown since its inception was -55.42%, 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.

Drawdown Indicators

	NOSIX	PRDGX	Difference
Max Drawdown Largest peak-to-trough decline	-55.42%	-49.79%	-5.63%
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	-7.34%	-1.55%
Max Drawdown (3Y) Largest decline over 3 years	-18.75%	-14.15%	-4.60%
Max Drawdown (5Y) Largest decline over 5 years	-24.54%	-19.31%	-5.23%
Max Drawdown (10Y) Largest decline over 10 years	-33.82%	-33.18%	-0.64%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-10.33%	-5.42%	-4.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	1.79%	+0.10%

Volatility

NOSIX vs. PRDGX - Volatility Comparison

Northern Stock Index Fund (NOSIX) has a higher volatility of 2.82% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 2.33%. 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.

Volatility by Period

	NOSIX	PRDGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	2.33%	+0.49%
Volatility (6M) Calculated over the trailing 6-month period	8.97%	7.56%	+1.41%
Volatility (1Y) Calculated over the trailing 1-year period	11.95%	9.72%	+2.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.20%	14.06%	+3.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.21%	15.88%	+2.33%

NOSIX vs. PRDGX - Expense Ratio Comparison

NOSIX has a 0.05% expense ratio, which is lower than PRDGX's 0.62% expense ratio.

Dividends

NOSIX vs. PRDGX - Dividend Comparison

NOSIX's dividend yield for the trailing twelve months is around 2.64%, less than PRDGX's 7.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NOSIX Northern Stock Index Fund	2.64%	2.94%	2.59%	5.02%	4.72%	3.22%	4.00%	2.41%	4.82%	3.13%	2.76%	3.36%
PRDGX T. Rowe Price Dividend Growth Fund, Inc.	7.52%	8.02%	4.66%	2.78%	3.81%	2.00%	1.03%	2.33%	3.67%	1.82%	3.07%	7.57%

Frequently Asked Questions

Can I hold both NOSIX and PRDGX in my portfolio?

NOSIX and PRDGX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NOSIX or PRDGX?

NOSIX has higher volatility (2.82%) compared to PRDGX (2.33%). In terms of maximum drawdown, NOSIX dropped -55.42% vs PRDGX's -49.79%.

Which has better risk-adjusted returns?

NOSIX currently has the higher Sharpe Ratio (2.52 vs 1.82), 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.