NOSIX vs. SPY
Compare and contrast key facts about Northern Stock Index Fund (NOSIX) and State Street SPDR S&P 500 ETF (SPY).
NOSIX is managed by Northern Funds. It was launched on Oct 7, 1996. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
NOSIX vs. SPY - Performance Comparison
Loading graphics...
NOSIX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, NOSIX achieves a -7.06% return, which is significantly lower than SPY's -4.37% return. Both investments have delivered pretty close results over the past 10 years, with NOSIX having a 13.65% annualized return and SPY not far ahead at 13.98%.
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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NOSIX vs. SPY - Expense Ratio Comparison
NOSIX has a 0.05% expense ratio, which is lower than SPY's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
NOSIX vs. SPY — Risk / Return Rank
NOSIX
SPY
NOSIX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Stock Index Fund (NOSIX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.93 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.45 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.53 | -0.65 |
Martin ratioReturn relative to average drawdown | 4.18 | 7.30 | -3.11 |
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
| NOSIX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.93 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.69 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.78 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.56 | -0.09 |
Correlation
The correlation between NOSIX and SPY is 0.94, 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. SPY - Dividend Comparison
NOSIX's dividend yield for the trailing twelve months is around 3.17%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
NOSIX vs. SPY - Drawdown Comparison
The maximum NOSIX drawdown since its inception was -55.42%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NOSIX and SPY.
Loading graphics...
Drawdown Indicators
| NOSIX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.42% | -55.19% | -0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.05% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -24.50% | -0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -33.72% | -0.10% |
Current DrawdownCurrent decline from peak | -8.89% | -6.24% | -2.65% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -9.09% | -1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.52% | +0.15% |
Volatility
NOSIX vs. SPY - Volatility Comparison
The current volatility for Northern Stock Index Fund (NOSIX) is 4.24%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that NOSIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NOSIX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 5.31% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 9.47% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 19.05% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 17.06% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 17.92% | +0.25% |