NOSIX vs. TQQQ
NOSIX (Northern Stock Index Fund) and TQQQ (ProShares UltraPro QQQ) are both funds - NOSIX is a Large Cap Blend Equities fund managed by Northern Trust, while TQQQ is a Leveraged Equities fund tracking the NASDAQ-100 Index (300%). Over the past 10 years, NOSIX returned 15.06%/yr vs 39.51%/yr for TQQQ. Their correlation of 0.89 means they have usually moved in the same direction. NOSIX charges 0.05%/yr vs 0.95%/yr for TQQQ.
Performance
NOSIX vs. TQQQ - Performance Comparison
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Returns By Period
In the year-to-date period, NOSIX achieves a 10.12% return, which is significantly lower than TQQQ's 29.42% return. Over the past 10 years, NOSIX has underperformed TQQQ with an annualized return of 15.06%, while TQQQ has yielded a comparatively higher 39.51% annualized return.
NOSIX
- 1D
- 0.72%
- 1M
- 0.15%
- 6M
- 7.97%
- YTD
- 10.12%
- 1Y
- 19.54%
- 3Y*
- 19.37%
- 5Y*
- 12.76%
- 10Y*
- 15.06%
- ALL TIME*
- 9.92%
TQQQ
- 1D
- 5.17%
- 1M
- -7.35%
- 6M
- 23.83%
- YTD
- 29.42%
- 1Y
- 64.98%
- 3Y*
- 50.64%
- 5Y*
- 16.02%
- 10Y*
- 39.51%
- ALL TIME*
- 42.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $4.46B | $4.47B | $5.36B |
NOSIX vs. TQQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOSIX Northern Stock Index Fund | 10.12% | 17.83% | 24.87% | 26.24% | -18.25% | 28.55% | 18.33% | 31.35% | -4.54% | 21.71% |
TQQQ ProShares UltraPro QQQ | 29.42% | 34.35% | 58.27% | 198.04% | -79.09% | 82.98% | 110.05% | 133.84% | -19.79% | 118.06% |
Correlation
The correlation between NOSIX and TQQQ is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2010 | 0.89 |
The correlation between NOSIX and TQQQ shifts across timeframes, from 0.81 (1 year) to 0.91 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
NOSIX vs. TQQQ — Risk / Return Rank
NOSIX
TQQQ
NOSIX vs. TQQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Stock Index Fund (NOSIX) and ProShares UltraPro QQQ (TQQQ). 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 | TQQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.77 | +0.39 |
| Martin ratioReturn relative to average drawdown | 9.31 | 4.90 | +4.41 |
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Drawdowns
NOSIX vs. TQQQ - Drawdown Comparison
The maximum NOSIX drawdown since its inception was -55.42%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for NOSIX and TQQQ.
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Drawdown Indicators
| NOSIX | TQQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.42% | -81.66% | +26.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -36.97% | +28.08% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -58.04% | +39.29% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -81.66% | +57.12% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -81.66% | +47.84% |
Current DrawdownCurrent decline from peak | -1.39% | -21.90% | +20.51% |
Average DrawdownAverage peak-to-trough decline | -10.28% | -18.50% | +8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 13.31% | -11.25% |
Volatility
NOSIX vs. TQQQ - Volatility Comparison
The current volatility for Northern Stock Index Fund (NOSIX) is 3.50%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 20.63%. This indicates that NOSIX experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOSIX | TQQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 20.63% | -17.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.08% | 47.88% | -37.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.92% | 57.57% | -44.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.31% | 68.10% | -50.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 66.61% | -48.40% |
NOSIX vs. TQQQ - Expense Ratio Comparison
NOSIX has a 0.05% expense ratio, which is lower than TQQQ's 0.95% expense ratio.
Dividends
NOSIX vs. TQQQ - Dividend Comparison
NOSIX's dividend yield for the trailing twelve months is around 2.71%, more than TQQQ's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOSIX Northern Stock Index Fund | 2.71% | 2.94% | 2.59% | 5.02% | 4.72% | 3.22% | 4.00% | 2.41% | 4.82% | 3.13% | 2.76% | 3.36% |
TQQQ ProShares UltraPro QQQ | 0.56% | 0.65% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% |
Frequently Asked Questions
NOSIX and TQQQ have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TQQQ has higher volatility (20.63%) compared to NOSIX (3.50%). In terms of maximum drawdown, NOSIX dropped -55.42% vs TQQQ's -81.66%.
NOSIX currently has the higher Sharpe Ratio (1.49 vs 1.14), 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.
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