NOSIX vs. VBIMX
Compare and contrast key facts about Northern Stock Index Fund (NOSIX) and Vanguard Intermediate-Term Bond Index Fund Institutional Shares (VBIMX).
NOSIX is managed by Northern Funds. It was launched on Oct 7, 1996. VBIMX is managed by Vanguard. It was launched on Jan 26, 2006.
Performance
NOSIX vs. VBIMX - Performance Comparison
Loading graphics...
NOSIX vs. VBIMX - 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% |
VBIMX Vanguard Intermediate-Term Bond Index Fund Institutional Shares | -0.94% | 8.59% | 1.55% | 5.78% | -13.25% | -2.50% | 9.83% | 10.22% | -0.13% | 3.89% |
Returns By Period
In the year-to-date period, NOSIX achieves a -7.06% return, which is significantly lower than VBIMX's -0.94% return. Over the past 10 years, NOSIX has outperformed VBIMX with an annualized return of 13.65%, while VBIMX has yielded a comparatively lower 1.95% 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%
VBIMX
- 1D
- 0.48%
- 1M
- -2.72%
- YTD
- -0.94%
- 6M
- 0.19%
- 1Y
- 4.25%
- 3Y*
- 3.71%
- 5Y*
- 0.43%
- 10Y*
- 1.95%
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. VBIMX - Expense Ratio Comparison
Both NOSIX and VBIMX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
NOSIX vs. VBIMX — Risk / Return Rank
NOSIX
VBIMX
NOSIX vs. VBIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Stock Index Fund (NOSIX) and Vanguard Intermediate-Term Bond Index Fund Institutional Shares (VBIMX). 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 | VBIMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.05 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.53 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.70 | -0.83 |
Martin ratioReturn relative to average drawdown | 4.18 | 5.70 | -1.52 |
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 | VBIMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.05 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.07 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.36 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.67 | -0.20 |
Correlation
The correlation between NOSIX and VBIMX is -0.21. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
NOSIX vs. VBIMX - Dividend Comparison
NOSIX's dividend yield for the trailing twelve months is around 3.17%, less than VBIMX's 3.81% 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% |
VBIMX Vanguard Intermediate-Term Bond Index Fund Institutional Shares | 3.81% | 4.03% | 3.82% | 2.82% | 2.41% | 3.23% | 2.95% | 2.75% | 2.89% | 2.76% | 3.08% | 3.12% |
Drawdowns
NOSIX vs. VBIMX - Drawdown Comparison
The maximum NOSIX drawdown since its inception was -55.42%, which is greater than VBIMX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for NOSIX and VBIMX.
Loading graphics...
Drawdown Indicators
| NOSIX | VBIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.42% | -19.07% | -36.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -3.18% | -8.93% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -18.84% | -5.70% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -19.07% | -14.75% |
Current DrawdownCurrent decline from peak | -8.89% | -2.72% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -3.33% | -7.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 0.95% | +1.72% |
Volatility
NOSIX vs. VBIMX - Volatility Comparison
Northern Stock Index Fund (NOSIX) has a higher volatility of 4.24% compared to Vanguard Intermediate-Term Bond Index Fund Institutional Shares (VBIMX) at 1.64%. This indicates that NOSIX's price experiences larger fluctuations and is considered to be riskier than VBIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NOSIX | VBIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 1.64% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 2.74% | +6.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 4.61% | +14.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 6.36% | +10.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 5.37% | +12.80% |