NOSIX vs. VFFSX
Compare and contrast key facts about Northern Stock Index Fund (NOSIX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX).
NOSIX is managed by Northern Funds. It was launched on Oct 7, 1996. VFFSX is managed by Vanguard.
Performance
NOSIX vs. VFFSX - Performance Comparison
Loading graphics...
NOSIX vs. VFFSX - 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% | 20.68% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | -7.06% | 17.87% | 25.00% | 26.28% | -18.14% | 29.24% | 18.35% | 31.88% | -4.42% | 20.80% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with NOSIX at -7.06% and VFFSX at -7.06%.
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%
VFFSX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.59%
- 1Y
- 14.44%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- —
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. VFFSX - Expense Ratio Comparison
NOSIX has a 0.05% expense ratio, which is higher than VFFSX's 0.01% expense ratio. However, 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. VFFSX — Risk / Return Rank
NOSIX
VFFSX
NOSIX vs. VFFSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Stock Index Fund (NOSIX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). 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 | VFFSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.84 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.30 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.06 | -0.18 |
Martin ratioReturn relative to average drawdown | 4.18 | 5.14 | -0.96 |
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 | VFFSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.84 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.68 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.75 | -0.28 |
Correlation
The correlation between NOSIX and VFFSX is 0.98, 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. VFFSX - Dividend Comparison
NOSIX's dividend yield for the trailing twelve months is around 3.17%, more than VFFSX's 1.24% 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% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 1.24% | 1.14% | 1.24% | 1.46% | 1.70% | 1.61% | 1.56% | 2.15% | 2.09% | 1.81% | 0.00% | 0.00% |
Drawdowns
NOSIX vs. VFFSX - Drawdown Comparison
The maximum NOSIX drawdown since its inception was -55.42%, which is greater than VFFSX's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for NOSIX and VFFSX.
Loading graphics...
Drawdown Indicators
| NOSIX | VFFSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.42% | -33.82% | -21.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.12% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -24.51% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | — | — |
Current DrawdownCurrent decline from peak | -8.89% | -8.90% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -4.57% | -5.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.49% | +0.18% |
Volatility
NOSIX vs. VFFSX - Volatility Comparison
Northern Stock Index Fund (NOSIX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX) have volatilities of 4.24% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NOSIX | VFFSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.24% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 9.08% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 18.13% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 16.86% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 18.50% | -0.33% |