NOSIX vs. VFIAX
Compare and contrast key facts about Northern Stock Index Fund (NOSIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
NOSIX is managed by Northern Funds. It was launched on Oct 7, 1996. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
NOSIX vs. VFIAX - Performance Comparison
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NOSIX vs. VFIAX - 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | -7.06% | 17.83% | 24.97% | 26.24% | -18.16% | 28.65% | 18.32% | 31.46% | -4.45% | 21.78% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with NOSIX at -7.06% and VFIAX at -7.06%. Both investments have delivered pretty close results over the past 10 years, with NOSIX having a 13.65% annualized return and VFIAX not far ahead at 13.71%.
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%
VFIAX
- 1D
- -0.39%
- 1M
- -7.69%
- YTD
- -7.06%
- 6M
- -4.61%
- 1Y
- 14.41%
- 3Y*
- 17.14%
- 5Y*
- 11.37%
- 10Y*
- 13.71%
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NOSIX vs. VFIAX - Expense Ratio Comparison
NOSIX has a 0.05% expense ratio, which is higher than VFIAX's 0.04% 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. VFIAX — Risk / Return Rank
NOSIX
VFIAX
NOSIX vs. VFIAX - 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 Admiral Shares (VFIAX). 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 | VFIAX | 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 | -0.01 |
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 | 5.13 | -0.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NOSIX | VFIAX | 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 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.76 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.43 | +0.04 |
Correlation
The correlation between NOSIX and VFIAX 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. VFIAX - Dividend Comparison
NOSIX's dividend yield for the trailing twelve months is around 3.17%, more than VFIAX's 1.22% 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.22% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
Drawdowns
NOSIX vs. VFIAX - Drawdown Comparison
The maximum NOSIX drawdown since its inception was -55.42%, roughly equal to the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for NOSIX and VFIAX.
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Drawdown Indicators
| NOSIX | VFIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.42% | -55.20% | -0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.12% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -24.53% | -0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -33.83% | +0.01% |
Current DrawdownCurrent decline from peak | -8.89% | -8.90% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -9.46% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.49% | +0.18% |
Volatility
NOSIX vs. VFIAX - Volatility Comparison
Northern Stock Index Fund (NOSIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) 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.
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Volatility by Period
| NOSIX | VFIAX | 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% | 18.03% | +0.14% |