NOSIX vs. VOO
Compare and contrast key facts about Northern Stock Index Fund (NOSIX) and Vanguard S&P 500 ETF (VOO).
NOSIX is managed by Northern Funds. It was launched on Oct 7, 1996. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOSIX or VOO.
Performance
NOSIX vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with NOSIX having a 25.49% return and VOO slightly higher at 26.16%. Both investments have delivered pretty close results over the past 10 years, with NOSIX having a 13.03% annualized return and VOO not far ahead at 13.18%.
NOSIX
25.49%
1.23%
13.03%
31.64%
15.48%
13.03%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| NOSIX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.63 | 2.70 |
| Sortino Ratio | 3.51 | 3.60 |
| Omega Ratio | 1.49 | 1.50 |
| Calmar Ratio | 3.81 | 3.90 |
| Martin Ratio | 17.10 | 17.65 |
| Ulcer Index | 1.88% | 1.86% |
| Daily Std Dev | 12.23% | 12.19% |
| Max Drawdown | -55.43% | -33.99% |
| Current Drawdown | -1.35% | -0.86% |
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NOSIX vs. VOO - Expense Ratio Comparison
NOSIX has a 0.05% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between NOSIX and VOO is 0.99, 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.
Risk-Adjusted Performance
NOSIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Stock Index Fund (NOSIX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
NOSIX vs. VOO - Dividend Comparison
NOSIX's dividend yield for the trailing twelve months is around 1.26%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOSIX Northern Stock Index Fund | 1.26% | 1.56% | 1.68% | 1.15% | 1.53% | 1.70% | 2.09% | 1.73% | 2.06% | 1.99% | 1.77% | 1.74% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
NOSIX vs. VOO - Drawdown Comparison
The maximum NOSIX drawdown since its inception was -55.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NOSIX and VOO. For additional features, visit the drawdowns tool.
Volatility
NOSIX vs. VOO - Volatility Comparison
Northern Stock Index Fund (NOSIX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.93% and 3.99%, 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.