NOSIX vs. VSTSX

Last updated Jun 4, 2026

NOSIX (Northern Stock Index Fund) and VSTSX (Vanguard Total Stock Market Index Fund Institutional Select Shares) are both Large Cap Blend Equities funds. Over the past 5 years, NOSIX returned 14.18%/yr vs 13.07%/yr for VSTSX. With a 0.97 correlation, they move nearly in lockstep. NOSIX charges 0.05%/yr vs 0.01%/yr for VSTSX.

Performance

NOSIX vs. VSTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Stock Index Fund (NOSIX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with NOSIX having a 11.68% return and VSTSX slightly higher at 11.99%.

NOSIX

• 1D: 0.13%
• 1M: 5.79%
• YTD: 11.68%
• 6M: 11.72%
• 1Y: 28.94%
• 3Y*: 22.69%
• 5Y*: 14.18%
• 10Y*: 15.56%

VSTSX

• 1D: 0.24%
• 1M: 5.76%
• YTD: 11.99%
• 6M: 11.89%
• 1Y: 29.14%
• 3Y*: 22.38%
• 5Y*: 13.07%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NOSIX vs. VSTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NOSIX Northern Stock Index Fund	11.68%	17.83%	24.87%	26.24%	-18.25%	28.55%	18.33%	31.35%	-4.54%	20.68%
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares	11.99%	17.16%	23.27%	26.54%	-19.49%	25.75%	21.02%	30.81%	-5.15%	20.21%

Correlation

The correlation between NOSIX and VSTSX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017	0.97

The correlation between NOSIX and VSTSX shifts across timeframes, from 0.86 (1 year) to 0.97 (all time), reflecting how their relationship changes across market environments.

Return for Risk

NOSIX vs. VSTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NOSIX

NOSIX Risk / Return Rank: 74
NOSIX Sharpe Ratio Rank: 76
NOSIX Sortino Ratio Rank: 69
NOSIX Omega Ratio Rank: 69
NOSIX Calmar Ratio Rank: 74
NOSIX Martin Ratio Rank: 83

VSTSX

VSTSX Risk / Return Rank: 72
VSTSX Sharpe Ratio Rank: 72
VSTSX Sortino Ratio Rank: 65
VSTSX Omega Ratio Rank: 63
VSTSX Calmar Ratio Rank: 75
VSTSX Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NOSIX vs. VSTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Stock Index Fund (NOSIX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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	VSTSX	Difference
Sharpe ratio: Return per unit of total volatility	2.52	2.47	+0.05
Sortino ratio: Return per unit of downside risk	3.46	3.37	+0.10
Omega ratio: Gain probability vs. loss probability	1.47	1.44	+0.02
Calmar ratio: Return relative to maximum drawdown	3.38	3.38	+0.01
Martin ratio: Return relative to average drawdown	15.86	15.60	+0.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NOSIX vs. VSTSX - Sharpe Ratio Comparison

The current NOSIX Sharpe Ratio is 2.52, which is comparable to the VSTSX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of NOSIX and VSTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NOSIX	VSTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.52	2.47	+0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.76	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.80	-0.30

Drawdowns

NOSIX vs. VSTSX - Drawdown Comparison

The maximum NOSIX drawdown since its inception was -55.42%, which is greater than VSTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for NOSIX and VSTSX.

Drawdown Indicators

	NOSIX	VSTSX	Difference
Max Drawdown Largest peak-to-trough decline	-55.42%	-34.97%	-20.45%
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	-8.92%	+0.03%
Max Drawdown (3Y) Largest decline over 3 years	-18.75%	-19.36%	+0.61%
Max Drawdown (5Y) Largest decline over 5 years	-24.54%	-25.35%	+0.81%
Max Drawdown (10Y) Largest decline over 10 years	-33.82%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-10.33%	-4.89%	-5.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	1.93%	-0.04%

Volatility

NOSIX vs. VSTSX - Volatility Comparison

Northern Stock Index Fund (NOSIX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) have volatilities of 2.82% and 2.95%, 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.

Volatility by Period

	NOSIX	VSTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	2.95%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	8.97%	9.19%	-0.22%
Volatility (1Y) Calculated over the trailing 1-year period	11.95%	12.19%	-0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.20%	17.36%	-0.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.21%	18.76%	-0.55%

NOSIX vs. VSTSX - Expense Ratio Comparison

NOSIX has a 0.05% expense ratio, which is higher than VSTSX'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%.

Dividends

NOSIX vs. VSTSX - Dividend Comparison

NOSIX's dividend yield for the trailing twelve months is around 2.64%, more than VSTSX's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NOSIX Northern Stock Index Fund	2.64%	2.94%	2.59%	5.02%	4.72%	3.22%	4.00%	2.41%	4.82%	3.13%	2.76%	3.36%
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares	1.02%	1.13%	1.27%	1.43%	1.67%	1.23%	1.44%	1.79%	2.07%	1.74%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NOSIX and VSTSX in my portfolio?

NOSIX and VSTSX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NOSIX or VSTSX?

VSTSX has higher volatility (2.95%) compared to NOSIX (2.82%). In terms of maximum drawdown, NOSIX dropped -55.42% vs VSTSX's -34.97%.

Which has better risk-adjusted returns?

NOSIX currently has the higher Sharpe Ratio (2.52 vs 2.47), 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.