PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NOSIX vs. VV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NOSIX and VV 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.


-0.50.00.51.01.0

Performance

NOSIX vs. VV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Stock Index Fund (NOSIX) and Vanguard Large-Cap ETF (VV). The values are adjusted to include any dividend payments, if applicable.

600.00%650.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
639.94%
710.53%
NOSIX
VV

Key characteristics

Sharpe Ratio

NOSIX:

1.94

VV:

2.21

Sortino Ratio

NOSIX:

2.60

VV:

2.93

Omega Ratio

NOSIX:

1.36

VV:

1.41

Calmar Ratio

NOSIX:

2.89

VV:

3.29

Martin Ratio

NOSIX:

12.57

VV:

14.55

Ulcer Index

NOSIX:

1.95%

VV:

1.95%

Daily Std Dev

NOSIX:

12.61%

VV:

12.81%

Max Drawdown

NOSIX:

-55.43%

VV:

-54.81%

Current Drawdown

NOSIX:

-5.15%

VV:

-2.66%

Returns By Period

In the year-to-date period, NOSIX achieves a 22.50% return, which is significantly lower than VV's 26.47% return. Both investments have delivered pretty close results over the past 10 years, with NOSIX having a 12.67% annualized return and VV not far ahead at 13.04%.


NOSIX

YTD

22.50%

1M

-2.38%

6M

6.24%

1Y

23.13%

5Y*

14.07%

10Y*

12.67%

VV

YTD

26.47%

1M

-0.05%

6M

9.79%

1Y

26.70%

5Y*

14.80%

10Y*

13.04%

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. VV - Expense Ratio Comparison

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


NOSIX
Northern Stock Index Fund
Expense ratio chart for NOSIX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

NOSIX vs. VV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Stock Index Fund (NOSIX) and Vanguard Large-Cap ETF (VV). 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.


Sharpe ratio
The chart of Sharpe ratio for NOSIX, currently valued at 1.94, compared to the broader market-1.000.001.002.003.004.001.942.21
The chart of Sortino ratio for NOSIX, currently valued at 2.60, compared to the broader market-2.000.002.004.006.008.0010.002.602.93
The chart of Omega ratio for NOSIX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.41
The chart of Calmar ratio for NOSIX, currently valued at 2.89, compared to the broader market0.002.004.006.008.0010.0012.0014.002.893.29
The chart of Martin ratio for NOSIX, currently valued at 12.57, compared to the broader market0.0020.0040.0060.0012.5714.55
NOSIX
VV

The current NOSIX Sharpe Ratio is 1.94, which is comparable to the VV Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of NOSIX and VV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.94
2.21
NOSIX
VV

Dividends

NOSIX vs. VV - Dividend Comparison

NOSIX's dividend yield for the trailing twelve months is around 0.91%, which matches VV's 0.91% yield.


TTM20232022202120202019201820172016201520142013
NOSIX
Northern Stock Index Fund
0.91%1.56%1.68%1.15%1.53%1.70%2.09%1.73%2.06%1.99%1.77%1.74%
VV
Vanguard Large-Cap ETF
0.91%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%1.75%

Drawdowns

NOSIX vs. VV - Drawdown Comparison

The maximum NOSIX drawdown since its inception was -55.43%, roughly equal to the maximum VV drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for NOSIX and VV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.15%
-2.66%
NOSIX
VV

Volatility

NOSIX vs. VV - Volatility Comparison

Northern Stock Index Fund (NOSIX) and Vanguard Large-Cap ETF (VV) have volatilities of 3.99% and 4.08%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.99%
4.08%
NOSIX
VV
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab