VV vs. NOSIX
Compare and contrast key facts about Vanguard Large-Cap ETF (VV) and Northern Stock Index Fund (NOSIX).
VV is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Index. It was launched on Jan 27, 2004. NOSIX is managed by Northern Funds. It was launched on Oct 7, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VV or NOSIX.
Key characteristics
| VV | NOSIX | |
|---|---|---|
| YTD Return | 27.31% | 27.08% |
| 1Y Return | 40.27% | 39.84% |
| 3Y Return (Ann) | 9.55% | 10.18% |
| 5Y Return (Ann) | 15.97% | 15.91% |
| 10Y Return (Ann) | 13.37% | 13.35% |
| Sharpe Ratio | 3.10 | 3.13 |
| Sortino Ratio | 4.12 | 4.16 |
| Omega Ratio | 1.58 | 1.58 |
| Calmar Ratio | 4.54 | 4.58 |
| Martin Ratio | 20.63 | 20.75 |
| Ulcer Index | 1.90% | 1.87% |
| Daily Std Dev | 12.62% | 12.39% |
| Max Drawdown | -54.81% | -55.43% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VV and NOSIX 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.
Performance
VV vs. NOSIX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VV having a 27.31% return and NOSIX slightly lower at 27.08%. Both investments have delivered pretty close results over the past 10 years, with VV having a 13.37% annualized return and NOSIX not far behind at 13.35%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VV vs. NOSIX - Expense Ratio Comparison
VV has a 0.04% expense ratio, which is lower than NOSIX's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VV vs. NOSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and Northern Stock Index Fund (NOSIX). 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
VV vs. NOSIX - Dividend Comparison
VV's dividend yield for the trailing twelve months is around 1.23%, less than NOSIX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VV Vanguard Large-Cap ETF | 1.23% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% | 1.77% | 1.75% |
NOSIX Northern Stock Index Fund | 1.25% | 1.56% | 1.68% | 1.15% | 1.53% | 1.70% | 2.09% | 1.73% | 2.06% | 1.99% | 1.77% | 1.74% |
Drawdowns
VV vs. NOSIX - Drawdown Comparison
The maximum VV drawdown since its inception was -54.81%, roughly equal to the maximum NOSIX drawdown of -55.43%. Use the drawdown chart below to compare losses from any high point for VV and NOSIX. For additional features, visit the drawdowns tool.
Volatility
VV vs. NOSIX - Volatility Comparison
Vanguard Large-Cap ETF (VV) and Northern Stock Index Fund (NOSIX) have volatilities of 4.04% and 3.91%, 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.