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VV vs. NOSIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 1.0

Performance

VV vs. NOSIX - Performance Comparison

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

400.00%450.00%500.00%550.00%600.00%650.00%700.00%750.00%NovemberDecember2025FebruaryMarchApril
657.44%
481.51%
VV
NOSIX

Key characteristics

Sharpe Ratio

VV:

0.54

NOSIX:

0.46

Sortino Ratio

VV:

0.87

NOSIX:

0.77

Omega Ratio

VV:

1.13

NOSIX:

1.11

Calmar Ratio

VV:

0.56

NOSIX:

0.47

Martin Ratio

VV:

2.29

NOSIX:

1.90

Ulcer Index

VV:

4.65%

NOSIX:

4.70%

Daily Std Dev

VV:

19.88%

NOSIX:

19.48%

Max Drawdown

VV:

-54.81%

NOSIX:

-55.42%

Current Drawdown

VV:

-9.97%

NOSIX:

-10.06%

Returns By Period

The year-to-date returns for both stocks are quite close, with VV having a -5.64% return and NOSIX slightly lower at -5.71%. Over the past 10 years, VV has outperformed NOSIX with an annualized return of 12.17%, while NOSIX has yielded a comparatively lower 10.04% annualized return.


VV

YTD

-5.64%

1M

-0.72%

6M

-3.96%

1Y

10.02%

5Y*

15.76%

10Y*

12.17%

NOSIX

YTD

-5.71%

1M

-0.92%

6M

-5.53%

1Y

8.29%

5Y*

12.96%

10Y*

10.04%

*Annualized

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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%.


Expense ratio chart for NOSIX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NOSIX: 0.05%
Expense ratio chart for VV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VV: 0.04%

Risk-Adjusted Performance

VV vs. NOSIX — Risk-Adjusted Performance Rank

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

VV
The Risk-Adjusted Performance Rank of VV is 6464
Overall Rank
The Sharpe Ratio Rank of VV is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VV is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VV is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VV is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VV is 6565
Martin Ratio Rank

NOSIX
The Risk-Adjusted Performance Rank of NOSIX is 5757
Overall Rank
The Sharpe Ratio Rank of NOSIX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of NOSIX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of NOSIX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of NOSIX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of NOSIX is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VV, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.00
VV: 0.54
NOSIX: 0.46
The chart of Sortino ratio for VV, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.00
VV: 0.87
NOSIX: 0.77
The chart of Omega ratio for VV, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
VV: 1.13
NOSIX: 1.11
The chart of Calmar ratio for VV, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.00
VV: 0.56
NOSIX: 0.47
The chart of Martin ratio for VV, currently valued at 2.29, compared to the broader market0.0020.0040.0060.00
VV: 2.29
NOSIX: 1.90

The current VV Sharpe Ratio is 0.54, which is comparable to the NOSIX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of VV and NOSIX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.54
0.46
VV
NOSIX

Dividends

VV vs. NOSIX - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.34%, less than NOSIX's 1.37% yield.


TTM20242023202220212020201920182017201620152014
VV
Vanguard Large-Cap ETF
1.34%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%
NOSIX
Northern Stock Index Fund
1.37%1.27%1.56%1.68%1.15%1.53%1.70%2.09%1.73%2.06%1.99%1.77%

Drawdowns

VV vs. NOSIX - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, roughly equal to the maximum NOSIX drawdown of -55.42%. Use the drawdown chart below to compare losses from any high point for VV and NOSIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.97%
-10.06%
VV
NOSIX

Volatility

VV vs. NOSIX - Volatility Comparison

Vanguard Large-Cap ETF (VV) and Northern Stock Index Fund (NOSIX) have volatilities of 14.47% and 14.20%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.47%
14.20%
VV
NOSIX