NSIDX vs. NHFIX
Compare and contrast key facts about Northern Small Cap Index Fund (NSIDX) and Northern High Yield Fixed Income Fund (NHFIX).
NSIDX is managed by Northern Funds. It was launched on Sep 3, 1999. NHFIX is managed by Northern Funds. It was launched on Dec 31, 1998.
Performance
NSIDX vs. NHFIX - Performance Comparison
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NSIDX vs. NHFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSIDX Northern Small Cap Index Fund | 0.90% | 12.88% | 11.45% | 16.87% | -20.63% | 14.38% | 19.59% | 25.22% | -11.33% | 14.62% |
NHFIX Northern High Yield Fixed Income Fund | -0.35% | 8.79% | 8.03% | 13.96% | -13.74% | 5.03% | 6.04% | 16.17% | -3.60% | 8.35% |
Returns By Period
In the year-to-date period, NSIDX achieves a 0.90% return, which is significantly higher than NHFIX's -0.35% return. Over the past 10 years, NSIDX has outperformed NHFIX with an annualized return of 9.66%, while NHFIX has yielded a comparatively lower 5.56% annualized return.
NSIDX
- 1D
- 3.45%
- 1M
- -5.85%
- YTD
- 0.90%
- 6M
- 2.89%
- 1Y
- 25.73%
- 3Y*
- 13.02%
- 5Y*
- 3.32%
- 10Y*
- 9.66%
NHFIX
- 1D
- 0.50%
- 1M
- -1.12%
- YTD
- -0.35%
- 6M
- 0.96%
- 1Y
- 7.34%
- 3Y*
- 8.68%
- 5Y*
- 3.52%
- 10Y*
- 5.56%
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NSIDX vs. NHFIX - Expense Ratio Comparison
NSIDX has a 0.10% expense ratio, which is lower than NHFIX's 0.60% expense ratio.
Return for Risk
NSIDX vs. NHFIX — Risk / Return Rank
NSIDX
NHFIX
NSIDX vs. NHFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Index Fund (NSIDX) and Northern High Yield Fixed Income Fund (NHFIX). 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.
| NSIDX | NHFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.85 | -0.81 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.71 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.45 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.95 | -0.47 |
Martin ratioReturn relative to average drawdown | 5.63 | 8.65 | -3.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NSIDX | NHFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.85 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.70 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.94 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.05 | -0.73 |
Correlation
The correlation between NSIDX and NHFIX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NSIDX vs. NHFIX - Dividend Comparison
NSIDX's dividend yield for the trailing twelve months is around 1.56%, less than NHFIX's 6.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSIDX Northern Small Cap Index Fund | 1.56% | 1.57% | 6.72% | 2.01% | 6.38% | 12.15% | 3.52% | 1.78% | 12.16% | 6.55% | 4.06% | 6.68% |
NHFIX Northern High Yield Fixed Income Fund | 6.99% | 6.87% | 6.67% | 6.57% | 3.84% | 4.92% | 5.41% | 6.35% | 6.85% | 6.66% | 5.57% | 6.19% |
Drawdowns
NSIDX vs. NHFIX - Drawdown Comparison
The maximum NSIDX drawdown since its inception was -59.02%, which is greater than NHFIX's maximum drawdown of -27.87%. Use the drawdown chart below to compare losses from any high point for NSIDX and NHFIX.
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Drawdown Indicators
| NSIDX | NHFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.02% | -27.87% | -31.15% |
Max Drawdown (1Y)Largest decline over 1 year | -14.13% | -3.33% | -10.80% |
Max Drawdown (5Y)Largest decline over 5 years | -32.89% | -17.47% | -15.42% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -24.72% | -17.37% |
Current DrawdownCurrent decline from peak | -7.91% | -1.44% | -6.47% |
Average DrawdownAverage peak-to-trough decline | -12.13% | -2.80% | -9.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 0.79% | +3.14% |
Volatility
NSIDX vs. NHFIX - Volatility Comparison
Northern Small Cap Index Fund (NSIDX) has a higher volatility of 7.48% compared to Northern High Yield Fixed Income Fund (NHFIX) at 1.47%. This indicates that NSIDX's price experiences larger fluctuations and is considered to be riskier than NHFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSIDX | NHFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 1.47% | +6.01% |
Volatility (6M)Calculated over the trailing 6-month period | 15.27% | 2.50% | +12.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.20% | 4.12% | +21.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.24% | 5.07% | +19.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.22% | 5.94% | +18.28% |