NSIDX vs. NOBOX
Compare and contrast key facts about Northern Small Cap Index Fund (NSIDX) and Northern Bond Index Fund (NOBOX).
NSIDX is managed by Northern Funds. It was launched on Sep 3, 1999. NOBOX is managed by Northern Funds. It was launched on Feb 27, 2007.
Performance
NSIDX vs. NOBOX - Performance Comparison
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NSIDX vs. NOBOX - 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% |
NOBOX Northern Bond Index Fund | -0.03% | 6.14% | 0.82% | 4.86% | -13.84% | -2.10% | 7.20% | 8.73% | -0.17% | 3.60% |
Returns By Period
In the year-to-date period, NSIDX achieves a 0.90% return, which is significantly higher than NOBOX's -0.03% return. Over the past 10 years, NSIDX has outperformed NOBOX with an annualized return of 9.66%, while NOBOX has yielded a comparatively lower 1.23% 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%
NOBOX
- 1D
- 0.22%
- 1M
- -1.40%
- YTD
- -0.03%
- 6M
- 0.78%
- 1Y
- 4.05%
- 3Y*
- 2.89%
- 5Y*
- -0.49%
- 10Y*
- 1.23%
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NSIDX vs. NOBOX - Expense Ratio Comparison
NSIDX has a 0.10% expense ratio, which is higher than NOBOX's 0.07% 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%.
Return for Risk
NSIDX vs. NOBOX — Risk / Return Rank
NSIDX
NOBOX
NSIDX vs. NOBOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Index Fund (NSIDX) and Northern Bond Index Fund (NOBOX). 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 | NOBOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.94 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.40 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.77 | -0.29 |
Martin ratioReturn relative to average drawdown | 5.63 | 5.14 | +0.49 |
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 | NOBOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.94 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | -0.08 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.25 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.59 | -0.28 |
Correlation
The correlation between NSIDX and NOBOX is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
NSIDX vs. NOBOX - Dividend Comparison
NSIDX's dividend yield for the trailing twelve months is around 1.56%, less than NOBOX's 3.97% 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% |
NOBOX Northern Bond Index Fund | 3.97% | 2.88% | 3.46% | 2.63% | 1.53% | 2.10% | 3.12% | 3.18% | 2.80% | 2.77% | 2.45% | 2.61% |
Drawdowns
NSIDX vs. NOBOX - Drawdown Comparison
The maximum NSIDX drawdown since its inception was -59.02%, which is greater than NOBOX's maximum drawdown of -20.03%. Use the drawdown chart below to compare losses from any high point for NSIDX and NOBOX.
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Drawdown Indicators
| NSIDX | NOBOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.02% | -20.03% | -38.99% |
Max Drawdown (1Y)Largest decline over 1 year | -14.13% | -2.80% | -11.33% |
Max Drawdown (5Y)Largest decline over 5 years | -32.89% | -19.15% | -13.74% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -20.03% | -22.06% |
Current DrawdownCurrent decline from peak | -7.91% | -5.99% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -12.13% | -3.52% | -8.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 0.96% | +2.97% |
Volatility
NSIDX vs. NOBOX - Volatility Comparison
Northern Small Cap Index Fund (NSIDX) has a higher volatility of 7.48% compared to Northern Bond Index Fund (NOBOX) at 1.61%. This indicates that NSIDX's price experiences larger fluctuations and is considered to be riskier than NOBOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSIDX | NOBOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 1.61% | +5.87% |
Volatility (6M)Calculated over the trailing 6-month period | 15.27% | 2.87% | +12.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.20% | 4.59% | +20.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.24% | 6.07% | +18.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.22% | 5.01% | +19.21% |