NSIDX vs. NOLCX
Compare and contrast key facts about Northern Small Cap Index Fund (NSIDX) and Northern Large Cap Core Fund (NOLCX).
NSIDX is managed by Northern Funds. It was launched on Sep 3, 1999. NOLCX is managed by Northern Funds. It was launched on Dec 16, 2005.
Performance
NSIDX vs. NOLCX - Performance Comparison
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NSIDX vs. NOLCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSIDX Northern Small Cap Index Fund | -2.46% | 12.88% | 11.45% | 16.87% | -20.63% | 14.38% | 19.59% | 25.22% | -11.33% | 14.62% |
NOLCX Northern Large Cap Core Fund | -6.06% | 21.83% | 26.04% | 24.32% | -15.59% | 32.90% | 11.96% | 25.64% | -6.28% | 20.32% |
Returns By Period
In the year-to-date period, NSIDX achieves a -2.46% return, which is significantly higher than NOLCX's -6.06% return. Over the past 10 years, NSIDX has underperformed NOLCX with an annualized return of 9.29%, while NOLCX has yielded a comparatively higher 13.27% annualized return.
NSIDX
- 1D
- -1.44%
- 1M
- -8.16%
- YTD
- -2.46%
- 6M
- -0.28%
- 1Y
- 21.64%
- 3Y*
- 11.75%
- 5Y*
- 2.93%
- 10Y*
- 9.29%
NOLCX
- 1D
- -0.40%
- 1M
- -6.65%
- YTD
- -6.06%
- 6M
- -3.17%
- 1Y
- 18.86%
- 3Y*
- 19.07%
- 5Y*
- 12.93%
- 10Y*
- 13.27%
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NSIDX vs. NOLCX - Expense Ratio Comparison
NSIDX has a 0.10% expense ratio, which is lower than NOLCX's 0.45% expense ratio.
Return for Risk
NSIDX vs. NOLCX — Risk / Return Rank
NSIDX
NOLCX
NSIDX vs. NOLCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Index Fund (NSIDX) and Northern Large Cap Core Fund (NOLCX). 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 | NOLCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.03 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.62 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.15 | -0.05 |
Martin ratioReturn relative to average drawdown | 4.24 | 5.50 | -1.27 |
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 | NOLCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.03 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.68 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.69 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.49 | -0.18 |
Correlation
The correlation between NSIDX and NOLCX is 0.86, 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.
Dividends
NSIDX vs. NOLCX - Dividend Comparison
NSIDX's dividend yield for the trailing twelve months is around 1.61%, less than NOLCX's 9.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSIDX Northern Small Cap Index Fund | 1.61% | 1.57% | 6.72% | 2.01% | 6.38% | 12.15% | 3.52% | 1.78% | 12.16% | 6.55% | 4.06% | 6.68% |
NOLCX Northern Large Cap Core Fund | 9.13% | 8.57% | 9.09% | 8.96% | 5.02% | 14.82% | 1.35% | 3.93% | 2.49% | 2.63% | 1.78% | 1.87% |
Drawdowns
NSIDX vs. NOLCX - Drawdown Comparison
The maximum NSIDX drawdown since its inception was -59.02%, roughly equal to the maximum NOLCX drawdown of -56.64%. Use the drawdown chart below to compare losses from any high point for NSIDX and NOLCX.
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Drawdown Indicators
| NSIDX | NOLCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.02% | -56.64% | -2.38% |
Max Drawdown (1Y)Largest decline over 1 year | -14.13% | -12.26% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -32.89% | -30.63% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -34.46% | -7.63% |
Current DrawdownCurrent decline from peak | -10.97% | -8.20% | -2.77% |
Average DrawdownAverage peak-to-trough decline | -12.13% | -8.92% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.86% | +1.11% |
Volatility
NSIDX vs. NOLCX - Volatility Comparison
Northern Small Cap Index Fund (NSIDX) has a higher volatility of 6.56% compared to Northern Large Cap Core Fund (NOLCX) at 3.90%. This indicates that NSIDX's price experiences larger fluctuations and is considered to be riskier than NOLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSIDX | NOLCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 3.90% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 14.92% | 9.15% | +5.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.02% | 19.29% | +5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.20% | 19.09% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.19% | 19.24% | +4.95% |