NUESX vs. VSTSX

Last updated Jun 4, 2026

NUESX (Northern U.S. Quality ESG Fund) and VSTSX (Vanguard Total Stock Market Index Fund Institutional Select Shares) are both Large Cap Blend Equities funds. Over the past 5 years, NUESX returned 12.00%/yr vs 13.07%/yr for VSTSX. With a 0.97 correlation, they move nearly in lockstep. NUESX charges 0.39%/yr vs 0.01%/yr for VSTSX.

Performance

NUESX vs. VSTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern U.S. Quality ESG Fund (NUESX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NUESX achieves a 8.96% return, which is significantly lower than VSTSX's 11.99% return.

NUESX

• 1D: 0.30%
• 1M: 5.43%
• YTD: 8.96%
• 6M: 9.18%
• 1Y: 25.01%
• 3Y*: 19.74%
• 5Y*: 12.00%
• 10Y*: —

VSTSX

• 1D: 0.24%
• 1M: 5.76%
• YTD: 11.99%
• 6M: 11.89%
• 1Y: 29.14%
• 3Y*: 22.38%
• 5Y*: 13.07%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NUESX vs. VSTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
NUESX Northern U.S. Quality ESG Fund	8.96%	15.33%	20.67%	25.22%	-18.85%	31.26%	20.20%	31.40%	-4.71%
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares	11.99%	17.16%	23.27%	26.54%	-19.49%	25.75%	21.02%	30.81%	-5.20%

Correlation

The correlation between NUESX and VSTSX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Mar 27, 2018	0.97

The correlation between NUESX and VSTSX shifts across timeframes, from 0.85 (1 year) to 0.97 (all time), reflecting how their relationship changes across market environments.

Return for Risk

NUESX vs. VSTSX — Risk / Return Rank

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

NUESX

NUESX Risk / Return Rank: 53
NUESX Sharpe Ratio Rank: 52
NUESX Sortino Ratio Rank: 50
NUESX Omega Ratio Rank: 49
NUESX Calmar Ratio Rank: 53
NUESX Martin Ratio Rank: 63

VSTSX

VSTSX Risk / Return Rank: 72
VSTSX Sharpe Ratio Rank: 72
VSTSX Sortino Ratio Rank: 65
VSTSX Omega Ratio Rank: 63
VSTSX Calmar Ratio Rank: 75
VSTSX Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NUESX vs. VSTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern U.S. Quality ESG Fund (NUESX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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.

	NUESX	VSTSX	Difference
Sharpe ratio: Return per unit of total volatility	2.12	2.47	-0.35
Sortino ratio: Return per unit of downside risk	2.98	3.37	-0.39
Omega ratio: Gain probability vs. loss probability	1.38	1.44	-0.06
Calmar ratio: Return relative to maximum drawdown	2.80	3.38	-0.58
Martin ratio: Return relative to average drawdown	12.48	15.60	-3.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NUESX vs. VSTSX - Sharpe Ratio Comparison

The current NUESX Sharpe Ratio is 2.12, which is comparable to the VSTSX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of NUESX and VSTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NUESX	VSTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	2.47	-0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.76	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.80	-0.06

Drawdowns

NUESX vs. VSTSX - Drawdown Comparison

The maximum NUESX drawdown since its inception was -33.33%, roughly equal to the maximum VSTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for NUESX and VSTSX.

Drawdown Indicators

	NUESX	VSTSX	Difference
Max Drawdown Largest peak-to-trough decline	-33.33%	-34.97%	+1.64%
Max Drawdown (1Y) Largest decline over 1 year	-9.41%	-8.92%	-0.49%
Max Drawdown (3Y) Largest decline over 3 years	-19.41%	-19.36%	-0.05%
Max Drawdown (5Y) Largest decline over 5 years	-24.96%	-25.35%	+0.39%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.22%	-4.89%	-0.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	1.93%	+0.16%

Volatility

NUESX vs. VSTSX - Volatility Comparison

The current volatility for Northern U.S. Quality ESG Fund (NUESX) is 2.70%, while Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) has a volatility of 2.95%. This indicates that NUESX experiences smaller price fluctuations and is considered to be less risky than VSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NUESX	VSTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.70%	2.95%	-0.25%
Volatility (6M) Calculated over the trailing 6-month period	9.32%	9.19%	+0.13%
Volatility (1Y) Calculated over the trailing 1-year period	12.43%	12.19%	+0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.43%	17.36%	+0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.64%	18.76%	+0.88%

NUESX vs. VSTSX - Expense Ratio Comparison

NUESX has a 0.39% expense ratio, which is higher than VSTSX's 0.01% expense ratio.

Dividends

NUESX vs. VSTSX - Dividend Comparison

NUESX's dividend yield for the trailing twelve months is around 11.68%, more than VSTSX's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
NUESX Northern U.S. Quality ESG Fund	11.68%	12.68%	1.50%	1.54%	3.71%	5.97%	1.60%	1.62%	2.44%	0.00%
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares	1.02%	1.13%	1.27%	1.43%	1.67%	1.23%	1.44%	1.79%	2.07%	1.74%

Frequently Asked Questions

Can I hold both NUESX and VSTSX in my portfolio?

NUESX and VSTSX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NUESX or VSTSX?

VSTSX has higher volatility (2.95%) compared to NUESX (2.70%). In terms of maximum drawdown, NUESX dropped -33.33% vs VSTSX's -34.97%.

Which has better risk-adjusted returns?

VSTSX currently has the higher Sharpe Ratio (2.47 vs 2.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.