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

Correlation

The correlation between VLXVX and NOSIX is 0.96, 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

VLXVX vs. NOSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2065 Fund (VLXVX) and Northern Stock Index Fund (NOSIX). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
91.07%
114.37%
VLXVX
NOSIX

Key characteristics

Sharpe Ratio

VLXVX:

0.68

NOSIX:

0.48

Sortino Ratio

VLXVX:

1.05

NOSIX:

0.80

Omega Ratio

VLXVX:

1.15

NOSIX:

1.12

Calmar Ratio

VLXVX:

0.72

NOSIX:

0.50

Martin Ratio

VLXVX:

3.30

NOSIX:

2.02

Ulcer Index

VLXVX:

3.19%

NOSIX:

4.66%

Daily Std Dev

VLXVX:

15.34%

NOSIX:

19.46%

Max Drawdown

VLXVX:

-31.42%

NOSIX:

-55.42%

Current Drawdown

VLXVX:

-5.64%

NOSIX:

-10.72%

Returns By Period

In the year-to-date period, VLXVX achieves a -0.89% return, which is significantly higher than NOSIX's -6.40% return.


VLXVX

YTD

-0.89%

1M

-2.83%

6M

-1.53%

1Y

9.40%

5Y*

12.16%

10Y*

N/A

NOSIX

YTD

-6.40%

1M

-4.97%

6M

-6.25%

1Y

8.09%

5Y*

13.00%

10Y*

9.82%

*Annualized

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VLXVX vs. NOSIX - Expense Ratio Comparison

VLXVX has a 0.08% expense ratio, which is higher than NOSIX's 0.05% 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%.


Expense ratio chart for VLXVX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VLXVX: 0.08%
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%

Risk-Adjusted Performance

VLXVX vs. NOSIX — Risk-Adjusted Performance Rank

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

VLXVX
The Risk-Adjusted Performance Rank of VLXVX is 7171
Overall Rank
The Sharpe Ratio Rank of VLXVX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VLXVX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VLXVX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VLXVX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VLXVX is 7676
Martin Ratio Rank

NOSIX
The Risk-Adjusted Performance Rank of NOSIX is 5959
Overall Rank
The Sharpe Ratio Rank of NOSIX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of NOSIX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of NOSIX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of NOSIX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of NOSIX is 5959
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.

VLXVX vs. NOSIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2065 Fund (VLXVX) 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 VLXVX, currently valued at 0.68, compared to the broader market-1.000.001.002.003.00
VLXVX: 0.68
NOSIX: 0.48
The chart of Sortino ratio for VLXVX, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.00
VLXVX: 1.05
NOSIX: 0.80
The chart of Omega ratio for VLXVX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
VLXVX: 1.15
NOSIX: 1.12
The chart of Calmar ratio for VLXVX, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.00
VLXVX: 0.72
NOSIX: 0.50
The chart of Martin ratio for VLXVX, currently valued at 3.30, compared to the broader market0.0010.0020.0030.0040.0050.00
VLXVX: 3.30
NOSIX: 2.02

The current VLXVX Sharpe Ratio is 0.68, which is higher than the NOSIX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of VLXVX 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.68
0.48
VLXVX
NOSIX

Dividends

VLXVX vs. NOSIX - Dividend Comparison

VLXVX's dividend yield for the trailing twelve months is around 2.09%, more than NOSIX's 1.38% yield.


TTM20242023202220212020201920182017201620152014
VLXVX
Vanguard Target Retirement 2065 Fund
2.09%2.07%2.06%2.00%1.70%1.45%1.90%1.85%0.78%0.00%0.00%0.00%
NOSIX
Northern Stock Index Fund
1.38%1.27%1.56%1.68%1.15%1.53%1.70%2.09%1.73%2.06%1.99%1.77%

Drawdowns

VLXVX vs. NOSIX - Drawdown Comparison

The maximum VLXVX drawdown since its inception was -31.42%, smaller than the maximum NOSIX drawdown of -55.42%. Use the drawdown chart below to compare losses from any high point for VLXVX and NOSIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.64%
-10.72%
VLXVX
NOSIX

Volatility

VLXVX vs. NOSIX - Volatility Comparison

The current volatility for Vanguard Target Retirement 2065 Fund (VLXVX) is 10.82%, while Northern Stock Index Fund (NOSIX) has a volatility of 14.20%. This indicates that VLXVX experiences smaller price fluctuations and is considered to be less risky than NOSIX based on this measure. 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
10.82%
14.20%
VLXVX
NOSIX