VTHR vs. NOLCX
Compare and contrast key facts about Vanguard Russell 3000 ETF (VTHR) and Northern Large Cap Core Fund (NOLCX).
VTHR is a passively managed fund by Vanguard that tracks the performance of the Russell 3000 Index. It was launched on Sep 20, 2010. NOLCX is managed by Northern Funds. It was launched on Dec 16, 2005.
Performance
VTHR vs. NOLCX - Performance Comparison
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VTHR vs. NOLCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTHR Vanguard Russell 3000 ETF | -3.96% | 16.99% | 23.57% | 25.92% | -19.20% | 25.49% | 20.93% | 30.82% | -5.65% | 21.06% |
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, VTHR achieves a -3.96% return, which is significantly higher than NOLCX's -6.06% return. Both investments have delivered pretty close results over the past 10 years, with VTHR having a 13.51% annualized return and NOLCX not far behind at 13.27%.
VTHR
- 1D
- 2.96%
- 1M
- -5.00%
- YTD
- -3.96%
- 6M
- -1.71%
- 1Y
- 17.90%
- 3Y*
- 17.74%
- 5Y*
- 10.49%
- 10Y*
- 13.51%
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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VTHR vs. NOLCX - Expense Ratio Comparison
VTHR has a 0.10% expense ratio, which is lower than NOLCX's 0.45% expense ratio.
Return for Risk
VTHR vs. NOLCX — Risk / Return Rank
VTHR
NOLCX
VTHR vs. NOLCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) 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.
| VTHR | NOLCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.03 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.62 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.15 | +0.35 |
Martin ratioReturn relative to average drawdown | 7.15 | 5.50 | +1.64 |
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
| VTHR | NOLCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.03 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.68 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.69 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.49 | +0.31 |
Correlation
The correlation between VTHR and NOLCX is 0.92, 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
VTHR vs. NOLCX - Dividend Comparison
VTHR's dividend yield for the trailing twelve months is around 1.16%, less than NOLCX's 9.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTHR Vanguard Russell 3000 ETF | 1.16% | 1.08% | 1.19% | 1.47% | 1.52% | 1.16% | 1.37% | 1.65% | 1.89% | 1.63% | 1.82% | 1.84% |
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
VTHR vs. NOLCX - Drawdown Comparison
The maximum VTHR drawdown since its inception was -34.61%, smaller than the maximum NOLCX drawdown of -56.64%. Use the drawdown chart below to compare losses from any high point for VTHR and NOLCX.
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Drawdown Indicators
| VTHR | NOLCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.61% | -56.64% | +22.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -12.26% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -30.63% | +5.57% |
Max Drawdown (10Y)Largest decline over 10 years | -34.61% | -34.46% | -0.15% |
Current DrawdownCurrent decline from peak | -6.21% | -8.20% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -4.08% | -8.92% | +4.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.86% | -0.28% |
Volatility
VTHR vs. NOLCX - Volatility Comparison
Vanguard Russell 3000 ETF (VTHR) has a higher volatility of 5.51% compared to Northern Large Cap Core Fund (NOLCX) at 3.90%. This indicates that VTHR'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
| VTHR | NOLCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 3.90% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 9.15% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.62% | 19.29% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 19.09% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 19.24% | -1.42% |