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ISIN
US65878P1066
Inception Date
Mar 1, 2001
Min. Investment
$500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

NCEGX Performance Chart

The North Country Large Cap Equity Fund (NCEGX) is up 5.8% since the beginning of the year. NCEGX is currently trading at $25 per share. Investors who bought $1,000 worth of NCEGX shares 5 years ago would now be looking at an investment worth $1,703.


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S&P 500 Index

Returns By Period

The North Country Large Cap Equity Fund (NCEGX) has returned 5.83% so far this year and 21.45% over the past 12 months. Looking at the last ten years, NCEGX has achieved an annualized return of 15.17%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


The North Country Large Cap Equity Fund

1D
0.25%
1M
3.51%
YTD
5.83%
6M
6.01%
1Y
21.45%
3Y*
19.83%
5Y*
11.23%
10Y*
15.17%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NCEGX Monthly Returns History

Based on dividend-adjusted daily data since Feb 28, 2001, NCEGX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +13.5%, while the worst month was Oct 2008 at -16.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NCEGX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.7%, while the worst single day was Mar 16, 2020 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.22%-2.37%-5.30%10.21%3.38%0.25%5.83%
20252.67%-1.95%-6.71%-0.56%5.45%5.17%2.80%1.30%3.53%2.13%-0.92%0.25%13.28%
20242.71%5.38%2.50%-4.25%5.66%4.44%0.88%2.57%1.74%-0.04%6.37%-2.84%27.49%
20235.06%-3.67%4.83%1.57%0.00%6.40%3.16%-1.26%-5.27%-1.40%9.49%3.90%24.09%
2022-5.79%-4.56%2.52%-8.40%-0.43%-6.94%8.44%-4.58%-9.21%8.16%5.66%-5.44%-20.58%
2021-1.98%1.50%3.65%5.66%0.21%2.74%2.58%3.00%-5.12%6.91%-1.15%3.58%23.09%

Benchmark Metrics

The North Country Large Cap Equity Fund has an annualized alpha of 1.23%, beta of 0.95, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since March 01, 2001.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.55%) than losses (94.64%) - typical of diversified or defensive assets.
  • With beta of 0.95 and R2 of 0.94, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.23%
Beta
0.95
0.94
Upside Capture
98.55%
Downside Capture
94.64%

Expense Ratio

NCEGX has a high expense ratio of 0.99%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

NCEGX ranks 32 for risk / return — below 32% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


NCEGX Risk / Return Rank: 3232
Overall Rank
NCEGX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
NCEGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
NCEGX Omega Ratio Rank: 3434
Omega Ratio Rank
NCEGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
NCEGX Martin Ratio Rank: 3333
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for The North Country Large Cap Equity Fund (NCEGX) and compare them to S&P 500 Index.


NCEGXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.73

2.39

-0.66

Sortino ratio

Return per unit of downside risk

2.41

3.25

-0.85

Omega ratio

Gain probability vs. loss probability

1.31

1.43

-0.12

Calmar ratio

Return relative to maximum drawdown

1.84

3.11

-1.27

Martin ratio

Return relative to average drawdown

7.45

14.38

-6.93

Dividends

Dividend History

The North Country Large Cap Equity Fund provided a 2.67% dividend yield over the last twelve months, with an annual payout of $0.66 per share.


5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.66$0.66$2.62$3.01$2.26$2.08$2.43$2.66$1.29$1.22$0.33$0.80

Dividend yield

2.67%2.83%12.48%16.29%12.98%8.43%11.16%13.66%8.04%6.79%2.11%5.39%

Monthly Dividends

The table displays the monthly dividend distributions for The North Country Large Cap Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.66$0.66
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.62$2.62
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.01$3.01
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.26$2.26
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.08$2.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the The North Country Large Cap Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the The North Country Large Cap Equity Fund was 52.03%, occurring on Mar 9, 2009. Recovery took 994 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-52.03%Mar 2009
1y 4mo3y 11mo
5y 4moOct 2007 - Feb 2013
Dot-com crash2000–2002
-37.16%Oct 2002
1y 4mo3y 2mo
4y 6moMay 2001 - Dec 2005
COVID crash2020
-29.26%Mar 2020
1mo 1d3mo 15d
4mo 16dFeb 2020 - Jul 2020
2025 selloff2025
-27.93%Apr 2025
4mo1y 28d
1y 4moDec 2024 - May 2026
Bear market2022
-26.80%Sep 2022
9mo 4d1y 3mo
2y 20dDec 2021 - Jan 2024

Drawdown Indicators


NCEGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-52.03%

-56.78%

+4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-9.10%

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-27.93%

-18.90%

-9.03%

Max Drawdown (5Y)

Largest decline over 5 years

-27.93%

-25.43%

-2.50%

Max Drawdown (10Y)

Largest decline over 10 years

-29.26%

-33.92%

+4.66%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.86%

-10.72%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

1.97%

+0.95%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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