NCATX vs. NOSIX
Compare and contrast key facts about Northern California Tax Exempt Fund (NCATX) and Northern Stock Index Fund (NOSIX).
NCATX is managed by Northern Funds. It was launched on Apr 7, 1997. NOSIX is managed by Northern Funds. It was launched on Oct 7, 1996.
Performance
NCATX vs. NOSIX - Performance Comparison
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NCATX vs. NOSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NCATX Northern California Tax Exempt Fund | -0.37% | 3.65% | 1.89% | 5.74% | -11.26% | 0.74% | 4.85% | 7.67% | 1.00% | 4.97% |
NOSIX Northern Stock Index Fund | -7.06% | 17.83% | 24.87% | 26.24% | -18.25% | 28.55% | 18.33% | 31.35% | -4.54% | 21.71% |
Returns By Period
In the year-to-date period, NCATX achieves a -0.37% return, which is significantly higher than NOSIX's -7.06% return. Over the past 10 years, NCATX has underperformed NOSIX with an annualized return of 1.53%, while NOSIX has yielded a comparatively higher 13.65% annualized return.
NCATX
- 1D
- 0.10%
- 1M
- -2.46%
- YTD
- -0.37%
- 6M
- 1.15%
- 1Y
- 4.46%
- 3Y*
- 2.69%
- 5Y*
- 0.05%
- 10Y*
- 1.53%
NOSIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.12%
- 5Y*
- 11.31%
- 10Y*
- 13.65%
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NCATX vs. NOSIX - Expense Ratio Comparison
NCATX has a 0.45% expense ratio, which is higher than NOSIX's 0.05% expense ratio.
Return for Risk
NCATX vs. NOSIX — Risk / Return Rank
NCATX
NOSIX
NCATX vs. NOSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern California Tax Exempt Fund (NCATX) 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.
| NCATX | NOSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.79 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.28 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.20 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.88 | +0.14 |
Martin ratioReturn relative to average drawdown | 4.01 | 4.18 | -0.17 |
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
| NCATX | NOSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.79 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.66 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.75 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.47 | +0.57 |
Correlation
The correlation between NCATX and NOSIX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
NCATX vs. NOSIX - Dividend Comparison
NCATX's dividend yield for the trailing twelve months is around 3.76%, more than NOSIX's 3.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NCATX Northern California Tax Exempt Fund | 3.76% | 2.85% | 3.39% | 2.46% | 1.47% | 2.18% | 2.85% | 3.82% | 3.51% | 3.19% | 4.08% | 3.21% |
NOSIX Northern Stock Index Fund | 3.17% | 2.94% | 2.59% | 5.02% | 4.72% | 3.22% | 4.00% | 2.41% | 4.82% | 3.13% | 2.76% | 3.36% |
Drawdowns
NCATX vs. NOSIX - Drawdown Comparison
The maximum NCATX drawdown since its inception was -16.55%, smaller than the maximum NOSIX drawdown of -55.42%. Use the drawdown chart below to compare losses from any high point for NCATX and NOSIX.
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Drawdown Indicators
| NCATX | NOSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.55% | -55.42% | +38.87% |
Max Drawdown (1Y)Largest decline over 1 year | -4.58% | -12.11% | +7.53% |
Max Drawdown (5Y)Largest decline over 5 years | -16.55% | -24.54% | +7.99% |
Max Drawdown (10Y)Largest decline over 10 years | -16.55% | -33.82% | +17.27% |
Current DrawdownCurrent decline from peak | -2.46% | -8.89% | +6.43% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -10.39% | +7.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 2.67% | -1.51% |
Volatility
NCATX vs. NOSIX - Volatility Comparison
The current volatility for Northern California Tax Exempt Fund (NCATX) is 0.89%, while Northern Stock Index Fund (NOSIX) has a volatility of 4.24%. This indicates that NCATX 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.
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Volatility by Period
| NCATX | NOSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.89% | 4.24% | -3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.69% | 9.20% | -7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.43% | 19.35% | -13.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.10% | 17.16% | -13.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.24% | 18.17% | -13.93% |