PortfoliosLab logoPortfoliosLab logo
NCEGX vs. ADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NCEGX vs. ADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The North Country Large Cap Equity Fund (NCEGX) and Adams Diversified Equity Fund, Inc. (ADX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NCEGX vs. ADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NCEGX
The North Country Large Cap Equity Fund
-10.24%13.28%27.49%24.09%-20.58%23.09%24.54%39.61%-3.52%23.81%
ADX
Adams Diversified Equity Fund, Inc.
-4.23%26.03%28.31%31.49%-19.82%29.69%17.28%36.75%-3.58%29.61%

Returns By Period

In the year-to-date period, NCEGX achieves a -10.24% return, which is significantly lower than ADX's -4.23% return. Over the past 10 years, NCEGX has underperformed ADX with an annualized return of 13.37%, while ADX has yielded a comparatively higher 16.41% annualized return.


NCEGX

1D
-0.10%
1M
-8.26%
YTD
-10.24%
6M
-8.94%
1Y
8.28%
3Y*
14.88%
5Y*
8.81%
10Y*
13.37%

ADX

1D
4.04%
1M
-5.48%
YTD
-4.23%
6M
2.17%
1Y
25.55%
3Y*
23.81%
5Y*
14.65%
10Y*
16.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NCEGX vs. ADX - Expense Ratio Comparison

NCEGX has a 0.99% expense ratio, which is higher than ADX's 0.59% expense ratio.


Return for Risk

NCEGX vs. ADX — Risk / Return Rank

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

NCEGX
NCEGX Risk / Return Rank: 1919
Overall Rank
NCEGX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
NCEGX Sortino Ratio Rank: 1919
Sortino Ratio Rank
NCEGX Omega Ratio Rank: 1919
Omega Ratio Rank
NCEGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
NCEGX Martin Ratio Rank: 2020
Martin Ratio Rank

ADX
ADX Risk / Return Rank: 8383
Overall Rank
ADX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ADX Sortino Ratio Rank: 8181
Sortino Ratio Rank
ADX Omega Ratio Rank: 7777
Omega Ratio Rank
ADX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ADX Martin Ratio Rank: 9292
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.

NCEGX vs. ADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The North Country Large Cap Equity Fund (NCEGX) and Adams Diversified Equity Fund, Inc. (ADX). 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.


NCEGXADXDifference

Sharpe ratio

Return per unit of total volatility

0.49

1.38

-0.88

Sortino ratio

Return per unit of downside risk

0.82

2.06

-1.23

Omega ratio

Gain probability vs. loss probability

1.12

1.29

-0.17

Calmar ratio

Return relative to maximum drawdown

0.55

2.33

-1.78

Martin ratio

Return relative to average drawdown

2.09

10.84

-8.74

NCEGX vs. ADX - Sharpe Ratio Comparison

The current NCEGX Sharpe Ratio is 0.49, which is lower than the ADX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of NCEGX and ADX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NCEGXADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.38

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.86

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.92

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.09

+0.32

Correlation

The correlation between NCEGX and ADX is 0.86, 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

NCEGX vs. ADX - Dividend Comparison

NCEGX's dividend yield for the trailing twelve months is around 3.15%, less than ADX's 8.45% yield.


TTM20252024202320222021202020192018201720162015
NCEGX
The North Country Large Cap Equity Fund
3.15%2.83%12.48%16.29%12.98%8.43%11.16%13.66%8.04%6.79%2.11%5.39%
ADX
Adams Diversified Equity Fund, Inc.
8.45%7.93%12.38%7.34%7.36%15.35%6.54%9.00%15.85%9.18%7.79%7.17%

Drawdowns

NCEGX vs. ADX - Drawdown Comparison

The maximum NCEGX drawdown since its inception was -52.03%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for NCEGX and ADX.


Loading graphics...

Drawdown Indicators


NCEGXADXDifference

Max Drawdown

Largest peak-to-trough decline

-52.03%

-71.60%

+19.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-11.12%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-27.93%

-25.07%

-2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-29.26%

-37.17%

+7.91%

Current Drawdown

Current decline from peak

-12.52%

-6.53%

-5.99%

Average Drawdown

Average peak-to-trough decline

-9.91%

-23.22%

+13.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.39%

+0.74%

Volatility

NCEGX vs. ADX - Volatility Comparison

The current volatility for The North Country Large Cap Equity Fund (NCEGX) is 4.60%, while Adams Diversified Equity Fund, Inc. (ADX) has a volatility of 6.18%. This indicates that NCEGX experiences smaller price fluctuations and is considered to be less risky than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NCEGXADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

6.18%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

10.53%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.00%

18.63%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

17.20%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

17.95%

+0.65%