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NOCBX vs. NUSFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NOCBX vs. NUSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Core Bond Fund (NOCBX) and Northern Ultra-Short Fixed Income Fund (NUSFX). The values are adjusted to include any dividend payments, if applicable.

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NOCBX vs. NUSFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOCBX
Northern Core Bond Fund
-0.09%6.17%1.10%5.07%-14.51%-1.62%7.32%9.76%-1.03%4.05%
NUSFX
Northern Ultra-Short Fixed Income Fund
0.84%4.27%5.22%5.21%-1.59%-0.17%2.34%3.68%1.51%1.53%

Returns By Period

In the year-to-date period, NOCBX achieves a -0.09% return, which is significantly lower than NUSFX's 0.84% return. Over the past 10 years, NOCBX has underperformed NUSFX with an annualized return of 1.31%, while NUSFX has yielded a comparatively higher 2.36% annualized return.


NOCBX

1D
0.00%
1M
-1.22%
YTD
-0.09%
6M
0.56%
1Y
4.17%
3Y*
2.94%
5Y*
-0.45%
10Y*
1.31%

NUSFX

1D
0.10%
1M
0.04%
YTD
0.84%
6M
1.91%
1Y
4.56%
3Y*
4.70%
5Y*
2.70%
10Y*
2.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NOCBX vs. NUSFX - Expense Ratio Comparison

NOCBX has a 0.42% expense ratio, which is higher than NUSFX's 0.28% expense ratio.


Return for Risk

NOCBX vs. NUSFX — Risk / Return Rank

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

NOCBX
NOCBX Risk / Return Rank: 4141
Overall Rank
NOCBX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NOCBX Sortino Ratio Rank: 3737
Sortino Ratio Rank
NOCBX Omega Ratio Rank: 2727
Omega Ratio Rank
NOCBX Calmar Ratio Rank: 6060
Calmar Ratio Rank
NOCBX Martin Ratio Rank: 4343
Martin Ratio Rank

NUSFX
NUSFX Risk / Return Rank: 9999
Overall Rank
NUSFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NUSFX Sortino Ratio Rank: 9999
Sortino Ratio Rank
NUSFX Omega Ratio Rank: 9999
Omega Ratio Rank
NUSFX Calmar Ratio Rank: 9898
Calmar Ratio Rank
NUSFX Martin Ratio Rank: 9999
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.

NOCBX vs. NUSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Core Bond Fund (NOCBX) and Northern Ultra-Short Fixed Income Fund (NUSFX). 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.


NOCBXNUSFXDifference

Sharpe ratio

Return per unit of total volatility

0.93

2.98

-2.06

Sortino ratio

Return per unit of downside risk

1.38

6.75

-5.38

Omega ratio

Gain probability vs. loss probability

1.17

2.85

-1.67

Calmar ratio

Return relative to maximum drawdown

1.77

5.24

-3.47

Martin ratio

Return relative to average drawdown

5.48

38.53

-33.05

NOCBX vs. NUSFX - Sharpe Ratio Comparison

The current NOCBX Sharpe Ratio is 0.93, which is lower than the NUSFX Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of NOCBX and NUSFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NOCBXNUSFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.98

-2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

2.09

-2.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

1.96

-1.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.78

-1.09

Correlation

The correlation between NOCBX and NUSFX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NOCBX vs. NUSFX - Dividend Comparison

NOCBX's dividend yield for the trailing twelve months is around 4.32%, less than NUSFX's 4.56% yield.


TTM20252024202320222021202020192018201720162015
NOCBX
Northern Core Bond Fund
4.32%3.14%3.82%2.99%1.66%1.56%3.58%2.75%3.16%2.88%2.05%3.09%
NUSFX
Northern Ultra-Short Fixed Income Fund
4.56%3.78%4.09%2.86%0.97%0.71%1.52%2.42%2.09%1.42%1.07%0.85%

Drawdowns

NOCBX vs. NUSFX - Drawdown Comparison

The maximum NOCBX drawdown since its inception was -20.02%, which is greater than NUSFX's maximum drawdown of -3.88%. Use the drawdown chart below to compare losses from any high point for NOCBX and NUSFX.


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Drawdown Indicators


NOCBXNUSFXDifference

Max Drawdown

Largest peak-to-trough decline

-20.02%

-3.88%

-16.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-0.87%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.95%

-3.35%

-16.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.02%

-3.88%

-16.14%

Current Drawdown

Current decline from peak

-5.24%

0.00%

-5.24%

Average Drawdown

Average peak-to-trough decline

-2.90%

-0.24%

-2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.12%

+0.81%

Volatility

NOCBX vs. NUSFX - Volatility Comparison

Northern Core Bond Fund (NOCBX) has a higher volatility of 1.38% compared to Northern Ultra-Short Fixed Income Fund (NUSFX) at 0.39%. This indicates that NOCBX's price experiences larger fluctuations and is considered to be riskier than NUSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOCBXNUSFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

0.39%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

0.97%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

4.44%

1.54%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

1.30%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.05%

1.21%

+3.84%