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NOINX vs. NCATX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NOINX vs. NCATX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern International Equity Index Fund (NOINX) and Northern California Tax Exempt Fund (NCATX). The values are adjusted to include any dividend payments, if applicable.

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NOINX vs. NCATX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOINX
Northern International Equity Index Fund
0.85%31.86%3.69%18.08%-14.24%11.08%7.92%21.98%-13.76%25.28%
NCATX
Northern California Tax Exempt Fund
-0.08%3.65%1.89%5.74%-11.26%0.74%4.85%7.67%1.00%4.97%

Returns By Period

In the year-to-date period, NOINX achieves a 0.85% return, which is significantly higher than NCATX's -0.08% return. Over the past 10 years, NOINX has outperformed NCATX with an annualized return of 8.78%, while NCATX has yielded a comparatively lower 1.56% annualized return.


NOINX

1D
2.78%
1M
-6.54%
YTD
0.85%
6M
4.76%
1Y
22.76%
3Y*
14.49%
5Y*
8.21%
10Y*
8.78%

NCATX

1D
0.29%
1M
-1.90%
YTD
-0.08%
6M
1.34%
1Y
4.46%
3Y*
2.79%
5Y*
0.09%
10Y*
1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NOINX vs. NCATX - Expense Ratio Comparison

NOINX has a 0.10% expense ratio, which is lower than NCATX's 0.45% expense ratio.


Return for Risk

NOINX vs. NCATX — Risk / Return Rank

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

NOINX
NOINX Risk / Return Rank: 6969
Overall Rank
NOINX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NOINX Sortino Ratio Rank: 7171
Sortino Ratio Rank
NOINX Omega Ratio Rank: 7070
Omega Ratio Rank
NOINX Calmar Ratio Rank: 6666
Calmar Ratio Rank
NOINX Martin Ratio Rank: 6363
Martin Ratio Rank

NCATX
NCATX Risk / Return Rank: 4040
Overall Rank
NCATX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
NCATX Sortino Ratio Rank: 2828
Sortino Ratio Rank
NCATX Omega Ratio Rank: 6868
Omega Ratio Rank
NCATX Calmar Ratio Rank: 3333
Calmar Ratio Rank
NCATX Martin Ratio Rank: 3434
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.

NOINX vs. NCATX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern International Equity Index Fund (NOINX) and Northern California Tax Exempt Fund (NCATX). 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.


NOINXNCATXDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.89

+0.51

Sortino ratio

Return per unit of downside risk

1.87

1.20

+0.67

Omega ratio

Gain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratio

Return relative to maximum drawdown

1.65

1.15

+0.50

Martin ratio

Return relative to average drawdown

6.38

4.50

+1.88

NOINX vs. NCATX - Sharpe Ratio Comparison

The current NOINX Sharpe Ratio is 1.39, which is higher than the NCATX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of NOINX and NCATX, 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


NOINXNCATXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.89

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.02

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.37

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.05

-0.74

Correlation

The correlation between NOINX and NCATX 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

NOINX vs. NCATX - Dividend Comparison

NOINX's dividend yield for the trailing twelve months is around 3.54%, less than NCATX's 3.75% yield.


TTM20252024202320222021202020192018201720162015
NOINX
Northern International Equity Index Fund
3.54%3.57%3.70%3.37%2.71%3.19%2.04%3.08%3.47%2.45%3.21%2.74%
NCATX
Northern California Tax Exempt Fund
3.75%2.85%3.39%2.46%1.47%2.18%2.85%3.82%3.51%3.19%4.08%3.21%

Drawdowns

NOINX vs. NCATX - Drawdown Comparison

The maximum NOINX drawdown since its inception was -61.10%, which is greater than NCATX's maximum drawdown of -16.55%. Use the drawdown chart below to compare losses from any high point for NOINX and NCATX.


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Drawdown Indicators


NOINXNCATXDifference

Max Drawdown

Largest peak-to-trough decline

-61.10%

-16.55%

-44.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-4.58%

-6.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.34%

-16.55%

-12.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-16.55%

-17.14%

Current Drawdown

Current decline from peak

-8.38%

-2.18%

-6.20%

Average Drawdown

Average peak-to-trough decline

-12.65%

-2.42%

-10.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

1.17%

+1.92%

Volatility

NOINX vs. NCATX - Volatility Comparison

Northern International Equity Index Fund (NOINX) has a higher volatility of 7.30% compared to Northern California Tax Exempt Fund (NCATX) at 0.96%. This indicates that NOINX's price experiences larger fluctuations and is considered to be riskier than NCATX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOINXNCATXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

0.96%

+6.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.83%

1.71%

+10.12%

Volatility (1Y)

Calculated over the trailing 1-year period

16.97%

5.42%

+11.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

4.10%

+11.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

4.24%

+12.19%