NOLCX vs. NCATX
Compare and contrast key facts about Northern Large Cap Core Fund (NOLCX) and Northern California Tax Exempt Fund (NCATX).
NOLCX is managed by Northern Funds. It was launched on Dec 16, 2005. NCATX is managed by Northern Funds. It was launched on Apr 7, 1997.
Performance
NOLCX vs. NCATX - Performance Comparison
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NOLCX vs. NCATX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOLCX Northern Large Cap Core Fund | -3.57% | 21.83% | 26.04% | 24.32% | -15.59% | 32.90% | 11.96% | 25.64% | -6.28% | 20.32% |
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, NOLCX achieves a -3.57% return, which is significantly lower than NCATX's -0.08% return. Over the past 10 years, NOLCX has outperformed NCATX with an annualized return of 13.57%, while NCATX has yielded a comparatively lower 1.56% annualized return.
NOLCX
- 1D
- 2.65%
- 1M
- -4.32%
- YTD
- -3.57%
- 6M
- -0.81%
- 1Y
- 21.43%
- 3Y*
- 20.11%
- 5Y*
- 13.22%
- 10Y*
- 13.57%
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%
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NOLCX vs. NCATX - Expense Ratio Comparison
Both NOLCX and NCATX have an expense ratio of 0.45%.
Return for Risk
NOLCX vs. NCATX — Risk / Return Rank
NOLCX
NCATX
NOLCX vs. NCATX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Large Cap Core Fund (NOLCX) 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.
| NOLCX | NCATX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.89 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.20 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.15 | +0.31 |
Martin ratioReturn relative to average drawdown | 7.02 | 4.50 | +2.52 |
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
| NOLCX | NCATX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.89 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.02 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.37 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.05 | -0.54 |
Correlation
The correlation between NOLCX and NCATX is -0.12. 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
NOLCX vs. NCATX - Dividend Comparison
NOLCX's dividend yield for the trailing twelve months is around 8.90%, more than NCATX's 3.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOLCX Northern Large Cap Core Fund | 8.90% | 8.57% | 9.09% | 8.96% | 5.02% | 14.82% | 1.35% | 3.93% | 2.49% | 2.63% | 1.78% | 1.87% |
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
NOLCX vs. NCATX - Drawdown Comparison
The maximum NOLCX drawdown since its inception was -56.64%, which is greater than NCATX's maximum drawdown of -16.55%. Use the drawdown chart below to compare losses from any high point for NOLCX and NCATX.
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Drawdown Indicators
| NOLCX | NCATX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.64% | -16.55% | -40.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -4.58% | -7.68% |
Max Drawdown (5Y)Largest decline over 5 years | -30.63% | -16.55% | -14.08% |
Max Drawdown (10Y)Largest decline over 10 years | -34.46% | -16.55% | -17.91% |
Current DrawdownCurrent decline from peak | -5.77% | -2.18% | -3.59% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -2.42% | -6.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.17% | +1.49% |
Volatility
NOLCX vs. NCATX - Volatility Comparison
Northern Large Cap Core Fund (NOLCX) has a higher volatility of 4.88% compared to Northern California Tax Exempt Fund (NCATX) at 0.96%. This indicates that NOLCX'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
| NOLCX | NCATX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 0.96% | +3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 1.71% | +7.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.42% | 5.42% | +14.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 4.10% | +15.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 4.24% | +15.01% |