NOLCX vs. NTAUX
Compare and contrast key facts about Northern Large Cap Core Fund (NOLCX) and Northern Tax-Advantaged U-S Fixed Income (NTAUX).
NOLCX is managed by Northern Funds. It was launched on Dec 16, 2005. NTAUX is managed by Northern Funds. It was launched on Jun 18, 2009.
Performance
NOLCX vs. NTAUX - Performance Comparison
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NOLCX vs. NTAUX - 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% |
NTAUX Northern Tax-Advantaged U-S Fixed Income | 0.57% | 2.60% | 3.52% | 4.06% | -1.59% | -0.03% | 1.49% | 2.52% | 1.39% | 0.83% |
Returns By Period
In the year-to-date period, NOLCX achieves a -3.57% return, which is significantly lower than NTAUX's 0.57% return. Over the past 10 years, NOLCX has outperformed NTAUX with an annualized return of 13.57%, while NTAUX has yielded a comparatively lower 1.57% 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%
NTAUX
- 1D
- 0.00%
- 1M
- -0.36%
- YTD
- 0.57%
- 6M
- 1.17%
- 1Y
- 3.08%
- 3Y*
- 3.13%
- 5Y*
- 1.79%
- 10Y*
- 1.57%
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NOLCX vs. NTAUX - Expense Ratio Comparison
NOLCX has a 0.45% expense ratio, which is higher than NTAUX's 0.25% expense ratio.
Return for Risk
NOLCX vs. NTAUX — Risk / Return Rank
NOLCX
NTAUX
NOLCX vs. NTAUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Large Cap Core Fund (NOLCX) and Northern Tax-Advantaged U-S Fixed Income (NTAUX). 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 | NTAUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 2.41 | -1.25 |
Sortino ratioReturn per unit of downside risk | 1.79 | 4.17 | -2.39 |
Omega ratioGain probability vs. loss probability | 1.27 | 2.11 | -0.83 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 3.49 | -2.03 |
Martin ratioReturn relative to average drawdown | 7.02 | 19.22 | -12.20 |
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 | NTAUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 2.41 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.70 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 1.65 | -0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.60 | -1.10 |
Correlation
The correlation between NOLCX and NTAUX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NOLCX vs. NTAUX - Dividend Comparison
NOLCX's dividend yield for the trailing twelve months is around 8.90%, more than NTAUX's 3.04% 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% |
NTAUX Northern Tax-Advantaged U-S Fixed Income | 3.04% | 2.27% | 3.15% | 1.96% | 0.68% | 0.46% | 1.09% | 1.69% | 1.38% | 0.93% | 0.81% | 0.61% |
Drawdowns
NOLCX vs. NTAUX - Drawdown Comparison
The maximum NOLCX drawdown since its inception was -56.64%, which is greater than NTAUX's maximum drawdown of -2.95%. Use the drawdown chart below to compare losses from any high point for NOLCX and NTAUX.
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Drawdown Indicators
| NOLCX | NTAUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.64% | -2.95% | -53.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -0.88% | -11.38% |
Max Drawdown (5Y)Largest decline over 5 years | -30.63% | -2.95% | -27.68% |
Max Drawdown (10Y)Largest decline over 10 years | -34.46% | -2.95% | -31.51% |
Current DrawdownCurrent decline from peak | -5.77% | -0.36% | -5.41% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -0.20% | -8.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 0.16% | +2.50% |
Volatility
NOLCX vs. NTAUX - Volatility Comparison
Northern Large Cap Core Fund (NOLCX) has a higher volatility of 4.88% compared to Northern Tax-Advantaged U-S Fixed Income (NTAUX) at 0.32%. This indicates that NOLCX's price experiences larger fluctuations and is considered to be riskier than NTAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOLCX | NTAUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 0.32% | +4.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 0.74% | +8.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.42% | 1.30% | +18.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 1.06% | +18.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 0.96% | +18.29% |