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NOLVX vs. ACTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NOLVX vs. ACTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Large Cap Value Fund (NOLVX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). The values are adjusted to include any dividend payments, if applicable.

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NOLVX vs. ACTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NOLVX
Northern Large Cap Value Fund
-0.22%18.01%13.56%10.09%-6.16%14.70%
ACTIX
Advisors Capital Tactical Fixed Income Fund
-1.36%6.08%3.07%5.97%-9.94%0.75%

Returns By Period

In the year-to-date period, NOLVX achieves a -0.22% return, which is significantly higher than ACTIX's -1.36% return.


NOLVX

1D
-0.13%
1M
-5.48%
YTD
-0.22%
6M
4.84%
1Y
15.88%
3Y*
13.70%
5Y*
9.48%
10Y*
10.44%

ACTIX

1D
0.43%
1M
-2.39%
YTD
-1.36%
6M
-0.92%
1Y
3.08%
3Y*
3.94%
5Y*
0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NOLVX vs. ACTIX - Expense Ratio Comparison

NOLVX has a 0.57% expense ratio, which is lower than ACTIX's 2.09% expense ratio.


Return for Risk

NOLVX vs. ACTIX — Risk / Return Rank

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

NOLVX
NOLVX Risk / Return Rank: 5353
Overall Rank
NOLVX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NOLVX Sortino Ratio Rank: 5656
Sortino Ratio Rank
NOLVX Omega Ratio Rank: 5757
Omega Ratio Rank
NOLVX Calmar Ratio Rank: 4848
Calmar Ratio Rank
NOLVX Martin Ratio Rank: 5757
Martin Ratio Rank

ACTIX
ACTIX Risk / Return Rank: 3232
Overall Rank
ACTIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 2525
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 3838
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.

NOLVX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Large Cap Value Fund (NOLVX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.


NOLVXACTIXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.69

+0.29

Sortino ratio

Return per unit of downside risk

1.50

0.97

+0.52

Omega ratio

Gain probability vs. loss probability

1.23

1.14

+0.09

Calmar ratio

Return relative to maximum drawdown

1.19

1.11

+0.08

Martin ratio

Return relative to average drawdown

5.48

4.03

+1.45

NOLVX vs. ACTIX - Sharpe Ratio Comparison

The current NOLVX Sharpe Ratio is 0.97, which is higher than the ACTIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of NOLVX and ACTIX, 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


NOLVXACTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.69

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.00

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.00

+0.36

Correlation

The correlation between NOLVX and ACTIX is 0.38, 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

NOLVX vs. ACTIX - Dividend Comparison

NOLVX's dividend yield for the trailing twelve months is around 4.71%, more than ACTIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
NOLVX
Northern Large Cap Value Fund
4.71%4.70%7.80%5.56%8.37%8.20%1.46%2.01%1.71%2.34%1.52%1.68%
ACTIX
Advisors Capital Tactical Fixed Income Fund
3.13%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NOLVX vs. ACTIX - Drawdown Comparison

The maximum NOLVX drawdown since its inception was -58.73%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for NOLVX and ACTIX.


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Drawdown Indicators


NOLVXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.73%

-96.41%

+37.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-3.07%

-9.44%

Max Drawdown (5Y)

Largest decline over 5 years

-18.95%

-96.41%

+77.46%

Max Drawdown (10Y)

Largest decline over 10 years

-39.75%

Current Drawdown

Current decline from peak

-6.18%

-96.20%

+90.02%

Average Drawdown

Average peak-to-trough decline

-9.12%

-27.55%

+18.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

0.85%

+1.90%

Volatility

NOLVX vs. ACTIX - Volatility Comparison

Northern Large Cap Value Fund (NOLVX) has a higher volatility of 3.26% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.82%. This indicates that NOLVX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOLVXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

1.82%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

2.51%

+5.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

4.68%

+13.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.35%

1,202.55%

-1,187.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

1,201.12%

-1,183.14%