NOLVX vs. NTAUX
Compare and contrast key facts about Northern Large Cap Value Fund (NOLVX) and Northern Tax-Advantaged U-S Fixed Income (NTAUX).
NOLVX is managed by Northern Funds. It was launched on Aug 3, 2000. NTAUX is managed by Northern Funds. It was launched on Jun 18, 2009.
Performance
NOLVX vs. NTAUX - Performance Comparison
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NOLVX vs. NTAUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOLVX Northern Large Cap Value Fund | 1.78% | 18.01% | 13.56% | 10.09% | -6.16% | 28.41% | 1.32% | 25.95% | -8.52% | 12.55% |
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, NOLVX achieves a 1.78% return, which is significantly higher than NTAUX's 0.57% return. Over the past 10 years, NOLVX has outperformed NTAUX with an annualized return of 10.66%, while NTAUX has yielded a comparatively lower 1.57% annualized return.
NOLVX
- 1D
- 2.01%
- 1M
- -3.47%
- YTD
- 1.78%
- 6M
- 6.76%
- 1Y
- 18.20%
- 3Y*
- 14.46%
- 5Y*
- 9.68%
- 10Y*
- 10.66%
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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NOLVX vs. NTAUX - Expense Ratio Comparison
NOLVX has a 0.57% expense ratio, which is higher than NTAUX's 0.25% expense ratio.
Return for Risk
NOLVX vs. NTAUX — Risk / Return Rank
NOLVX
NTAUX
NOLVX vs. NTAUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Large Cap Value Fund (NOLVX) 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.
| NOLVX | NTAUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 2.41 | -1.37 |
Sortino ratioReturn per unit of downside risk | 1.59 | 4.17 | -2.58 |
Omega ratioGain probability vs. loss probability | 1.24 | 2.11 | -0.87 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 3.49 | -2.10 |
Martin ratioReturn relative to average drawdown | 6.35 | 19.22 | -12.87 |
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
| NOLVX | NTAUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 2.41 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 1.70 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 1.65 | -1.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.60 | -1.24 |
Correlation
The correlation between NOLVX and NTAUX is -0.00. 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
NOLVX vs. NTAUX - Dividend Comparison
NOLVX's dividend yield for the trailing twelve months is around 4.61%, more than NTAUX's 3.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOLVX Northern Large Cap Value Fund | 4.61% | 4.70% | 7.80% | 5.56% | 8.37% | 8.20% | 1.46% | 2.01% | 1.71% | 2.34% | 1.52% | 1.68% |
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
NOLVX vs. NTAUX - Drawdown Comparison
The maximum NOLVX drawdown since its inception was -58.73%, which is greater than NTAUX's maximum drawdown of -2.95%. Use the drawdown chart below to compare losses from any high point for NOLVX and NTAUX.
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Drawdown Indicators
| NOLVX | NTAUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.73% | -2.95% | -55.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.51% | -0.88% | -11.63% |
Max Drawdown (5Y)Largest decline over 5 years | -18.95% | -2.95% | -16.00% |
Max Drawdown (10Y)Largest decline over 10 years | -39.75% | -2.95% | -36.80% |
Current DrawdownCurrent decline from peak | -4.30% | -0.36% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -0.20% | -8.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 0.16% | +2.60% |
Volatility
NOLVX vs. NTAUX - Volatility Comparison
Northern Large Cap Value Fund (NOLVX) has a higher volatility of 3.96% compared to Northern Tax-Advantaged U-S Fixed Income (NTAUX) at 0.32%. This indicates that NOLVX'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
| NOLVX | NTAUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 0.32% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 0.74% | +7.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 1.30% | +16.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 1.06% | +14.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 0.96% | +17.03% |