NOSGX vs. NCATX
Compare and contrast key facts about Northern Small Cap Value Fund (NOSGX) and Northern California Tax Exempt Fund (NCATX).
NOSGX is managed by Northern Funds. It was launched on Mar 31, 1994. NCATX is managed by Northern Funds. It was launched on Apr 7, 1997.
Performance
NOSGX vs. NCATX - Performance Comparison
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NOSGX vs. NCATX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOSGX Northern Small Cap Value Fund | 4.58% | 10.63% | 2.60% | 15.67% | -10.50% | 26.17% | -2.29% | 22.30% | -13.79% | 6.47% |
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, NOSGX achieves a 4.58% return, which is significantly higher than NCATX's -0.08% return. Over the past 10 years, NOSGX has outperformed NCATX with an annualized return of 7.78%, while NCATX has yielded a comparatively lower 1.56% annualized return.
NOSGX
- 1D
- 2.34%
- 1M
- -4.28%
- YTD
- 4.58%
- 6M
- 7.13%
- 1Y
- 22.68%
- 3Y*
- 11.02%
- 5Y*
- 5.17%
- 10Y*
- 7.78%
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%
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NOSGX vs. NCATX - Expense Ratio Comparison
NOSGX has a 1.00% expense ratio, which is higher than NCATX's 0.45% expense ratio.
Return for Risk
NOSGX vs. NCATX — Risk / Return Rank
NOSGX
NCATX
NOSGX vs. NCATX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Value Fund (NOSGX) 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.
| NOSGX | NCATX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.89 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.20 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.29 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.15 | +0.28 |
Martin ratioReturn relative to average drawdown | 5.89 | 4.50 | +1.39 |
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
| NOSGX | NCATX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.89 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.02 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.37 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.05 | -0.66 |
Correlation
The correlation between NOSGX and NCATX is -0.10. 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
NOSGX vs. NCATX - Dividend Comparison
NOSGX's dividend yield for the trailing twelve months is around 42.06%, more than NCATX's 3.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOSGX Northern Small Cap Value Fund | 42.06% | 43.99% | 57.55% | 6.99% | 5.84% | 16.35% | 1.96% | 7.08% | 11.90% | 9.76% | 2.26% | 4.50% |
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
NOSGX vs. NCATX - Drawdown Comparison
The maximum NOSGX drawdown since its inception was -56.92%, which is greater than NCATX's maximum drawdown of -16.55%. Use the drawdown chart below to compare losses from any high point for NOSGX and NCATX.
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Drawdown Indicators
| NOSGX | NCATX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.92% | -16.55% | -40.37% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -4.58% | -9.91% |
Max Drawdown (5Y)Largest decline over 5 years | -28.34% | -16.55% | -11.79% |
Max Drawdown (10Y)Largest decline over 10 years | -45.66% | -16.55% | -29.11% |
Current DrawdownCurrent decline from peak | -5.66% | -2.18% | -3.48% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -2.42% | -6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 1.17% | +2.36% |
Volatility
NOSGX vs. NCATX - Volatility Comparison
Northern Small Cap Value Fund (NOSGX) has a higher volatility of 5.98% compared to Northern California Tax Exempt Fund (NCATX) at 0.96%. This indicates that NOSGX'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
| NOSGX | NCATX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 0.96% | +5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 1.71% | +11.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.22% | 5.42% | +17.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 4.10% | +19.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.54% | 4.24% | +20.30% |