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NSBDX vs. NSDVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSBDX vs. NSDVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in North Star Bond Fund (NSBDX) and North Star Dividend Fund (NSDVX). The values are adjusted to include any dividend payments, if applicable.

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NSBDX vs. NSDVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSBDX
North Star Bond Fund
-0.45%3.67%5.17%6.07%-7.23%2.84%0.71%9.36%-3.50%3.03%
NSDVX
North Star Dividend Fund
7.11%-1.31%9.25%8.06%-6.36%16.16%6.51%16.13%-12.35%8.27%

Returns By Period

In the year-to-date period, NSBDX achieves a -0.45% return, which is significantly lower than NSDVX's 7.11% return. Over the past 10 years, NSBDX has underperformed NSDVX with an annualized return of 2.29%, while NSDVX has yielded a comparatively higher 6.70% annualized return.


NSBDX

1D
0.19%
1M
-1.83%
YTD
-0.45%
6M
0.04%
1Y
2.79%
3Y*
4.04%
5Y*
1.52%
10Y*
2.29%

NSDVX

1D
0.67%
1M
-4.45%
YTD
7.11%
6M
3.08%
1Y
9.25%
3Y*
7.90%
5Y*
3.33%
10Y*
6.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NSBDX vs. NSDVX - Expense Ratio Comparison

NSBDX has a 1.63% expense ratio, which is higher than NSDVX's 1.37% expense ratio.


Return for Risk

NSBDX vs. NSDVX — Risk / Return Rank

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

NSBDX
NSBDX Risk / Return Rank: 6262
Overall Rank
NSBDX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NSBDX Sortino Ratio Rank: 6464
Sortino Ratio Rank
NSBDX Omega Ratio Rank: 6969
Omega Ratio Rank
NSBDX Calmar Ratio Rank: 5353
Calmar Ratio Rank
NSBDX Martin Ratio Rank: 5757
Martin Ratio Rank

NSDVX
NSDVX Risk / Return Rank: 2222
Overall Rank
NSDVX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NSDVX Sortino Ratio Rank: 2323
Sortino Ratio Rank
NSDVX Omega Ratio Rank: 1818
Omega Ratio Rank
NSDVX Calmar Ratio Rank: 2828
Calmar Ratio Rank
NSDVX Martin Ratio Rank: 1919
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.

NSBDX vs. NSDVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for North Star Bond Fund (NSBDX) and North Star Dividend Fund (NSDVX). 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.


NSBDXNSDVXDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.55

+0.70

Sortino ratio

Return per unit of downside risk

1.66

0.91

+0.75

Omega ratio

Gain probability vs. loss probability

1.27

1.11

+0.16

Calmar ratio

Return relative to maximum drawdown

1.29

0.80

+0.49

Martin ratio

Return relative to average drawdown

5.53

1.95

+3.58

NSBDX vs. NSDVX - Sharpe Ratio Comparison

The current NSBDX Sharpe Ratio is 1.24, which is higher than the NSDVX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of NSBDX and NSDVX, 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


NSBDXNSDVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.55

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.21

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.38

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.44

+0.12

Correlation

The correlation between NSBDX and NSDVX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NSBDX vs. NSDVX - Dividend Comparison

NSBDX's dividend yield for the trailing twelve months is around 4.18%, more than NSDVX's 3.09% yield.


TTM20252024202320222021202020192018201720162015
NSBDX
North Star Bond Fund
4.18%3.72%4.48%3.45%2.49%2.72%3.23%3.34%3.50%3.61%2.98%2.86%
NSDVX
North Star Dividend Fund
3.09%3.45%7.00%2.52%6.57%3.31%1.52%2.64%6.87%2.48%4.67%3.51%

Drawdowns

NSBDX vs. NSDVX - Drawdown Comparison

The maximum NSBDX drawdown since its inception was -18.75%, smaller than the maximum NSDVX drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for NSBDX and NSDVX.


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Drawdown Indicators


NSBDXNSDVXDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-38.64%

+19.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.12%

-10.48%

+8.36%

Max Drawdown (5Y)

Largest decline over 5 years

-8.88%

-22.58%

+13.70%

Max Drawdown (10Y)

Largest decline over 10 years

-18.75%

-38.64%

+19.89%

Current Drawdown

Current decline from peak

-1.94%

-5.32%

+3.38%

Average Drawdown

Average peak-to-trough decline

-1.76%

-6.62%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

4.32%

-3.82%

Volatility

NSBDX vs. NSDVX - Volatility Comparison

The current volatility for North Star Bond Fund (NSBDX) is 0.88%, while North Star Dividend Fund (NSDVX) has a volatility of 4.16%. This indicates that NSBDX experiences smaller price fluctuations and is considered to be less risky than NSDVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSBDXNSDVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

4.16%

-3.28%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

10.16%

-8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

2.26%

17.10%

-14.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.68%

16.16%

-13.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.90%

17.66%

-13.76%