NSGRX vs. NCATX
Compare and contrast key facts about Northern Small Cap Core Fund (NSGRX) and Northern California Tax Exempt Fund (NCATX).
NSGRX is managed by Northern Funds. It was launched on Sep 30, 1999. NCATX is managed by Northern Funds. It was launched on Apr 7, 1997.
Performance
NSGRX vs. NCATX - Performance Comparison
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NSGRX vs. NCATX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSGRX Northern Small Cap Core Fund | 2.07% | 10.57% | 10.44% | 16.96% | -16.14% | 19.99% | 14.53% | 23.30% | -10.22% | 13.05% |
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, NSGRX achieves a 2.07% return, which is significantly higher than NCATX's -0.08% return. Over the past 10 years, NSGRX has outperformed NCATX with an annualized return of 9.80%, while NCATX has yielded a comparatively lower 1.56% annualized return.
NSGRX
- 1D
- 3.05%
- 1M
- -5.22%
- YTD
- 2.07%
- 6M
- 4.37%
- 1Y
- 22.49%
- 3Y*
- 12.38%
- 5Y*
- 4.92%
- 10Y*
- 9.80%
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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NSGRX vs. NCATX - Expense Ratio Comparison
NSGRX has a 0.62% expense ratio, which is higher than NCATX's 0.45% expense ratio.
Return for Risk
NSGRX vs. NCATX — Risk / Return Rank
NSGRX
NCATX
NSGRX vs. NCATX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Core Fund (NSGRX) 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.
| NSGRX | NCATX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.89 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.20 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.29 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.15 | +0.17 |
Martin ratioReturn relative to average drawdown | 5.53 | 4.50 | +1.02 |
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
| NSGRX | NCATX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.89 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.02 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.37 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.05 | -0.73 |
Correlation
The correlation between NSGRX 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
NSGRX vs. NCATX - Dividend Comparison
NSGRX's dividend yield for the trailing twelve months is around 15.53%, more than NCATX's 3.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSGRX Northern Small Cap Core Fund | 15.53% | 15.85% | 17.77% | 6.90% | 0.55% | 15.75% | 5.00% | 6.30% | 1.26% | 4.35% | 0.67% | 3.35% |
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
NSGRX vs. NCATX - Drawdown Comparison
The maximum NSGRX drawdown since its inception was -64.89%, which is greater than NCATX's maximum drawdown of -16.55%. Use the drawdown chart below to compare losses from any high point for NSGRX and NCATX.
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Drawdown Indicators
| NSGRX | NCATX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.89% | -16.55% | -48.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -4.58% | -9.20% |
Max Drawdown (5Y)Largest decline over 5 years | -32.31% | -16.55% | -15.76% |
Max Drawdown (10Y)Largest decline over 10 years | -40.37% | -16.55% | -23.82% |
Current DrawdownCurrent decline from peak | -5.88% | -2.18% | -3.70% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -2.42% | -19.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 1.17% | +2.27% |
Volatility
NSGRX vs. NCATX - Volatility Comparison
Northern Small Cap Core Fund (NSGRX) has a higher volatility of 6.80% compared to Northern California Tax Exempt Fund (NCATX) at 0.96%. This indicates that NSGRX'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
| NSGRX | NCATX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 0.96% | +5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 13.74% | 1.71% | +12.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.67% | 5.42% | +18.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.40% | 4.10% | +19.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.36% | 4.24% | +19.12% |