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NSMVX vs. NSBDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSMVX vs. NSBDX - Performance Comparison

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

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NSMVX vs. NSBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSMVX
North Star Micro Cap Fund
1.40%-0.97%15.30%22.31%-24.84%14.12%37.19%19.52%-13.50%4.84%
NSBDX
North Star Bond Fund
-0.22%3.67%5.17%6.07%-7.23%2.84%0.71%9.36%-3.50%3.03%

Returns By Period

In the year-to-date period, NSMVX achieves a 1.40% return, which is significantly higher than NSBDX's -0.22% return. Over the past 10 years, NSMVX has outperformed NSBDX with an annualized return of 8.79%, while NSBDX has yielded a comparatively lower 2.32% annualized return.


NSMVX

1D
1.45%
1M
-6.23%
YTD
1.40%
6M
-2.07%
1Y
10.84%
3Y*
9.72%
5Y*
0.32%
10Y*
8.79%

NSBDX

1D
0.23%
1M
-1.50%
YTD
-0.22%
6M
0.16%
1Y
2.91%
3Y*
4.12%
5Y*
1.53%
10Y*
2.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NSMVX vs. NSBDX - Expense Ratio Comparison

NSMVX has a 1.30% expense ratio, which is lower than NSBDX's 1.63% expense ratio.


Return for Risk

NSMVX vs. NSBDX — Risk / Return Rank

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

NSMVX
NSMVX Risk / Return Rank: 1818
Overall Rank
NSMVX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
NSMVX Sortino Ratio Rank: 1919
Sortino Ratio Rank
NSMVX Omega Ratio Rank: 1414
Omega Ratio Rank
NSMVX Calmar Ratio Rank: 2323
Calmar Ratio Rank
NSMVX Martin Ratio Rank: 1616
Martin Ratio Rank

NSBDX
NSBDX Risk / Return Rank: 5858
Overall Rank
NSBDX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
NSBDX Sortino Ratio Rank: 6262
Sortino Ratio Rank
NSBDX Omega Ratio Rank: 6868
Omega Ratio Rank
NSBDX Calmar Ratio Rank: 4444
Calmar Ratio Rank
NSBDX Martin Ratio Rank: 5050
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.

NSMVX vs. NSBDX - Risk-Adjusted Trends Comparison

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


NSMVXNSBDXDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.34

-0.77

Sortino ratio

Return per unit of downside risk

0.97

1.79

-0.82

Omega ratio

Gain probability vs. loss probability

1.12

1.29

-0.17

Calmar ratio

Return relative to maximum drawdown

0.90

1.43

-0.53

Martin ratio

Return relative to average drawdown

2.31

5.95

-3.64

NSMVX vs. NSBDX - Sharpe Ratio Comparison

The current NSMVX Sharpe Ratio is 0.57, which is lower than the NSBDX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of NSMVX and NSBDX, 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


NSMVXNSBDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.34

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.57

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.60

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.57

-0.15

Correlation

The correlation between NSMVX and NSBDX is 0.46, 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

NSMVX vs. NSBDX - Dividend Comparison

NSMVX's dividend yield for the trailing twelve months is around 3.67%, less than NSBDX's 4.17% yield.


TTM20252024202320222021202020192018201720162015
NSMVX
North Star Micro Cap Fund
3.67%3.72%2.98%0.72%0.26%3.30%0.01%0.94%7.51%3.22%3.34%5.11%
NSBDX
North Star Bond Fund
4.17%3.72%4.48%3.45%2.49%2.72%3.23%3.34%3.50%3.61%2.98%2.86%

Drawdowns

NSMVX vs. NSBDX - Drawdown Comparison

The maximum NSMVX drawdown since its inception was -41.32%, which is greater than NSBDX's maximum drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for NSMVX and NSBDX.


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Drawdown Indicators


NSMVXNSBDXDifference

Max Drawdown

Largest peak-to-trough decline

-41.32%

-18.75%

-22.57%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-2.12%

-10.86%

Max Drawdown (5Y)

Largest decline over 5 years

-40.82%

-8.88%

-31.94%

Max Drawdown (10Y)

Largest decline over 10 years

-41.32%

-18.75%

-22.57%

Current Drawdown

Current decline from peak

-7.07%

-1.72%

-5.35%

Average Drawdown

Average peak-to-trough decline

-10.56%

-1.76%

-8.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

0.51%

+4.52%

Volatility

NSMVX vs. NSBDX - Volatility Comparison

North Star Micro Cap Fund (NSMVX) has a higher volatility of 5.64% compared to North Star Bond Fund (NSBDX) at 0.94%. This indicates that NSMVX's price experiences larger fluctuations and is considered to be riskier than NSBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSMVXNSBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

0.94%

+4.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

1.48%

+10.67%

Volatility (1Y)

Calculated over the trailing 1-year period

21.00%

2.26%

+18.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.86%

2.68%

+17.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.03%

3.90%

+16.13%