NSRIX vs. NCATX
Compare and contrast key facts about Northern Global Sustainability Index Fund (NSRIX) and Northern California Tax Exempt Fund (NCATX).
NSRIX is managed by Northern Funds. It was launched on Mar 4, 2008. NCATX is managed by Northern Funds. It was launched on Apr 7, 1997.
Performance
NSRIX vs. NCATX - Performance Comparison
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NSRIX vs. NCATX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSRIX Northern Global Sustainability Index Fund | -4.47% | 21.03% | 17.02% | 25.44% | -19.45% | 24.60% | 15.49% | 28.29% | -7.65% | 21.21% |
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, NSRIX achieves a -4.47% return, which is significantly lower than NCATX's -0.08% return. Over the past 10 years, NSRIX has outperformed NCATX with an annualized return of 11.73%, while NCATX has yielded a comparatively lower 1.56% annualized return.
NSRIX
- 1D
- 3.03%
- 1M
- -6.03%
- YTD
- -4.47%
- 6M
- -1.31%
- 1Y
- 19.52%
- 3Y*
- 16.16%
- 5Y*
- 9.78%
- 10Y*
- 11.73%
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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NSRIX vs. NCATX - Expense Ratio Comparison
NSRIX has a 0.29% expense ratio, which is lower than NCATX's 0.45% expense ratio.
Return for Risk
NSRIX vs. NCATX — Risk / Return Rank
NSRIX
NCATX
NSRIX vs. NCATX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Global Sustainability Index Fund (NSRIX) 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.
| NSRIX | NCATX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.89 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.20 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.15 | +0.10 |
Martin ratioReturn relative to average drawdown | 5.53 | 4.50 | +1.03 |
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
| NSRIX | NCATX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.89 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.02 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.37 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.05 | -0.63 |
Correlation
The correlation between NSRIX 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
NSRIX vs. NCATX - Dividend Comparison
NSRIX's dividend yield for the trailing twelve months is around 5.92%, more than NCATX's 3.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRIX Northern Global Sustainability Index Fund | 5.92% | 5.66% | 5.55% | 1.57% | 1.90% | 5.26% | 1.62% | 2.70% | 3.46% | 3.14% | 3.46% | 3.79% |
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
NSRIX vs. NCATX - Drawdown Comparison
The maximum NSRIX drawdown since its inception was -55.30%, which is greater than NCATX's maximum drawdown of -16.55%. Use the drawdown chart below to compare losses from any high point for NSRIX and NCATX.
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Drawdown Indicators
| NSRIX | NCATX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.30% | -16.55% | -38.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -4.58% | -6.39% |
Max Drawdown (5Y)Largest decline over 5 years | -27.86% | -16.55% | -11.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | -16.55% | -17.11% |
Current DrawdownCurrent decline from peak | -7.64% | -2.18% | -5.46% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -2.42% | -6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 1.17% | +1.78% |
Volatility
NSRIX vs. NCATX - Volatility Comparison
Northern Global Sustainability Index Fund (NSRIX) has a higher volatility of 5.96% compared to Northern California Tax Exempt Fund (NCATX) at 0.96%. This indicates that NSRIX'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
| NSRIX | NCATX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 0.96% | +5.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 1.71% | +8.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.42% | 5.42% | +12.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 4.10% | +12.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 4.24% | +12.85% |