NSRIX vs. NTAUX
Compare and contrast key facts about Northern Global Sustainability Index Fund (NSRIX) and Northern Tax-Advantaged U-S Fixed Income (NTAUX).
NSRIX is managed by Northern Funds. It was launched on Mar 4, 2008. NTAUX is managed by Northern Funds. It was launched on Jun 18, 2009.
Performance
NSRIX vs. NTAUX - Performance Comparison
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NSRIX vs. NTAUX - 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% |
NTAUX Northern Tax-Advantaged U-S Fixed Income | 0.57% | 2.60% | 3.52% | 4.06% | -1.59% | -0.03% | 1.49% | 2.52% | 1.39% | 0.83% |
Returns By Period
In the year-to-date period, NSRIX achieves a -4.47% return, which is significantly lower than NTAUX's 0.57% return. Over the past 10 years, NSRIX has outperformed NTAUX with an annualized return of 11.73%, while NTAUX has yielded a comparatively lower 1.57% 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%
NTAUX
- 1D
- 0.00%
- 1M
- -0.36%
- YTD
- 0.57%
- 6M
- 1.17%
- 1Y
- 3.08%
- 3Y*
- 3.13%
- 5Y*
- 1.79%
- 10Y*
- 1.57%
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NSRIX vs. NTAUX - Expense Ratio Comparison
NSRIX has a 0.29% expense ratio, which is higher than NTAUX's 0.25% expense ratio.
Return for Risk
NSRIX vs. NTAUX — Risk / Return Rank
NSRIX
NTAUX
NSRIX vs. NTAUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Global Sustainability Index Fund (NSRIX) and Northern Tax-Advantaged U-S Fixed Income (NTAUX). 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 | NTAUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 2.41 | -1.23 |
Sortino ratioReturn per unit of downside risk | 1.79 | 4.17 | -2.38 |
Omega ratioGain probability vs. loss probability | 1.26 | 2.11 | -0.85 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 3.49 | -2.23 |
Martin ratioReturn relative to average drawdown | 5.53 | 19.22 | -13.68 |
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 | NTAUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 2.41 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.70 | -1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 1.65 | -0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.60 | -1.18 |
Correlation
The correlation between NSRIX and NTAUX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NSRIX vs. NTAUX - Dividend Comparison
NSRIX's dividend yield for the trailing twelve months is around 5.92%, more than NTAUX's 3.04% 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% |
NTAUX Northern Tax-Advantaged U-S Fixed Income | 3.04% | 2.27% | 3.15% | 1.96% | 0.68% | 0.46% | 1.09% | 1.69% | 1.38% | 0.93% | 0.81% | 0.61% |
Drawdowns
NSRIX vs. NTAUX - Drawdown Comparison
The maximum NSRIX drawdown since its inception was -55.30%, which is greater than NTAUX's maximum drawdown of -2.95%. Use the drawdown chart below to compare losses from any high point for NSRIX and NTAUX.
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Drawdown Indicators
| NSRIX | NTAUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.30% | -2.95% | -52.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -0.88% | -10.09% |
Max Drawdown (5Y)Largest decline over 5 years | -27.86% | -2.95% | -24.91% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | -2.95% | -30.71% |
Current DrawdownCurrent decline from peak | -7.64% | -0.36% | -7.28% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -0.20% | -8.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 0.16% | +2.79% |
Volatility
NSRIX vs. NTAUX - Volatility Comparison
Northern Global Sustainability Index Fund (NSRIX) has a higher volatility of 5.96% compared to Northern Tax-Advantaged U-S Fixed Income (NTAUX) at 0.32%. This indicates that NSRIX's price experiences larger fluctuations and is considered to be riskier than NTAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSRIX | NTAUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 0.32% | +5.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 0.74% | +9.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.42% | 1.30% | +16.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 1.06% | +15.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 0.96% | +16.13% |