NTAUX vs. DFYGX
Compare and contrast key facts about Northern Tax-Advantaged U-S Fixed Income (NTAUX) and DFA Two-Year Government Portfolio (DFYGX).
NTAUX is managed by Northern Funds. It was launched on Jun 18, 2009. DFYGX is managed by Dimensional. It was launched on Jun 6, 1996.
Performance
NTAUX vs. DFYGX - Performance Comparison
Loading graphics...
NTAUX vs. DFYGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFYGX DFA Two-Year Government Portfolio | 0.88% | 2.16% | 5.15% | 5.00% | -3.02% | -0.51% | 0.38% | 2.20% | 1.42% | 0.29% |
Returns By Period
In the year-to-date period, NTAUX achieves a 0.57% return, which is significantly lower than DFYGX's 0.88% return. Over the past 10 years, NTAUX has outperformed DFYGX with an annualized return of 1.57%, while DFYGX has yielded a comparatively lower 1.38% annualized return.
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%
DFYGX
- 1D
- 0.00%
- 1M
- 0.25%
- YTD
- 0.88%
- 6M
- 1.90%
- 1Y
- 2.85%
- 3Y*
- 3.99%
- 5Y*
- 1.89%
- 10Y*
- 1.38%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NTAUX vs. DFYGX - Expense Ratio Comparison
NTAUX has a 0.25% expense ratio, which is higher than DFYGX's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
NTAUX vs. DFYGX — Risk / Return Rank
NTAUX
DFYGX
NTAUX vs. DFYGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Tax-Advantaged U-S Fixed Income (NTAUX) and DFA Two-Year Government Portfolio (DFYGX). 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.
| NTAUX | DFYGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.41 | 2.38 | +0.02 |
Sortino ratioReturn per unit of downside risk | 4.17 | 2.73 | +1.44 |
Omega ratioGain probability vs. loss probability | 2.11 | 3.66 | -1.56 |
Calmar ratioReturn relative to maximum drawdown | 3.49 | 1.91 | +1.58 |
Martin ratioReturn relative to average drawdown | 19.22 | 5.30 | +13.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NTAUX | DFYGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 2.38 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.70 | 1.56 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.65 | 1.40 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.60 | 1.85 | -0.24 |
Correlation
The correlation between NTAUX and DFYGX is 0.15, 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
NTAUX vs. DFYGX - Dividend Comparison
NTAUX's dividend yield for the trailing twelve months is around 3.04%, more than DFYGX's 2.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFYGX DFA Two-Year Government Portfolio | 2.81% | 2.04% | 4.84% | 3.07% | 1.14% | 0.00% | 0.27% | 1.87% | 1.82% | 1.01% | 0.58% | 0.49% |
Drawdowns
NTAUX vs. DFYGX - Drawdown Comparison
The maximum NTAUX drawdown since its inception was -2.95%, smaller than the maximum DFYGX drawdown of -4.46%. Use the drawdown chart below to compare losses from any high point for NTAUX and DFYGX.
Loading graphics...
Drawdown Indicators
| NTAUX | DFYGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.95% | -4.46% | +1.51% |
Max Drawdown (1Y)Largest decline over 1 year | -0.88% | -1.04% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -2.95% | -4.36% | +1.41% |
Max Drawdown (10Y)Largest decline over 10 years | -2.95% | -4.46% | +1.51% |
Current DrawdownCurrent decline from peak | -0.36% | 0.00% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -0.20% | -0.30% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.16% | 0.38% | -0.22% |
Volatility
NTAUX vs. DFYGX - Volatility Comparison
Northern Tax-Advantaged U-S Fixed Income (NTAUX) has a higher volatility of 0.32% compared to DFA Two-Year Government Portfolio (DFYGX) at 0.15%. This indicates that NTAUX's price experiences larger fluctuations and is considered to be riskier than DFYGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NTAUX | DFYGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.32% | 0.15% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 0.74% | 0.41% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.30% | 1.21% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.06% | 1.22% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.96% | 0.99% | -0.03% |