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NTAUX vs. MUIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NTAUX vs. MUIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Tax-Advantaged U-S Fixed Income (NTAUX) and Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio (MUIIX). The values are adjusted to include any dividend payments, if applicable.

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NTAUX vs. MUIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NTAUX
Northern Tax-Advantaged U-S Fixed Income
0.57%2.60%3.52%4.06%-1.59%-0.03%1.62%
MUIIX
Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio
0.52%4.47%4.94%4.17%1.10%0.10%0.49%

Returns By Period

In the year-to-date period, NTAUX achieves a 0.57% return, which is significantly higher than MUIIX's 0.52% return.


NTAUX

1D
0.10%
1M
-0.36%
YTD
0.57%
6M
1.17%
1Y
3.08%
3Y*
3.13%
5Y*
1.79%
10Y*
1.57%

MUIIX

1D
0.00%
1M
-0.10%
YTD
0.52%
6M
1.55%
1Y
3.82%
3Y*
4.27%
5Y*
3.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NTAUX vs. MUIIX - Expense Ratio Comparison

NTAUX has a 0.25% expense ratio, which is lower than MUIIX's 0.35% expense ratio.


Return for Risk

NTAUX vs. MUIIX — Risk / Return Rank

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

NTAUX
NTAUX Risk / Return Rank: 9797
Overall Rank
NTAUX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NTAUX Sortino Ratio Rank: 9898
Sortino Ratio Rank
NTAUX Omega Ratio Rank: 9898
Omega Ratio Rank
NTAUX Calmar Ratio Rank: 9696
Calmar Ratio Rank
NTAUX Martin Ratio Rank: 9898
Martin Ratio Rank

MUIIX
MUIIX Risk / Return Rank: 100100
Overall Rank
MUIIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MUIIX Sortino Ratio Rank: 100100
Sortino Ratio Rank
MUIIX Omega Ratio Rank: 100100
Omega Ratio Rank
MUIIX Calmar Ratio Rank: 100100
Calmar Ratio Rank
MUIIX Martin Ratio Rank: 100100
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.

NTAUX vs. MUIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Tax-Advantaged U-S Fixed Income (NTAUX) and Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio (MUIIX). 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.


NTAUXMUIIXDifference

Sharpe ratio

Return per unit of total volatility

2.48

3.42

-0.94

Sortino ratio

Return per unit of downside risk

4.31

18.58

-14.27

Omega ratio

Gain probability vs. loss probability

2.14

9.29

-7.15

Calmar ratio

Return relative to maximum drawdown

3.49

42.24

-38.75

Martin ratio

Return relative to average drawdown

19.41

89.61

-70.20

NTAUX vs. MUIIX - Sharpe Ratio Comparison

The current NTAUX Sharpe Ratio is 2.48, which is comparable to the MUIIX Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of NTAUX and MUIIX, 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


NTAUXMUIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

3.42

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.70

1.94

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.60

1.83

-0.22

Correlation

The correlation between NTAUX and MUIIX is 0.06, 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. MUIIX - Dividend Comparison

NTAUX's dividend yield for the trailing twelve months is around 3.04%, less than MUIIX's 3.85% yield.


TTM20252024202320222021202020192018201720162015
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%
MUIIX
Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio
3.85%4.36%4.81%3.88%1.20%0.10%0.39%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NTAUX vs. MUIIX - Drawdown Comparison

The maximum NTAUX drawdown since its inception was -2.95%, which is greater than MUIIX's maximum drawdown of -1.20%. Use the drawdown chart below to compare losses from any high point for NTAUX and MUIIX.


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Drawdown Indicators


NTAUXMUIIXDifference

Max Drawdown

Largest peak-to-trough decline

-2.95%

-1.20%

-1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-0.88%

-0.10%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-2.95%

-1.20%

-1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-2.95%

Current Drawdown

Current decline from peak

-0.36%

-0.10%

-0.26%

Average Drawdown

Average peak-to-trough decline

-0.20%

-0.06%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.16%

0.05%

+0.11%

Volatility

NTAUX vs. MUIIX - Volatility Comparison

Northern Tax-Advantaged U-S Fixed Income (NTAUX) has a higher volatility of 0.32% compared to Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio (MUIIX) at 0.10%. This indicates that NTAUX's price experiences larger fluctuations and is considered to be riskier than MUIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTAUXMUIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.32%

0.10%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

0.74%

0.81%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

1.31%

1.24%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.06%

1.57%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.96%

1.44%

-0.48%