NTAUX vs. THOPX
Compare and contrast key facts about Northern Tax-Advantaged U-S Fixed Income (NTAUX) and Thompson Bond Fund (THOPX).
NTAUX is managed by Northern Funds. It was launched on Jun 18, 2009. THOPX is managed by Thompson IM. It was launched on Feb 10, 1992.
Performance
NTAUX vs. THOPX - Performance Comparison
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NTAUX vs. THOPX - 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% |
THOPX Thompson Bond Fund | 0.09% | 7.98% | 11.54% | 6.98% | -7.28% | 5.75% | -1.71% | 5.56% | 1.80% | 4.75% |
Returns By Period
In the year-to-date period, NTAUX achieves a 0.57% return, which is significantly higher than THOPX's 0.09% return. Over the past 10 years, NTAUX has underperformed THOPX with an annualized return of 1.57%, while THOPX has yielded a comparatively higher 4.39% annualized 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%
THOPX
- 1D
- 0.29%
- 1M
- -1.20%
- YTD
- 0.09%
- 6M
- 1.68%
- 1Y
- 5.54%
- 3Y*
- 8.48%
- 5Y*
- 4.13%
- 10Y*
- 4.39%
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NTAUX vs. THOPX - Expense Ratio Comparison
NTAUX has a 0.25% expense ratio, which is lower than THOPX's 0.71% expense ratio.
Return for Risk
NTAUX vs. THOPX — Risk / Return Rank
NTAUX
THOPX
NTAUX vs. THOPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Tax-Advantaged U-S Fixed Income (NTAUX) and Thompson Bond Fund (THOPX). 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 | THOPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.48 | 2.67 | -0.19 |
Sortino ratioReturn per unit of downside risk | 4.31 | 3.79 | +0.52 |
Omega ratioGain probability vs. loss probability | 2.14 | 1.58 | +0.56 |
Calmar ratioReturn relative to maximum drawdown | 3.49 | 3.56 | -0.07 |
Martin ratioReturn relative to average drawdown | 19.41 | 14.40 | +5.02 |
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
| NTAUX | THOPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | 2.67 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.70 | 1.95 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.65 | 2.00 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.60 | 1.25 | +0.36 |
Correlation
The correlation between NTAUX and THOPX is 0.21, 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. THOPX - Dividend Comparison
NTAUX's dividend yield for the trailing twelve months is around 3.04%, less than THOPX's 5.15% 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% |
THOPX Thompson Bond Fund | 5.15% | 4.90% | 5.34% | 5.88% | 3.93% | 3.59% | 5.16% | 3.48% | 3.07% | 3.06% | 4.24% | 4.58% |
Drawdowns
NTAUX vs. THOPX - Drawdown Comparison
The maximum NTAUX drawdown since its inception was -2.95%, smaller than the maximum THOPX drawdown of -19.45%. Use the drawdown chart below to compare losses from any high point for NTAUX and THOPX.
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Drawdown Indicators
| NTAUX | THOPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.95% | -19.45% | +16.50% |
Max Drawdown (1Y)Largest decline over 1 year | -0.88% | -1.61% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -2.95% | -8.00% | +5.05% |
Max Drawdown (10Y)Largest decline over 10 years | -2.95% | -11.74% | +8.79% |
Current DrawdownCurrent decline from peak | -0.36% | -1.20% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -0.20% | -1.87% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.16% | 0.40% | -0.24% |
Volatility
NTAUX vs. THOPX - Volatility Comparison
The current volatility for Northern Tax-Advantaged U-S Fixed Income (NTAUX) is 0.32%, while Thompson Bond Fund (THOPX) has a volatility of 0.83%. This indicates that NTAUX experiences smaller price fluctuations and is considered to be less risky than THOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTAUX | THOPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.32% | 0.83% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 0.74% | 1.36% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.31% | 2.09% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.06% | 2.12% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.96% | 2.20% | -1.24% |