NTAUX vs. USFR
Compare and contrast key facts about Northern Tax-Advantaged U-S Fixed Income (NTAUX) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).
NTAUX is managed by Northern Funds. It was launched on Jun 18, 2009. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014.
Performance
NTAUX vs. USFR - Performance Comparison
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NTAUX vs. USFR - 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% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 0.93% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Returns By Period
In the year-to-date period, NTAUX achieves a 0.57% return, which is significantly lower than USFR's 0.93% return. Over the past 10 years, NTAUX has underperformed USFR with an annualized return of 1.57%, while USFR has yielded a comparatively higher 2.41% 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%
USFR
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 0.93%
- 6M
- 2.00%
- 1Y
- 4.10%
- 3Y*
- 4.89%
- 5Y*
- 3.52%
- 10Y*
- 2.41%
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NTAUX vs. USFR - Expense Ratio Comparison
NTAUX has a 0.25% expense ratio, which is higher than USFR's 0.15% 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. USFR — Risk / Return Rank
NTAUX
USFR
NTAUX vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Tax-Advantaged U-S Fixed Income (NTAUX) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). 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 | USFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.41 | 14.37 | -11.97 |
Sortino ratioReturn per unit of downside risk | 4.17 | 42.77 | -38.59 |
Omega ratioGain probability vs. loss probability | 2.11 | 10.64 | -8.53 |
Calmar ratioReturn relative to maximum drawdown | 3.49 | 103.21 | -99.72 |
Martin ratioReturn relative to average drawdown | 19.22 | 658.56 | -639.34 |
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 | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 14.37 | -11.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.70 | 8.63 | -6.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.65 | 3.00 | -1.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.60 | 1.57 | +0.04 |
Correlation
The correlation between NTAUX and USFR is 0.01, 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. USFR - Dividend Comparison
NTAUX's dividend yield for the trailing twelve months is around 3.04%, less than USFR's 4.00% 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% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.00% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% |
Drawdowns
NTAUX vs. USFR - Drawdown Comparison
The maximum NTAUX drawdown since its inception was -2.95%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for NTAUX and USFR.
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Drawdown Indicators
| NTAUX | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.95% | -1.36% | -1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -0.88% | -0.04% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -2.95% | -0.18% | -2.77% |
Max Drawdown (10Y)Largest decline over 10 years | -2.95% | -0.80% | -2.15% |
Current DrawdownCurrent decline from peak | -0.36% | 0.00% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -0.20% | -0.16% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.16% | 0.01% | +0.15% |
Volatility
NTAUX vs. USFR - Volatility Comparison
Northern Tax-Advantaged U-S Fixed Income (NTAUX) has a higher volatility of 0.32% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that NTAUX's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTAUX | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.32% | 0.08% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 0.74% | 0.19% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.30% | 0.29% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.06% | 0.41% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.96% | 0.81% | +0.15% |