NUSFX vs. NTAUX
Compare and contrast key facts about Northern Ultra-Short Fixed Income Fund (NUSFX) and Northern Tax-Advantaged U-S Fixed Income (NTAUX).
NUSFX is managed by Northern Funds. It was launched on Jun 18, 2009. NTAUX is managed by Northern Funds. It was launched on Jun 18, 2009.
Performance
NUSFX vs. NTAUX - Performance Comparison
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NUSFX vs. NTAUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUSFX Northern Ultra-Short Fixed Income Fund | 0.84% | 4.27% | 5.22% | 5.21% | -1.59% | -0.17% | 2.34% | 3.68% | 1.51% | 1.53% |
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, NUSFX achieves a 0.84% return, which is significantly higher than NTAUX's 0.57% return. Over the past 10 years, NUSFX has outperformed NTAUX with an annualized return of 2.36%, while NTAUX has yielded a comparatively lower 1.57% annualized return.
NUSFX
- 1D
- 0.10%
- 1M
- 0.04%
- YTD
- 0.84%
- 6M
- 1.91%
- 1Y
- 4.56%
- 3Y*
- 4.70%
- 5Y*
- 2.70%
- 10Y*
- 2.36%
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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NUSFX vs. NTAUX - Expense Ratio Comparison
NUSFX has a 0.28% expense ratio, which is higher than NTAUX's 0.25% expense ratio.
Return for Risk
NUSFX vs. NTAUX — Risk / Return Rank
NUSFX
NTAUX
NUSFX vs. NTAUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Ultra-Short Fixed Income Fund (NUSFX) 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.
| NUSFX | NTAUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.98 | 2.41 | +0.58 |
Sortino ratioReturn per unit of downside risk | 6.75 | 4.17 | +2.58 |
Omega ratioGain probability vs. loss probability | 2.85 | 2.11 | +0.74 |
Calmar ratioReturn relative to maximum drawdown | 5.24 | 3.49 | +1.75 |
Martin ratioReturn relative to average drawdown | 38.53 | 19.22 | +19.31 |
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
| NUSFX | NTAUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.98 | 2.41 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.09 | 1.70 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.96 | 1.65 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.78 | 1.60 | +0.18 |
Correlation
The correlation between NUSFX and NTAUX is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NUSFX vs. NTAUX - Dividend Comparison
NUSFX's dividend yield for the trailing twelve months is around 4.56%, more than NTAUX's 3.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUSFX Northern Ultra-Short Fixed Income Fund | 4.56% | 3.78% | 4.09% | 2.86% | 0.97% | 0.71% | 1.52% | 2.42% | 2.09% | 1.42% | 1.07% | 0.85% |
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
NUSFX vs. NTAUX - Drawdown Comparison
The maximum NUSFX drawdown since its inception was -3.88%, which is greater than NTAUX's maximum drawdown of -2.95%. Use the drawdown chart below to compare losses from any high point for NUSFX and NTAUX.
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Drawdown Indicators
| NUSFX | NTAUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.88% | -2.95% | -0.93% |
Max Drawdown (1Y)Largest decline over 1 year | -0.87% | -0.88% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -3.35% | -2.95% | -0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -3.88% | -2.95% | -0.93% |
Current DrawdownCurrent decline from peak | 0.00% | -0.36% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -0.24% | -0.20% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 0.16% | -0.04% |
Volatility
NUSFX vs. NTAUX - Volatility Comparison
Northern Ultra-Short Fixed Income Fund (NUSFX) has a higher volatility of 0.39% compared to Northern Tax-Advantaged U-S Fixed Income (NTAUX) at 0.32%. This indicates that NUSFX'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
| NUSFX | NTAUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.39% | 0.32% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 0.97% | 0.74% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.54% | 1.30% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.30% | 1.06% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.21% | 0.96% | +0.25% |