PortfoliosLab logoPortfoliosLab logo
NUSFX vs. TSDUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUSFX vs. TSDUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Ultra-Short Fixed Income Fund (NUSFX) and Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund (TSDUX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NUSFX vs. TSDUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUSFX
Northern Ultra-Short Fixed Income Fund
0.75%4.27%5.22%5.21%-1.59%-0.17%2.34%3.68%1.51%1.53%
TSDUX
Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund
0.56%3.24%6.04%5.94%0.41%-0.11%2.06%2.65%1.64%1.73%

Returns By Period

In the year-to-date period, NUSFX achieves a 0.75% return, which is significantly higher than TSDUX's 0.56% return. Over the past 10 years, NUSFX has underperformed TSDUX with an annualized return of 2.35%, while TSDUX has yielded a comparatively higher 2.61% annualized return.


NUSFX

1D
0.00%
1M
-0.06%
YTD
0.75%
6M
1.81%
1Y
4.46%
3Y*
4.67%
5Y*
2.70%
10Y*
2.35%

TSDUX

1D
0.00%
1M
-0.10%
YTD
0.56%
6M
0.87%
1Y
2.55%
3Y*
4.92%
5Y*
3.14%
10Y*
2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NUSFX vs. TSDUX - Expense Ratio Comparison

NUSFX has a 0.28% expense ratio, which is lower than TSDUX's 0.62% expense ratio.


Return for Risk

NUSFX vs. TSDUX — Risk / Return Rank

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

NUSFX
NUSFX Risk / Return Rank: 9999
Overall Rank
NUSFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NUSFX Sortino Ratio Rank: 9999
Sortino Ratio Rank
NUSFX Omega Ratio Rank: 9999
Omega Ratio Rank
NUSFX Calmar Ratio Rank: 9898
Calmar Ratio Rank
NUSFX Martin Ratio Rank: 9999
Martin Ratio Rank

TSDUX
TSDUX Risk / Return Rank: 9696
Overall Rank
TSDUX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TSDUX Sortino Ratio Rank: 9393
Sortino Ratio Rank
TSDUX Omega Ratio Rank: 9898
Omega Ratio Rank
TSDUX Calmar Ratio Rank: 9898
Calmar Ratio Rank
TSDUX Martin Ratio Rank: 9898
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.

NUSFX vs. TSDUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Ultra-Short Fixed Income Fund (NUSFX) and Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund (TSDUX). 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.


NUSFXTSDUXDifference

Sharpe ratio

Return per unit of total volatility

2.92

1.99

+0.93

Sortino ratio

Return per unit of downside risk

6.61

2.82

+3.78

Omega ratio

Gain probability vs. loss probability

2.81

1.79

+1.01

Calmar ratio

Return relative to maximum drawdown

5.12

4.43

+0.69

Martin ratio

Return relative to average drawdown

37.67

20.41

+17.26

NUSFX vs. TSDUX - Sharpe Ratio Comparison

The current NUSFX Sharpe Ratio is 2.92, which is higher than the TSDUX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of NUSFX and TSDUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NUSFXTSDUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.92

1.99

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.09

2.95

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.95

2.43

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.78

2.42

-0.64

Correlation

The correlation between NUSFX and TSDUX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

NUSFX vs. TSDUX - Dividend Comparison

NUSFX's dividend yield for the trailing twelve months is around 4.56%, more than TSDUX's 2.10% yield.


TTM20252024202320222021202020192018201720162015
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%
TSDUX
Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund
2.10%3.09%5.03%1.55%6.36%0.60%1.65%2.84%2.66%2.22%1.87%0.00%

Drawdowns

NUSFX vs. TSDUX - Drawdown Comparison

The maximum NUSFX drawdown since its inception was -3.88%, roughly equal to the maximum TSDUX drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for NUSFX and TSDUX.


Loading graphics...

Drawdown Indicators


NUSFXTSDUXDifference

Max Drawdown

Largest peak-to-trough decline

-3.88%

-3.94%

+0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-0.72%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-3.35%

-1.72%

-1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-3.88%

-3.94%

+0.06%

Current Drawdown

Current decline from peak

-0.10%

-0.10%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.24%

-0.19%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

0.16%

-0.04%

Volatility

NUSFX vs. TSDUX - Volatility Comparison

Northern Ultra-Short Fixed Income Fund (NUSFX) has a higher volatility of 0.38% compared to Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund (TSDUX) at 0.31%. This indicates that NUSFX's price experiences larger fluctuations and is considered to be riskier than TSDUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NUSFXTSDUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

0.31%

+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%

1.52%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.30%

1.10%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.21%

1.09%

+0.12%