- ISIN
- US66263L7753
- CUSIP
- 66263L775
- Issuer
- North Square
- Inception Date
- Nov 16, 2009
- Category
- Large Cap Value Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
ADVGX Performance Chart
North Square Advisory Research Small Cap Value Fund (ADVGX) is up 11.7% since the beginning of the year. ADVGX is currently trading at $15 per share. Investors who bought $1,000 worth of ADVGX shares 5 years ago would now be looking at an investment worth $1,594.
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Returns By Period
North Square Advisory Research Small Cap Value Fund (ADVGX) has returned 11.65% so far this year and 27.65% over the past 12 months. Over the last ten years, ADVGX has returned 11.63% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
North Square Advisory Research Small Cap Value Fund
- 1D
- -0.34%
- 1M
- 7.50%
- YTD
- 11.65%
- 6M
- 13.10%
- 1Y
- 27.65%
- 3Y*
- 18.04%
- 5Y*
- 9.78%
- 10Y*
- 11.63%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
ADVGX Monthly Returns History
Based on dividend-adjusted daily data since Nov 17, 2009, ADVGX's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.
Historically, 61% of months were positive and 40% were negative. The best month was Nov 2023 with a return of +12.2%, while the worst month was Mar 2020 at -18.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ADVGX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -13.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.45% | -2.08% | -4.69% | 6.38% | 7.01% | -0.34% | 11.65% | ||||||
| 2025 | 3.23% | -3.42% | -8.17% | -5.29% | 7.17% | 6.12% | 4.83% | 9.44% | -2.04% | -7.07% | 1.27% | 2.71% | 7.13% |
| 2024 | -3.42% | 4.90% | 5.80% | -7.77% | 6.74% | -3.49% | 10.08% | -0.86% | 1.82% | -0.16% | 11.49% | -8.29% | 15.52% |
| 2023 | 8.94% | -1.16% | -5.37% | -3.51% | -2.03% | 8.95% | 5.31% | -2.95% | -4.71% | -4.32% | 12.15% | 10.23% | 20.90% |
| 2022 | -6.76% | 5.97% | -0.00% | -9.10% | 1.53% | -9.77% | 8.12% | -2.98% | -8.63% | 11.94% | 3.39% | -4.65% | -12.98% |
| 2021 | -2.06% | 6.22% | 6.55% | 5.87% | 1.14% | -0.87% | 2.37% | 1.80% | -3.20% | 6.17% | -3.28% | 6.61% | 29.94% |
Benchmark Metrics
North Square Advisory Research Small Cap Value Fund has an annualized alpha of -0.81%, beta of 1.00, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since November 18, 2009.
- This fund participated in 104.28% of S&P 500 Index downside but only 98.12% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.00 and R2 of 0.81, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.81%
- Beta
- 1.00
- R²
- 0.81
- Upside Capture
- 98.12%
- Downside Capture
- 104.28%
Expense Ratio
ADVGX has a high expense ratio of 0.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ADVGX ranks 25 for risk / return — below 25% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for North Square Advisory Research Small Cap Value Fund (ADVGX) and compare them to S&P 500 Index.
| ADVGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 2.39 | -0.90 |
Sortino ratioReturn per unit of downside risk | 2.21 | 3.25 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.43 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 3.11 | -1.18 |
Martin ratioReturn relative to average drawdown | 5.14 | 14.38 | -9.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
North Square Advisory Research Small Cap Value Fund provided a 5.09% dividend yield over the last twelve months, with an annual payout of $0.75 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.75 | $0.75 | $0.15 | $0.10 | $0.65 | $0.88 | $1.11 | $1.27 | $4.02 | $1.38 | $0.96 | $2.41 |
Dividend yield | 5.09% | 5.68% | 1.16% | 0.85% | 6.87% | 7.52% | 11.47% | 11.43% | 41.46% | 9.66% | 7.34% | 19.79% |
Monthly Dividends
The table displays the monthly dividend distributions for North Square Advisory Research Small Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $0.75 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.65 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.88 | $0.88 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the North Square Advisory Research Small Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the North Square Advisory Research Small Cap Value Fund was 41.34%, occurring on Mar 23, 2020. Recovery took 228 trading sessions.
The current North Square Advisory Research Small Cap Value Fund drawdown is 0.61%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -41.34%Mar 2020 | 2mo 2d | 11mo 1d | 1y 28dJan 2020 - Feb 2021 |
2025 selloff2025 | -27.69%Apr 2025 | 4mo 13d | 4mo 7d | 8mo 20dNov 2024 - Aug 2025 |
Bear market2022 | -22.79%Sep 2022 | 8mo 24d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2011 correction2011 | -19.57%Oct 2011 | 5mo 4d | 5mo 12d | 10mo 16dMay 2011 - Mar 2012 |
2016 correction2016 | -19.36%Feb 2016 | 8mo 25d | 9mo 4d | 1y 5moMay 2015 - Nov 2016 |
Drawdown Indicators
| ADVGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.34% | -56.78% | +15.44% |
Max Drawdown (1Y)Largest decline over 1 year | -14.92% | -9.10% | -5.82% |
Max Drawdown (3Y)Largest decline over 3 years | -27.69% | -18.90% | -8.79% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -25.43% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -41.34% | -33.92% | -7.42% |
Current DrawdownCurrent decline from peak | -0.61% | 0.00% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -10.72% | +5.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 1.97% | +3.63% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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