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North Square Advisory Research Small Cap Value Fun...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US66263L7753

CUSIP

66263L775

Inception Date

Nov 16, 2009

Min. Investment

$1,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

ADVGX has a high expense ratio of 0.95%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

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


Popular comparisons:
ADVGX vs. QQQ
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Performance

Performance Chart


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Returns By Period

North Square Advisory Research Small Cap Value Fund (ADVGX) returned -8.14% year-to-date (YTD) and -0.39% over the past 12 months. Over the past 10 years, ADVGX returned -2.20% annually, underperforming the S&P 500 benchmark at 10.46%.


ADVGX

YTD

-8.14%

1M

11.15%

6M

-15.32%

1Y

-0.39%

5Y*

7.82%

10Y*

-2.20%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of ADVGX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.23%-3.42%-8.17%-5.29%5.93%-8.14%
2024-3.42%4.90%5.80%-7.77%6.74%-3.49%10.08%-0.86%1.81%-0.15%11.49%-9.23%14.34%
20238.98%-1.18%-5.40%-3.47%-2.03%8.95%5.31%-2.95%-4.71%-4.32%12.15%10.23%20.93%
2022-6.81%5.97%-0.04%-9.08%1.58%-9.77%8.08%-3.00%-8.62%11.99%3.40%-10.75%-18.55%
2021-2.11%6.22%6.55%5.86%1.22%-0.89%2.35%1.76%-3.16%6.13%-3.24%-0.86%20.83%
2020-4.05%-9.55%-18.91%11.46%2.31%-1.00%1.93%6.34%-2.94%0.54%11.56%-5.95%-11.84%
20197.02%3.57%-0.37%6.07%-6.17%7.70%2.79%-4.24%1.68%1.31%3.70%-7.42%15.22%
20183.02%-3.89%-1.77%-0.79%1.97%2.57%4.11%4.01%0.26%-5.52%3.33%-35.99%-31.54%
20171.99%3.23%0.15%0.44%-1.59%1.91%1.37%-1.28%4.33%2.07%4.33%-7.35%9.41%
2016-5.01%-0.95%6.98%0.73%1.54%0.16%3.50%1.15%-0.46%-0.76%5.54%-4.21%7.83%
2015-3.19%6.26%-0.70%-0.32%0.70%-1.84%0.52%-5.28%-2.99%5.33%0.40%-18.54%-19.92%
2014-5.01%4.17%1.94%-0.24%1.72%2.96%-3.17%3.27%-2.47%2.77%1.00%-10.54%-4.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ADVGX is 24, meaning it’s performing worse than 76% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ADVGX is 2424
Overall Rank
The Sharpe Ratio Rank of ADVGX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of ADVGX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ADVGX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ADVGX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ADVGX is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for North Square Advisory Research Small Cap Value Fund (ADVGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

North Square Advisory Research Small Cap Value Fund Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: -0.02
  • 5-Year: 0.32
  • 10-Year: -0.09
  • All Time: 0.08

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of North Square Advisory Research Small Cap Value Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

North Square Advisory Research Small Cap Value Fund provided a 0.13% dividend yield over the last twelve months, with an annual payout of $0.02 per share.


0.20%0.40%0.60%0.80%1.00%1.20%$0.00$0.02$0.04$0.06$0.08$0.10$0.12$0.1420142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.02$0.02$0.10$0.01$0.03$0.10$0.07$0.07$0.05$0.09$0.14$0.08

Dividend yield

0.13%0.12%0.85%0.12%0.22%1.07%0.65%0.74%0.37%0.69%1.11%0.51%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
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$0.01$0.01
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2020$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
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2014$0.08$0.08

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 60.55%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current North Square Advisory Research Small Cap Value Fund drawdown is 27.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.55%Nov 25, 20141339Mar 23, 2020
-19.57%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-15.56%Apr 26, 201049Jul 2, 2010106Dec 2, 2010155
-10.11%Mar 27, 201248Jun 4, 201265Sep 6, 2012113
-9.79%Nov 29, 201344Feb 3, 201484Jun 4, 2014128

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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