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North Square Advisory Research Small Cap Value Fund (ADVGX)

Mutual Fund · Currency in USD · Last updated Dec 9, 2023

Under normal circumstances, the fund will invest in at least 80% of its net assets in equity securities of companies of any size including small, mid and large-capitalization companies. The fund's investments in equity securities may include common stock, preferred securities and convertible securities. While the fund invests primarily in equity securities of U.S. issuers, it may invest in securities of foreign issuers, including those in emerging markets, in keeping with the fund's investment objective, is not expected to exceed 20% of its net assets.

Summary

Fund Info

ISINUS66263L7753
CUSIP66263L775
IssuerNorth Square
Inception DateNov 16, 2009
CategoryLarge Cap Value Equities
Minimum Investment$1,000,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The North Square Advisory Research Small Cap Value Fund has a high expense ratio of 0.95%, indicating higher-than-average management fees.


0.95%
0.00%2.15%

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in North Square Advisory Research Small Cap Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


220.00%240.00%260.00%280.00%300.00%320.00%JulyAugustSeptemberOctoberNovemberDecember
282.45%
312.12%
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ADVGX

North Square Advisory Research Small Cap Value Fund

Return

North Square Advisory Research Small Cap Value Fund had a return of 13.56% year-to-date (YTD) and 11.79% in the last 12 months. Over the past 10 years, North Square Advisory Research Small Cap Value Fund had an annualized return of 8.32%, while the S&P 500 had an annualized return of 9.85%, indicating that North Square Advisory Research Small Cap Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date13.56%19.92%
1 month11.00%5.06%
6 months10.54%7.11%
1 year11.79%16.17%
5 years (annualized)8.68%11.84%
10 years (annualized)8.32%9.85%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.03%8.95%5.31%-2.95%-4.71%-4.32%12.15%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for North Square Advisory Research Small Cap Value Fund (ADVGX) and S&P 500 (^GSPC). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ADVGX
North Square Advisory Research Small Cap Value Fund
0.65
^GSPC
S&P 500
1.25

Sharpe Ratio

The current North Square Advisory Research Small Cap Value Fund Sharpe ratio is 0.65. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.65
1.25
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)

Dividend History

North Square Advisory Research Small Cap Value Fund granted a 6.05% dividend yield in the last twelve months. The annual payout for that period amounted to $0.65 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.65$0.65$0.88$1.11$1.27$4.02$1.38$0.96$2.41$1.85$0.89$0.12

Dividend yield

6.05%6.87%7.52%11.47%11.43%41.46%9.66%7.34%19.79%12.02%5.51%0.91%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
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
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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.11
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.27
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.02
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.38
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.96
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.41
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.85
2013$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.89
2012$0.12

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-2.89%
-4.01%
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)

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 41.33%, occurring on Mar 23, 2020. Recovery took 228 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.33%Jan 21, 202044Mar 23, 2020228Feb 17, 2021272
-22.76%Jan 5, 2022182Sep 26, 2022
-19.57%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-19.36%May 22, 2015183Feb 11, 2016191Nov 11, 2016374
-18.62%Sep 24, 201864Dec 24, 201881Apr 23, 2019145

Volatility Chart

The current North Square Advisory Research Small Cap Value Fund volatility is 6.02%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.02%
2.77%
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)