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

Fund Info

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

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

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


Expense ratio chart for ADVGX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

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.


North Square Advisory Research Small Cap Value Fund

Performance

Performance Chart

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.


300.00%320.00%340.00%360.00%380.00%400.00%420.00%FebruaryMarchAprilMayJuneJuly
341.79%
395.80%
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

North Square Advisory Research Small Cap Value Fund had a return of 8.51% year-to-date (YTD) and 19.96% in the last 12 months. Over the past 10 years, North Square Advisory Research Small Cap Value Fund had an annualized return of 9.00%, while the S&P 500 had an annualized return of 10.77%, indicating that North Square Advisory Research Small Cap Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.51%15.41%
1 month5.37%0.33%
6 months12.45%13.74%
1 year19.96%21.39%
5 years (annualized)9.10%13.11%
10 years (annualized)9.00%10.77%

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
2024-3.42%4.90%5.80%-7.77%6.74%-3.49%8.51%
20238.98%-1.18%-5.40%-3.47%-2.03%8.95%5.31%-2.95%-4.71%-4.32%12.15%10.23%20.94%
2022-6.81%5.97%-0.03%-9.08%1.58%-9.77%8.08%-3.00%-8.62%11.99%3.40%-4.71%-13.04%
2021-2.11%6.22%6.55%5.86%1.22%-0.89%2.35%1.76%-3.16%6.13%-3.24%6.64%29.98%
2020-4.05%-9.55%-18.91%11.46%2.31%-1.00%1.93%6.34%-2.94%0.54%11.56%3.91%-2.60%
20197.02%3.57%-0.37%6.07%-6.17%7.70%2.79%-4.24%1.68%1.31%3.70%2.55%27.64%
20183.02%-3.89%-1.77%-0.79%1.97%2.57%4.11%4.01%0.26%-5.52%3.33%-9.56%-3.27%
20171.99%3.23%0.15%0.44%-1.59%1.91%1.37%-1.28%4.32%2.07%4.33%1.29%19.61%
2016-5.01%-0.95%6.98%0.73%1.54%0.16%3.50%1.15%-0.46%-0.76%5.54%2.07%14.89%
2015-3.19%6.26%-0.70%-0.32%0.70%-1.84%0.52%-5.28%-2.99%5.33%0.40%-3.54%-5.18%
2014-5.01%4.17%1.94%-0.25%1.72%2.96%-3.17%3.27%-2.47%2.77%1.00%0.29%7.00%
20136.16%1.40%4.20%1.60%2.74%-0.60%5.10%-2.93%3.22%3.25%2.59%2.69%33.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ADVGX is 44, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ADVGX is 4444
ADVGX (North Square Advisory Research Small Cap Value Fund)
The Sharpe Ratio Rank of ADVGX is 3434Sharpe Ratio Rank
The Sortino Ratio Rank of ADVGX is 3838Sortino Ratio Rank
The Omega Ratio Rank of ADVGX is 3434Omega Ratio Rank
The Calmar Ratio Rank of ADVGX is 6666Calmar Ratio Rank
The Martin Ratio Rank of ADVGX is 4848Martin 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.


ADVGX
Sharpe ratio
The chart of Sharpe ratio for ADVGX, currently valued at 1.05, compared to the broader market-1.000.001.002.003.004.005.001.05
Sortino ratio
The chart of Sortino ratio for ADVGX, currently valued at 1.67, compared to the broader market0.005.0010.001.67
Omega ratio
The chart of Omega ratio for ADVGX, currently valued at 1.19, compared to the broader market1.002.003.004.001.19
Calmar ratio
The chart of Calmar ratio for ADVGX, currently valued at 1.05, compared to the broader market0.005.0010.0015.0020.001.06
Martin ratio
The chart of Martin ratio for ADVGX, currently valued at 3.84, compared to the broader market0.0020.0040.0060.0080.00100.003.84
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0020.0040.0060.0080.00100.006.82

Sharpe Ratio

The current North Square Advisory Research Small Cap Value Fund Sharpe ratio is 1.05. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of North Square Advisory Research Small Cap Value Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.05
1.82
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

North Square Advisory Research Small Cap Value Fund granted a 0.79% dividend yield in the last twelve months. The annual payout for that period amounted to $0.10 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.10$0.10$0.65$0.88$1.11$1.27$4.02$1.38$0.96$2.41$1.85$0.89

Dividend yield

0.79%0.85%6.87%7.52%11.47%11.43%41.46%9.66%7.34%19.79%12.02%5.51%

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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
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
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$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$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$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$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$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$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$1.85
2013$0.89$0.89

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.06%
-2.86%
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.

The current North Square Advisory Research Small Cap Value Fund drawdown is 3.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.33%Jan 21, 202044Mar 23, 2020228Feb 17, 2021272
-22.76%Jan 5, 2022182Sep 26, 2022306Dec 13, 2023488
-19.56%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

Volatility Chart

The current North Square Advisory Research Small Cap Value Fund volatility is 6.89%, 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%FebruaryMarchAprilMayJuneJuly
6.89%
2.76%
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)