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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

Issuer

North Square

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 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.


Popular comparisons:
ADVGX vs. QQQ
Popular comparisons:
ADVGX vs. QQQ

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.


-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
5.34%
8.93%
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)

Returns By Period

North Square Advisory Research Small Cap Value Fund had a return of 0.69% year-to-date (YTD) and 19.32% in the last 12 months. Over the past 10 years, North Square Advisory Research Small Cap Value Fund had an annualized return of -0.84%, while the S&P 500 had an annualized return of 11.46%, indicating that North Square Advisory Research Small Cap Value Fund did not perform as well as the benchmark.


ADVGX

YTD

0.69%

1M

-1.17%

6M

5.34%

1Y

19.32%

5Y*

3.45%

10Y*

-0.84%

^GSPC (Benchmark)

YTD

1.96%

1M

2.21%

6M

8.93%

1Y

23.90%

5Y*

12.52%

10Y*

11.46%

*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
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 53, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ADVGX is 5353
Overall Rank
The Sharpe Ratio Rank of ADVGX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ADVGX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ADVGX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of ADVGX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of ADVGX is 5656
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.


Sharpe ratio
The chart of Sharpe ratio for ADVGX, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.001.092.06
The chart of Sortino ratio for ADVGX, currently valued at 1.71, compared to the broader market0.005.0010.001.712.74
The chart of Omega ratio for ADVGX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.38
The chart of Calmar ratio for ADVGX, currently valued at 0.66, compared to the broader market0.005.0010.0015.0020.000.663.13
The chart of Martin ratio for ADVGX, currently valued at 4.83, compared to the broader market0.0020.0040.0060.0080.004.8312.84
ADVGX
^GSPC

The current North Square Advisory Research Small Cap Value Fund Sharpe ratio is 1.09. 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.09
2.06
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

North Square Advisory Research Small Cap Value Fund provided a 0.11% 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

0.11%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
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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-20.34%
-1.54%
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 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 20.34%.


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 current North Square Advisory Research Small Cap Value Fund volatility is 5.93%, 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%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.93%
5.07%
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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