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North Square Tactical Growth Fund (ETFOX) Sharpe Ratio: 2.28

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

To achieve its investment objective, the fund invests primarily in actively managed or index-based ETFs, mutual funds and other investment companies, groups of securities related by index or sector made available through certain brokers at a discount brokerage rate and options or futures positions with respect to any of the foregoing intended to match or approximate their performance that the Sub-Adviser believes have the potential for capital appreciation.

ETFOX's Sharpe Ratio of 2.28 indicates that for each unit of volatility, it generates 2.28 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

ETFOX Sharpe Ratio Rank

ETFOX Sharpe Ratio Rank: 59.559
Average

ETFOX ranks above 59.5% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

ETFOX Sharpe Ratio Market Positioning

The chart shows ETFOX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares North Square Tactical Growth Fund's Sharpe Ratio with other mutual funds in the Tactical Allocation category across multiple time periods, showing how ETFOX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ASTIXAstor Dynamic Allocation Fund3.66
RQEIXRESQ Dynamic Allocation Fund3.46
ABRYXInvesco Balanced-Risk Allocation Fund3.46
ABRZXInvesco Balanced-Risk Allocation Fund Class A3.41
PAAIXPIMCO All Asset Fund3.35
PASAXPIMCO All Asset Fund Class A3.31
TEBRXTeberg Fund3.26
QEVOXQuantified Evolution Plus Fund3.25
SIOAXSEI Institutional Managed Trust Multi-Asset Income Fund3.23
CRDBXPotomac Defensive Bull Fund3.19
ETFOXNorth Square Tactical Growth Fund2.28

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ETFOX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ETFOX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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