ADVGX vs. NMKBX
Compare and contrast key facts about North Square Advisory Research Small Cap Value Fund (ADVGX) and North Square McKee Bond Fund (NMKBX).
ADVGX is managed by North Square. It was launched on Nov 16, 2009. NMKBX is managed by North Square. It was launched on Dec 27, 2020.
Performance
ADVGX vs. NMKBX - Performance Comparison
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ADVGX vs. NMKBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ADVGX North Square Advisory Research Small Cap Value Fund | -3.78% | 7.13% | 15.52% | 20.90% | -12.98% | 29.94% | 0.83% |
NMKBX North Square McKee Bond Fund | -0.06% | 7.26% | 1.78% | 5.96% | -9.46% | -1.24% | 0.10% |
Returns By Period
In the year-to-date period, ADVGX achieves a -3.78% return, which is significantly lower than NMKBX's -0.06% return.
ADVGX
- 1D
- -0.16%
- 1M
- -6.81%
- YTD
- -3.78%
- 6M
- -6.99%
- 1Y
- 12.59%
- 3Y*
- 12.21%
- 5Y*
- 7.99%
- 10Y*
- 10.25%
NMKBX
- 1D
- 0.57%
- 1M
- -1.88%
- YTD
- -0.06%
- 6M
- 0.91%
- 1Y
- 4.30%
- 3Y*
- 4.08%
- 5Y*
- 0.99%
- 10Y*
- —
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ADVGX vs. NMKBX - Expense Ratio Comparison
ADVGX has a 0.95% expense ratio, which is higher than NMKBX's 0.28% expense ratio.
Return for Risk
ADVGX vs. NMKBX — Risk / Return Rank
ADVGX
NMKBX
ADVGX vs. NMKBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Advisory Research Small Cap Value Fund (ADVGX) and North Square McKee Bond Fund (NMKBX). 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.
| ADVGX | NMKBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.07 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.93 | 1.53 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.19 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.99 | -1.33 |
Martin ratioReturn relative to average drawdown | 1.69 | 5.59 | -3.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADVGX | NMKBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.07 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.19 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.12 | +0.41 |
Correlation
The correlation between ADVGX and NMKBX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ADVGX vs. NMKBX - Dividend Comparison
ADVGX's dividend yield for the trailing twelve months is around 5.91%, more than NMKBX's 4.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADVGX North Square Advisory Research Small Cap Value Fund | 5.91% | 5.68% | 1.16% | 0.85% | 6.87% | 7.52% | 11.47% | 11.43% | 41.46% | 9.66% | 7.34% | 19.79% |
NMKBX North Square McKee Bond Fund | 4.24% | 4.25% | 4.19% | 3.54% | 2.12% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ADVGX vs. NMKBX - Drawdown Comparison
The maximum ADVGX drawdown since its inception was -41.34%, which is greater than NMKBX's maximum drawdown of -14.25%. Use the drawdown chart below to compare losses from any high point for ADVGX and NMKBX.
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Drawdown Indicators
| ADVGX | NMKBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.34% | -14.25% | -27.09% |
Max Drawdown (1Y)Largest decline over 1 year | -14.92% | -2.58% | -12.34% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -14.25% | -13.44% |
Max Drawdown (10Y)Largest decline over 10 years | -41.34% | — | — |
Current DrawdownCurrent decline from peak | -11.54% | -1.88% | -9.66% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -4.63% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.85% | 0.92% | +4.93% |
Volatility
ADVGX vs. NMKBX - Volatility Comparison
North Square Advisory Research Small Cap Value Fund (ADVGX) has a higher volatility of 6.14% compared to North Square McKee Bond Fund (NMKBX) at 1.61%. This indicates that ADVGX's price experiences larger fluctuations and is considered to be riskier than NMKBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADVGX | NMKBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 1.61% | +4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.43% | 2.53% | +10.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.46% | 4.27% | +19.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.21% | 5.39% | +15.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 5.28% | +15.64% |