ADVNX vs. PDIIX
Compare and contrast key facts about North Square Strategic Income Fund (ADVNX) and PIMCO Diversified Income Fund (PDIIX).
ADVNX is managed by North Square. It was launched on Dec 30, 2012. PDIIX is managed by PIMCO. It was launched on Jul 30, 2003.
Performance
ADVNX vs. PDIIX - Performance Comparison
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ADVNX vs. PDIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADVNX North Square Strategic Income Fund | 0.41% | 11.20% | 9.71% | 5.07% | -8.43% | 5.32% | 11.67% | 11.04% | -1.98% | 6.07% |
PDIIX PIMCO Diversified Income Fund | -1.80% | 10.42% | 6.38% | 10.41% | -14.70% | 0.42% | 6.43% | 13.05% | -0.97% | 8.87% |
Returns By Period
In the year-to-date period, ADVNX achieves a 0.41% return, which is significantly higher than PDIIX's -1.80% return. Over the past 10 years, ADVNX has outperformed PDIIX with an annualized return of 4.98%, while PDIIX has yielded a comparatively lower 4.34% annualized return.
ADVNX
- 1D
- 0.27%
- 1M
- -2.31%
- YTD
- 0.41%
- 6M
- 1.94%
- 1Y
- 8.35%
- 3Y*
- 8.93%
- 5Y*
- 4.41%
- 10Y*
- 4.98%
PDIIX
- 1D
- 0.20%
- 1M
- -3.35%
- YTD
- -1.80%
- 6M
- 0.36%
- 1Y
- 6.29%
- 3Y*
- 7.47%
- 5Y*
- 2.28%
- 10Y*
- 4.34%
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ADVNX vs. PDIIX - Expense Ratio Comparison
ADVNX has a 0.90% expense ratio, which is higher than PDIIX's 0.75% expense ratio.
Return for Risk
ADVNX vs. PDIIX — Risk / Return Rank
ADVNX
PDIIX
ADVNX vs. PDIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Strategic Income Fund (ADVNX) and PIMCO Diversified Income Fund (PDIIX). 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.
| ADVNX | PDIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.72 | +0.26 |
Sortino ratioReturn per unit of downside risk | 2.87 | 2.44 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.43 | 1.90 | +1.52 |
Martin ratioReturn relative to average drawdown | 12.26 | 7.98 | +4.28 |
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
| ADVNX | PDIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.72 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.47 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.34 | 0.90 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.27 | 1.20 | +0.07 |
Correlation
The correlation between ADVNX and PDIIX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ADVNX vs. PDIIX - Dividend Comparison
ADVNX's dividend yield for the trailing twelve months is around 4.83%, less than PDIIX's 5.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADVNX North Square Strategic Income Fund | 4.83% | 4.73% | 4.02% | 4.38% | 2.80% | 5.23% | 6.80% | 3.33% | 3.92% | 4.09% | 4.19% | 6.30% |
PDIIX PIMCO Diversified Income Fund | 5.14% | 5.42% | 5.21% | 4.66% | 3.91% | 3.65% | 3.68% | 5.04% | 4.46% | 4.84% | 4.94% | 7.68% |
Drawdowns
ADVNX vs. PDIIX - Drawdown Comparison
The maximum ADVNX drawdown since its inception was -11.86%, smaller than the maximum PDIIX drawdown of -21.96%. Use the drawdown chart below to compare losses from any high point for ADVNX and PDIIX.
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Drawdown Indicators
| ADVNX | PDIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.86% | -21.96% | +10.10% |
Max Drawdown (1Y)Largest decline over 1 year | -2.57% | -3.55% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -11.86% | -20.50% | +8.64% |
Max Drawdown (10Y)Largest decline over 10 years | -11.86% | -20.50% | +8.64% |
Current DrawdownCurrent decline from peak | -2.31% | -3.35% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -1.92% | -2.83% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.72% | 0.85% | -0.13% |
Volatility
ADVNX vs. PDIIX - Volatility Comparison
The current volatility for North Square Strategic Income Fund (ADVNX) is 1.11%, while PIMCO Diversified Income Fund (PDIIX) has a volatility of 1.72%. This indicates that ADVNX experiences smaller price fluctuations and is considered to be less risky than PDIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADVNX | PDIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 1.72% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 2.52% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.23% | 3.97% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.22% | 4.93% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.74% | 4.86% | -1.12% |