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ADVNX vs. PDIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ADVNX vs. PDIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in North Square Strategic Income Fund (ADVNX) and PIMCO Diversified Income Fund (PDIIX). The values are adjusted to include any dividend payments, if applicable.

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ADVNX vs. PDIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADVNX
ADVNX Risk / Return Rank: 9393
Overall Rank
ADVNX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ADVNX Sortino Ratio Rank: 9393
Sortino Ratio Rank
ADVNX Omega Ratio Rank: 8989
Omega Ratio Rank
ADVNX Calmar Ratio Rank: 9696
Calmar Ratio Rank
ADVNX Martin Ratio Rank: 9494
Martin Ratio Rank

PDIIX
PDIIX Risk / Return Rank: 8484
Overall Rank
PDIIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PDIIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PDIIX Omega Ratio Rank: 8484
Omega Ratio Rank
PDIIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PDIIX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


ADVNXPDIIXDifference

Sharpe ratio

Return per unit of total volatility

1.98

1.72

+0.26

Sortino ratio

Return per unit of downside risk

2.87

2.44

+0.43

Omega ratio

Gain probability vs. loss probability

1.39

1.34

+0.05

Calmar ratio

Return relative to maximum drawdown

3.43

1.90

+1.52

Martin ratio

Return relative to average drawdown

12.26

7.98

+4.28

ADVNX vs. PDIIX - Sharpe Ratio Comparison

The current ADVNX Sharpe Ratio is 1.98, which is comparable to the PDIIX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of ADVNX and PDIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ADVNXPDIIXDifference

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.


TTM20252024202320222021202020192018201720162015
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


ADVNXPDIIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.31%

-3.35%

+1.04%

Average Drawdown

Average peak-to-trough decline

-1.92%

-2.83%

+0.91%

Ulcer Index

Depth 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


ADVNXPDIIXDifference

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%