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APIUX vs. ADVNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APIUX vs. ADVNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yorktown Multi-Sector Bond Fund (APIUX) and North Square Strategic Income Fund (ADVNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, APIUX achieves a 1.00% return, which is significantly lower than ADVNX's 1.55% return. Over the past 10 years, APIUX has underperformed ADVNX with an annualized return of 3.31%, while ADVNX has yielded a comparatively higher 4.86% annualized return.


APIUX

1D
0.12%
1M
0.66%
YTD
1.00%
6M
1.15%
1Y
5.05%
3Y*
6.02%
5Y*
1.33%
10Y*
3.31%

ADVNX

1D
0.00%
1M
0.34%
YTD
1.55%
6M
1.38%
1Y
6.78%
3Y*
9.15%
5Y*
4.15%
10Y*
4.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APIUX vs. ADVNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APIUX
Yorktown Multi-Sector Bond Fund
1.00%6.49%5.34%7.10%-12.71%3.77%-1.98%15.34%-6.75%10.04%
ADVNX
North Square Strategic Income Fund
1.55%11.20%9.71%5.07%-8.43%5.32%11.67%11.04%-1.98%6.07%

Correlation

The correlation between APIUX and ADVNX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.56

The correlation between APIUX and ADVNX shifts across timeframes, from 0.56 (all time) to 0.74 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

APIUX vs. ADVNX — Risk / Return Rank

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

APIUX
APIUX Risk / Return Rank: 5454
Overall Rank
APIUX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
APIUX Sortino Ratio Rank: 5555
Sortino Ratio Rank
APIUX Omega Ratio Rank: 5959
Omega Ratio Rank
APIUX Calmar Ratio Rank: 5151
Calmar Ratio Rank
APIUX Martin Ratio Rank: 5353
Martin Ratio Rank

ADVNX
ADVNX Risk / Return Rank: 4848
Overall Rank
ADVNX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ADVNX Sortino Ratio Rank: 5353
Sortino Ratio Rank
ADVNX Omega Ratio Rank: 5050
Omega Ratio Rank
ADVNX Calmar Ratio Rank: 5454
Calmar Ratio Rank
ADVNX Martin Ratio Rank: 3636
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.

APIUX vs. ADVNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yorktown Multi-Sector Bond Fund (APIUX) and North Square Strategic Income Fund (ADVNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


APIUXADVNXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.39

1.36

+0.03

Calmar ratioReturn relative to maximum drawdown

2.60

2.69

-0.09

Martin ratioReturn relative to average drawdown

10.16

7.49

+2.67

APIUX vs. ADVNX - Sharpe Ratio Comparison

The current APIUX Sharpe Ratio is 1.93, which is comparable to the ADVNX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of APIUX and ADVNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

APIUX vs. ADVNX - Drawdown Comparison

The maximum APIUX drawdown since its inception was -34.31%, which is greater than ADVNX's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for APIUX and ADVNX.


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Drawdown Indicators


APIUXADVNXDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-11.86%

-22.45%

Max Drawdown (1Y)

Largest decline over 1 year

-1.95%

-2.57%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-3.06%

-5.22%

+2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-16.44%

-11.86%

-4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-22.80%

-11.86%

-10.94%

Current Drawdown

Current decline from peak

-0.12%

-1.20%

+1.08%

Average Drawdown

Average peak-to-trough decline

-4.40%

-1.91%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.92%

-0.42%

Volatility

APIUX vs. ADVNX - Volatility Comparison

Yorktown Multi-Sector Bond Fund (APIUX) has a higher volatility of 0.88% compared to North Square Strategic Income Fund (ADVNX) at 0.78%. This indicates that APIUX's price experiences larger fluctuations and is considered to be riskier than ADVNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APIUXADVNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

0.78%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

2.55%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

2.62%

3.68%

-1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.71%

4.24%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

3.76%

+1.07%

APIUX vs. ADVNX - Expense Ratio Comparison

APIUX has a 1.17% expense ratio, which is higher than ADVNX's 0.90% expense ratio.


Dividends

APIUX vs. ADVNX - Dividend Comparison

APIUX's dividend yield for the trailing twelve months is around 4.13%, less than ADVNX's 4.84% yield.


PositionTTM20252024202320222021202020192018201720162015
ADVNX
North Square Strategic Income Fund
4.84%4.73%4.02%4.38%2.80%5.23%6.80%3.33%3.92%4.09%4.19%6.30%
APIUX
Yorktown Multi-Sector Bond Fund
4.13%4.16%4.14%4.11%4.35%3.42%4.02%4.46%4.60%5.86%6.90%8.50%

Frequently Asked Questions


APIUX and ADVNX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APIUX has higher volatility (0.88%) compared to ADVNX (0.78%). In terms of maximum drawdown, APIUX dropped -34.31% vs ADVNX's -11.86%.

APIUX currently has the higher Sharpe Ratio (1.93 vs 1.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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