BITSX vs. ORDNX
BITSX (iShares Total U.S. Stock Market Index Fund) and ORDNX (North Square Preferred and Income Securities Fund) are both Large Cap Blend Equities funds. Over the past 10 years, BITSX returned 15.00%/yr vs 11.70%/yr for ORDNX. A 0.70 correlation means they provide meaningful diversification when combined. BITSX charges 0.08%/yr vs 1.27%/yr for ORDNX.
Performance
BITSX vs. ORDNX - Performance Comparison
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Returns By Period
In the year-to-date period, BITSX achieves a 10.88% return, which is significantly higher than ORDNX's 1.33% return. Over the past 10 years, BITSX has outperformed ORDNX with an annualized return of 15.00%, while ORDNX has yielded a comparatively lower 11.70% annualized return.
BITSX
- 1D
- -0.75%
- 1M
- 4.00%
- YTD
- 10.88%
- 6M
- 10.60%
- 1Y
- 27.66%
- 3Y*
- 21.94%
- 5Y*
- 12.72%
- 10Y*
- 15.00%
ORDNX
- 1D
- -0.09%
- 1M
- 0.48%
- YTD
- 1.33%
- 6M
- 1.59%
- 1Y
- 6.25%
- 3Y*
- 11.67%
- 5Y*
- 6.76%
- 10Y*
- 11.70%
BITSX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 10.88% | 17.10% | 23.79% | 25.97% | -19.10% | 25.50% | 20.76% | 31.06% | -5.42% | 20.99% |
ORDNX North Square Preferred and Income Securities Fund | 1.33% | 7.30% | 14.81% | 15.24% | -14.22% | 27.51% | 12.29% | 31.10% | -0.98% | 20.57% |
Correlation
The correlation between BITSX and ORDNX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.70 |
Over the past year, the correlation between BITSX and ORDNX has dropped to 0.48 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
BITSX vs. ORDNX — Risk / Return Rank
BITSX
ORDNX
BITSX vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund (BITSX) and North Square Preferred and Income Securities Fund (ORDNX). 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.
| BITSX | ORDNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.62 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.42 | +0.71 |
| Martin ratioReturn relative to average drawdown | 14.38 | 10.00 | +4.39 |
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
| BITSX | ORDNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.84 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 1.01 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.83 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.74 | +0.08 |
Drawdowns
BITSX vs. ORDNX - Drawdown Comparison
The maximum BITSX drawdown since its inception was -34.97%, roughly equal to the maximum ORDNX drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for BITSX and ORDNX.
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Drawdown Indicators
| BITSX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -34.40% | -0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -2.66% | -6.21% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -5.70% | -13.59% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -18.77% | -6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -34.40% | -0.57% |
Current DrawdownCurrent decline from peak | -0.75% | -0.14% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -3.81% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 0.64% | +1.29% |
Volatility
BITSX vs. ORDNX - Volatility Comparison
iShares Total U.S. Stock Market Index Fund (BITSX) has a higher volatility of 3.05% compared to North Square Preferred and Income Securities Fund (ORDNX) at 0.78%. This indicates that BITSX's price experiences larger fluctuations and is considered to be riskier than ORDNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BITSX | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 0.78% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.16% | 1.97% | +7.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 2.26% | +9.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 6.70% | +10.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 14.17% | +4.25% |
BITSX vs. ORDNX - Expense Ratio Comparison
BITSX has a 0.08% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Dividends
BITSX vs. ORDNX - Dividend Comparison
BITSX's dividend yield for the trailing twelve months is around 1.02%, less than ORDNX's 6.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 1.02% | 1.10% | 1.24% | 1.42% | 1.59% | 1.53% | 1.47% | 2.11% | 2.44% | 2.14% | 1.51% | 0.00% |
ORDNX North Square Preferred and Income Securities Fund | 6.62% | 6.99% | 5.50% | 5.72% | 15.30% | 8.48% | 2.77% | 1.85% | 3.13% | 1.22% | 2.65% | 2.98% |
Frequently Asked Questions
BITSX and ORDNX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BITSX has higher volatility (3.05%) compared to ORDNX (0.78%). In terms of maximum drawdown, BITSX dropped -34.97% vs ORDNX's -34.40%.
ORDNX currently has the higher Sharpe Ratio (2.84 vs 2.28), 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.
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