CRQSX vs. ORDNX
Compare and contrast key facts about Catholic Responsible Investments Equity Index Fund (CRQSX) and North Square Preferred and Income Securities Fund (ORDNX).
CRQSX is managed by Catholic Responsible Investments Funds. It was launched on Dec 2, 2021. ORDNX is managed by North Square. It was launched on Jun 28, 2013.
Performance
CRQSX vs. ORDNX - Performance Comparison
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CRQSX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CRQSX Catholic Responsible Investments Equity Index Fund | -4.47% | 16.83% | 24.70% | 27.55% | -11.69% |
ORDNX North Square Preferred and Income Securities Fund | -0.77% | 7.30% | 14.81% | 15.24% | -11.02% |
Returns By Period
In the year-to-date period, CRQSX achieves a -4.47% return, which is significantly lower than ORDNX's -0.77% return.
CRQSX
- 1D
- 2.93%
- 1M
- -5.20%
- YTD
- -4.47%
- 6M
- -2.63%
- 1Y
- 16.41%
- 3Y*
- 17.87%
- 5Y*
- —
- 10Y*
- —
ORDNX
- 1D
- 0.43%
- 1M
- -1.55%
- YTD
- -0.77%
- 6M
- -0.18%
- 1Y
- 5.08%
- 3Y*
- 12.10%
- 5Y*
- 7.57%
- 10Y*
- 11.45%
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CRQSX vs. ORDNX - Expense Ratio Comparison
CRQSX has a 0.09% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Return for Risk
CRQSX vs. ORDNX — Risk / Return Rank
CRQSX
ORDNX
CRQSX vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Equity Index Fund (CRQSX) 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.
| CRQSX | ORDNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.92 | -0.99 |
Sortino ratioReturn per unit of downside risk | 1.44 | 2.42 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.43 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.87 | -0.42 |
Martin ratioReturn relative to average drawdown | 7.02 | 7.04 | -0.03 |
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
| CRQSX | ORDNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.92 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.08 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.73 | -0.10 |
Correlation
The correlation between CRQSX and ORDNX is 0.34, 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
CRQSX vs. ORDNX - Dividend Comparison
CRQSX's dividend yield for the trailing twelve months is around 3.58%, less than ORDNX's 6.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRQSX Catholic Responsible Investments Equity Index Fund | 3.58% | 3.66% | 2.09% | 1.34% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ORDNX North Square Preferred and Income Securities Fund | 6.74% | 6.99% | 5.50% | 5.72% | 15.30% | 8.48% | 2.77% | 1.85% | 3.13% | 1.22% | 2.65% | 2.98% |
Drawdowns
CRQSX vs. ORDNX - Drawdown Comparison
The maximum CRQSX drawdown since its inception was -22.96%, smaller than the maximum ORDNX drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for CRQSX and ORDNX.
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Drawdown Indicators
| CRQSX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.96% | -34.40% | +11.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.25% | -2.66% | -9.59% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.40% | — |
Current DrawdownCurrent decline from peak | -6.30% | -2.15% | -4.15% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -3.86% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 0.71% | +1.82% |
Volatility
CRQSX vs. ORDNX - Volatility Comparison
Catholic Responsible Investments Equity Index Fund (CRQSX) has a higher volatility of 5.39% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.18%. This indicates that CRQSX'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
| CRQSX | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 1.18% | +4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 1.74% | +7.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.51% | 2.66% | +15.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.06% | 7.08% | +10.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 14.24% | +3.82% |