CZOVX vs. ORDNX
Compare and contrast key facts about Zacks All-Cap Core Fund (CZOVX) and North Square Preferred and Income Securities Fund (ORDNX).
CZOVX is managed by Zacks. It was launched on Dec 5, 2005. ORDNX is managed by North Square. It was launched on Jun 28, 2013.
Performance
CZOVX vs. ORDNX - Performance Comparison
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CZOVX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CZOVX Zacks All-Cap Core Fund | -2.89% | 15.61% | 24.75% | 23.62% | -18.23% | 29.23% | 15.24% | 29.34% | -5.32% | 22.01% |
ORDNX North Square Preferred and Income Securities Fund | -0.77% | 7.30% | 14.81% | 15.24% | -14.22% | 27.51% | 12.29% | 31.10% | -0.98% | 20.57% |
Returns By Period
In the year-to-date period, CZOVX achieves a -2.89% return, which is significantly lower than ORDNX's -0.77% return. Over the past 10 years, CZOVX has outperformed ORDNX with an annualized return of 12.83%, while ORDNX has yielded a comparatively lower 11.45% annualized return.
CZOVX
- 1D
- 2.88%
- 1M
- -5.01%
- YTD
- -2.89%
- 6M
- -1.28%
- 1Y
- 16.43%
- 3Y*
- 17.73%
- 5Y*
- 10.75%
- 10Y*
- 12.83%
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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CZOVX vs. ORDNX - Expense Ratio Comparison
CZOVX has a 1.00% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Return for Risk
CZOVX vs. ORDNX — Risk / Return Rank
CZOVX
ORDNX
CZOVX vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks All-Cap Core Fund (CZOVX) 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.
| CZOVX | ORDNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.92 | -0.95 |
Sortino ratioReturn per unit of downside risk | 1.48 | 2.42 | -0.94 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.43 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.87 | -0.31 |
Martin ratioReturn relative to average drawdown | 7.19 | 7.04 | +0.14 |
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
| CZOVX | ORDNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.92 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.08 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.81 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.73 | +0.03 |
Correlation
The correlation between CZOVX and ORDNX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CZOVX vs. ORDNX - Dividend Comparison
CZOVX's dividend yield for the trailing twelve months is around 2.38%, less than ORDNX's 6.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CZOVX Zacks All-Cap Core Fund | 2.38% | 2.31% | 13.81% | 27.08% | 12.67% | 5.83% | 5.45% | 9.19% | 11.09% | 8.16% | 7.84% | 5.91% |
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
CZOVX vs. ORDNX - Drawdown Comparison
The maximum CZOVX drawdown since its inception was -32.97%, roughly equal to the maximum ORDNX drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for CZOVX and ORDNX.
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Drawdown Indicators
| CZOVX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -34.40% | +1.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -2.66% | -8.41% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -18.77% | -4.91% |
Max Drawdown (10Y)Largest decline over 10 years | -32.97% | -34.40% | +1.43% |
Current DrawdownCurrent decline from peak | -5.86% | -2.15% | -3.71% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -3.86% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 0.71% | +1.70% |
Volatility
CZOVX vs. ORDNX - Volatility Comparison
Zacks All-Cap Core Fund (CZOVX) has a higher volatility of 5.39% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.18%. This indicates that CZOVX'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
| CZOVX | 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 | 9.51% | 1.74% | +7.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.35% | 2.66% | +14.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 7.08% | +9.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.60% | 14.24% | +3.36% |