DMB vs. ORDNX
Compare and contrast key facts about Dimensional Multi-Blend Fund (DMB) and North Square Preferred and Income Securities Fund (ORDNX).
DMB is managed by Dimensional Fund Advisors. It was launched on Jan 1, 2013. ORDNX is managed by North Square. It was launched on Jun 28, 2013.
Performance
DMB vs. ORDNX - Performance Comparison
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DMB vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMB Dimensional Multi-Blend Fund | -2.99% | 10.69% | 3.87% | 2.42% | -23.23% | 7.04% | 0.75% | 28.84% | -3.89% | 11.52% |
ORDNX North Square Preferred and Income Securities Fund | -1.20% | 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, DMB achieves a -2.99% return, which is significantly lower than ORDNX's -1.20% return. Over the past 10 years, DMB has underperformed ORDNX with an annualized return of 2.41%, while ORDNX has yielded a comparatively higher 11.40% annualized return.
DMB
- 1D
- 2.13%
- 1M
- -4.76%
- YTD
- -2.99%
- 6M
- 0.78%
- 1Y
- 4.25%
- 3Y*
- 0.82%
- 5Y*
- -1.75%
- 10Y*
- 2.41%
ORDNX
- 1D
- 0.09%
- 1M
- -2.25%
- YTD
- -1.20%
- 6M
- -0.56%
- 1Y
- 4.62%
- 3Y*
- 11.94%
- 5Y*
- 7.73%
- 10Y*
- 11.40%
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DMB vs. ORDNX - Expense Ratio Comparison
DMB has a 0.03% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Return for Risk
DMB vs. ORDNX — Risk / Return Rank
DMB
ORDNX
DMB vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Multi-Blend Fund (DMB) 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.
| DMB | ORDNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 1.73 | -1.31 |
Sortino ratioReturn per unit of downside risk | 0.62 | 2.17 | -1.55 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.38 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.50 | 1.74 | -1.23 |
Martin ratioReturn relative to average drawdown | 1.31 | 6.65 | -5.34 |
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
| DMB | ORDNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 1.73 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 1.10 | -1.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.80 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.73 | -0.58 |
Correlation
The correlation between DMB and ORDNX is 0.13, 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
DMB vs. ORDNX - Dividend Comparison
DMB's dividend yield for the trailing twelve months is around 4.44%, less than ORDNX's 6.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMB Dimensional Multi-Blend Fund | 4.44% | 3.93% | 3.48% | 4.46% | 5.80% | 4.42% | 4.54% | 4.36% | 5.36% | 4.89% | 5.97% | 6.06% |
ORDNX North Square Preferred and Income Securities Fund | 6.77% | 6.99% | 5.50% | 5.72% | 15.30% | 8.48% | 2.77% | 1.85% | 3.13% | 1.22% | 2.65% | 2.98% |
Drawdowns
DMB vs. ORDNX - Drawdown Comparison
The maximum DMB drawdown since its inception was -40.15%, which is greater than ORDNX's maximum drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for DMB and ORDNX.
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Drawdown Indicators
| DMB | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.15% | -34.40% | -5.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -2.66% | -6.98% |
Max Drawdown (5Y)Largest decline over 5 years | -40.15% | -18.77% | -21.38% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -34.40% | -5.75% |
Current DrawdownCurrent decline from peak | -22.98% | -2.57% | -20.41% |
Average DrawdownAverage peak-to-trough decline | -14.21% | -3.86% | -10.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 0.69% | +3.01% |
Volatility
DMB vs. ORDNX - Volatility Comparison
Dimensional Multi-Blend Fund (DMB) has a higher volatility of 3.71% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.07%. This indicates that DMB'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
| DMB | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 1.07% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 6.39% | 1.69% | +4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.06% | 2.63% | +7.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 7.08% | +7.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 14.24% | +0.92% |