ETFOX vs. ABRYX
Compare and contrast key facts about North Square Tactical Growth Fund (ETFOX) and Invesco Balanced-Risk Allocation Fund (ABRYX).
ETFOX is managed by Stadion Funds. It was launched on Apr 29, 2004. ABRYX is managed by Invesco. It was launched on Jun 1, 2009.
Performance
ETFOX vs. ABRYX - Performance Comparison
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ETFOX vs. ABRYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETFOX North Square Tactical Growth Fund | -5.25% | 14.69% | 15.45% | 16.55% | -14.19% | 12.43% | 15.74% | 15.00% | -4.12% | 12.23% |
ABRYX Invesco Balanced-Risk Allocation Fund | 11.77% | 8.50% | 3.34% | 6.34% | -14.82% | 9.65% | 9.50% | 9.76% | -6.73% | 9.97% |
Returns By Period
In the year-to-date period, ETFOX achieves a -5.25% return, which is significantly lower than ABRYX's 11.77% return. Over the past 10 years, ETFOX has outperformed ABRYX with an annualized return of 8.33%, while ABRYX has yielded a comparatively lower 4.93% annualized return.
ETFOX
- 1D
- -0.23%
- 1M
- -6.65%
- YTD
- -5.25%
- 6M
- -4.23%
- 1Y
- 11.45%
- 3Y*
- 11.68%
- 5Y*
- 6.49%
- 10Y*
- 8.33%
ABRYX
- 1D
- 0.97%
- 1M
- -0.95%
- YTD
- 11.77%
- 6M
- 13.89%
- 1Y
- 19.48%
- 3Y*
- 9.06%
- 5Y*
- 4.26%
- 10Y*
- 4.93%
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ETFOX vs. ABRYX - Expense Ratio Comparison
ETFOX has a 1.30% expense ratio, which is higher than ABRYX's 1.06% expense ratio.
Return for Risk
ETFOX vs. ABRYX — Risk / Return Rank
ETFOX
ABRYX
ETFOX vs. ABRYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Tactical Growth Fund (ETFOX) and Invesco Balanced-Risk Allocation Fund (ABRYX). 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.
| ETFOX | ABRYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 2.05 | -1.21 |
Sortino ratioReturn per unit of downside risk | 1.28 | 2.65 | -1.37 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.40 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 2.70 | -1.59 |
Martin ratioReturn relative to average drawdown | 4.78 | 10.71 | -5.94 |
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
| ETFOX | ABRYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 2.05 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.35 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.46 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.61 | -0.13 |
Correlation
The correlation between ETFOX and ABRYX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ETFOX vs. ABRYX - Dividend Comparison
ETFOX's dividend yield for the trailing twelve months is around 1.37%, less than ABRYX's 3.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETFOX North Square Tactical Growth Fund | 1.37% | 1.29% | 2.36% | 0.98% | 7.75% | 4.75% | 0.02% | 4.81% | 2.65% | 0.00% | 0.20% | 0.64% |
ABRYX Invesco Balanced-Risk Allocation Fund | 3.17% | 3.55% | 13.21% | 2.43% | 0.00% | 25.72% | 1.40% | 6.66% | 0.00% | 6.34% | 4.36% | 7.17% |
Drawdowns
ETFOX vs. ABRYX - Drawdown Comparison
The maximum ETFOX drawdown since its inception was -41.32%, which is greater than ABRYX's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for ETFOX and ABRYX.
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Drawdown Indicators
| ETFOX | ABRYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -26.63% | -14.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.13% | -6.93% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -17.86% | -19.17% | +1.31% |
Max Drawdown (10Y)Largest decline over 10 years | -18.47% | -26.63% | +8.16% |
Current DrawdownCurrent decline from peak | -8.15% | -2.39% | -5.76% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -4.68% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.75% | +0.38% |
Volatility
ETFOX vs. ABRYX - Volatility Comparison
North Square Tactical Growth Fund (ETFOX) and Invesco Balanced-Risk Allocation Fund (ABRYX) have volatilities of 3.81% and 4.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETFOX | ABRYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 4.01% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 7.55% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 9.37% | +4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.42% | 12.13% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.36% | 10.88% | +1.48% |