ETFOX vs. ETFRX
Compare and contrast key facts about North Square Tactical Growth Fund (ETFOX) and North Square Tactical Defensive Fund (ETFRX).
ETFOX is managed by Stadion Funds. It was launched on Apr 29, 2004. ETFRX is managed by Stadion Funds. It was launched on Sep 14, 2006.
Performance
ETFOX vs. ETFRX - Performance Comparison
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ETFOX vs. ETFRX - 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% |
ETFRX North Square Tactical Defensive Fund | -3.09% | 8.44% | 7.31% | 5.65% | -8.28% | 13.49% | 3.99% | 12.46% | -2.99% | 15.26% |
Returns By Period
In the year-to-date period, ETFOX achieves a -5.25% return, which is significantly lower than ETFRX's -3.09% return. Over the past 10 years, ETFOX has outperformed ETFRX with an annualized return of 8.33%, while ETFRX has yielded a comparatively lower 5.67% 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%
ETFRX
- 1D
- -0.16%
- 1M
- -5.23%
- YTD
- -3.09%
- 6M
- -2.67%
- 1Y
- 6.72%
- 3Y*
- 6.65%
- 5Y*
- 3.80%
- 10Y*
- 5.67%
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ETFOX vs. ETFRX - Expense Ratio Comparison
ETFOX has a 1.30% expense ratio, which is lower than ETFRX's 1.86% expense ratio.
Return for Risk
ETFOX vs. ETFRX — Risk / Return Rank
ETFOX
ETFRX
ETFOX vs. ETFRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Tactical Growth Fund (ETFOX) and North Square Tactical Defensive Fund (ETFRX). 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 | ETFRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.65 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.28 | 0.92 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 0.95 | +0.17 |
Martin ratioReturn relative to average drawdown | 4.78 | 2.21 | +2.56 |
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 | ETFRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.65 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.41 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.55 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.36 | +0.12 |
Correlation
The correlation between ETFOX and ETFRX is 0.88, 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
ETFOX vs. ETFRX - Dividend Comparison
ETFOX's dividend yield for the trailing twelve months is around 1.37%, more than ETFRX's 0.50% 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% |
ETFRX North Square Tactical Defensive Fund | 0.50% | 0.48% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.38% | 0.00% | 2.25% | 0.00% | 3.02% |
Drawdowns
ETFOX vs. ETFRX - Drawdown Comparison
The maximum ETFOX drawdown since its inception was -41.32%, which is greater than ETFRX's maximum drawdown of -37.11%. Use the drawdown chart below to compare losses from any high point for ETFOX and ETFRX.
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Drawdown Indicators
| ETFOX | ETFRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -37.11% | -4.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.13% | -6.12% | -3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -17.86% | -12.17% | -5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -18.47% | -21.30% | +2.83% |
Current DrawdownCurrent decline from peak | -8.15% | -6.02% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -6.72% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.63% | -0.50% |
Volatility
ETFOX vs. ETFRX - Volatility Comparison
North Square Tactical Growth Fund (ETFOX) has a higher volatility of 3.81% compared to North Square Tactical Defensive Fund (ETFRX) at 3.11%. This indicates that ETFOX's price experiences larger fluctuations and is considered to be riskier than ETFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETFOX | ETFRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 3.11% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 7.88% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 10.43% | +3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.42% | 9.37% | +3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.36% | 10.40% | +1.96% |