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JAMEX vs. ORDNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAMEX vs. ORDNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jamestown Equity Fund (JAMEX) and North Square Preferred and Income Securities Fund (ORDNX). The values are adjusted to include any dividend payments, if applicable.

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JAMEX vs. ORDNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAMEX
Jamestown Equity Fund
-6.40%19.13%23.43%24.31%-16.56%26.75%21.84%34.98%-11.30%19.44%
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, JAMEX achieves a -6.40% return, which is significantly lower than ORDNX's -1.20% return. Over the past 10 years, JAMEX has outperformed ORDNX with an annualized return of 12.86%, while ORDNX has yielded a comparatively lower 11.40% annualized return.


JAMEX

1D
-0.31%
1M
-7.07%
YTD
-6.40%
6M
-3.31%
1Y
16.62%
3Y*
17.40%
5Y*
10.99%
10Y*
12.86%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAMEX vs. ORDNX - Expense Ratio Comparison

JAMEX has a 0.98% expense ratio, which is lower than ORDNX's 1.27% expense ratio.


Return for Risk

JAMEX vs. ORDNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JAMEX
JAMEX Risk / Return Rank: 5959
Overall Rank
JAMEX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
JAMEX Sortino Ratio Rank: 5858
Sortino Ratio Rank
JAMEX Omega Ratio Rank: 5959
Omega Ratio Rank
JAMEX Calmar Ratio Rank: 6060
Calmar Ratio Rank
JAMEX Martin Ratio Rank: 6363
Martin Ratio Rank

ORDNX
ORDNX Risk / Return Rank: 8181
Overall Rank
ORDNX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ORDNX Sortino Ratio Rank: 8484
Sortino Ratio Rank
ORDNX Omega Ratio Rank: 8989
Omega Ratio Rank
ORDNX Calmar Ratio Rank: 7575
Calmar Ratio Rank
ORDNX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JAMEX vs. ORDNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jamestown Equity Fund (JAMEX) 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.


JAMEXORDNXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.73

-0.72

Sortino ratio

Return per unit of downside risk

1.52

2.17

-0.65

Omega ratio

Gain probability vs. loss probability

1.23

1.38

-0.16

Calmar ratio

Return relative to maximum drawdown

1.38

1.74

-0.35

Martin ratio

Return relative to average drawdown

5.98

6.65

-0.67

JAMEX vs. ORDNX - Sharpe Ratio Comparison

The current JAMEX Sharpe Ratio is 1.01, which is lower than the ORDNX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of JAMEX and ORDNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JAMEXORDNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.73

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

1.10

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.80

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.73

-0.24

Correlation

The correlation between JAMEX and ORDNX is 0.75, 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

JAMEX vs. ORDNX - Dividend Comparison

JAMEX's dividend yield for the trailing twelve months is around 8.21%, more than ORDNX's 6.77% yield.


TTM20252024202320222021202020192018201720162015
JAMEX
Jamestown Equity Fund
8.21%7.87%5.06%3.78%14.58%1.70%4.94%10.25%2.83%6.52%4.90%6.67%
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

JAMEX vs. ORDNX - Drawdown Comparison

The maximum JAMEX drawdown since its inception was -49.25%, which is greater than ORDNX's maximum drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for JAMEX and ORDNX.


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Drawdown Indicators


JAMEXORDNXDifference

Max Drawdown

Largest peak-to-trough decline

-49.25%

-34.40%

-14.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-2.66%

-8.23%

Max Drawdown (5Y)

Largest decline over 5 years

-24.30%

-18.77%

-5.53%

Max Drawdown (10Y)

Largest decline over 10 years

-30.65%

-34.40%

+3.75%

Current Drawdown

Current decline from peak

-9.11%

-2.57%

-6.54%

Average Drawdown

Average peak-to-trough decline

-10.77%

-3.86%

-6.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

0.69%

+1.83%

Volatility

JAMEX vs. ORDNX - Volatility Comparison

Jamestown Equity Fund (JAMEX) has a higher volatility of 4.14% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.07%. This indicates that JAMEX'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


JAMEXORDNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

1.07%

+3.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

1.69%

+7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

2.63%

+14.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

7.08%

+9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

14.24%

+3.15%