LCILX vs. ORDNX
Compare and contrast key facts about ClearBridge Sustainability Leaders Fund (LCILX) and North Square Preferred and Income Securities Fund (ORDNX).
LCILX is managed by Legg Mason. It was launched on Mar 31, 2015. ORDNX is managed by North Square. It was launched on Jun 28, 2013.
Performance
LCILX vs. ORDNX - Performance Comparison
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LCILX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCILX ClearBridge Sustainability Leaders Fund | -3.25% | 10.49% | 14.36% | 16.68% | -20.85% | 24.76% | 35.82% | 37.85% | -2.40% | 21.54% |
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, LCILX achieves a -3.25% return, which is significantly lower than ORDNX's -0.77% return. Over the past 10 years, LCILX has outperformed ORDNX with an annualized return of 12.77%, while ORDNX has yielded a comparatively lower 11.45% annualized return.
LCILX
- 1D
- 2.91%
- 1M
- -5.22%
- YTD
- -3.25%
- 6M
- -2.57%
- 1Y
- 13.86%
- 3Y*
- 10.72%
- 5Y*
- 5.80%
- 10Y*
- 12.77%
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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LCILX vs. ORDNX - Expense Ratio Comparison
LCILX has a 0.75% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Return for Risk
LCILX vs. ORDNX — Risk / Return Rank
LCILX
ORDNX
LCILX vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Sustainability Leaders Fund (LCILX) 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.
| LCILX | ORDNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.92 | -1.11 |
Sortino ratioReturn per unit of downside risk | 1.29 | 2.42 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.43 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.87 | -0.56 |
Martin ratioReturn relative to average drawdown | 5.96 | 7.04 | -1.08 |
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
| LCILX | ORDNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.92 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 1.08 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.81 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.73 | -0.03 |
Correlation
The correlation between LCILX and ORDNX is 0.69, 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
LCILX vs. ORDNX - Dividend Comparison
LCILX's dividend yield for the trailing twelve months is around 5.03%, less than ORDNX's 6.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCILX ClearBridge Sustainability Leaders Fund | 5.03% | 4.87% | 6.02% | 0.75% | 0.42% | 1.42% | 4.18% | 0.61% | 0.56% | 0.73% | 0.80% | 0.00% |
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
LCILX vs. ORDNX - Drawdown Comparison
The maximum LCILX drawdown since its inception was -31.70%, smaller than the maximum ORDNX drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for LCILX and ORDNX.
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Drawdown Indicators
| LCILX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.70% | -34.40% | +2.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -2.66% | -8.54% |
Max Drawdown (5Y)Largest decline over 5 years | -27.19% | -18.77% | -8.42% |
Max Drawdown (10Y)Largest decline over 10 years | -31.70% | -34.40% | +2.70% |
Current DrawdownCurrent decline from peak | -6.09% | -2.15% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -3.86% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 0.71% | +1.76% |
Volatility
LCILX vs. ORDNX - Volatility Comparison
ClearBridge Sustainability Leaders Fund (LCILX) has a higher volatility of 5.35% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.18%. This indicates that LCILX'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
| LCILX | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 1.18% | +4.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 1.74% | +7.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 2.66% | +14.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 7.08% | +10.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 14.24% | +3.89% |