LVPIX vs. ADVGX
LVPIX (ProFunds Large Cap Value ProFund) and ADVGX (North Square Advisory Research Small Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, LVPIX returned 9.61%/yr vs 12.39%/yr for ADVGX. Their correlation of 0.89 means they have usually moved in the same direction. LVPIX charges 1.71%/yr vs 0.95%/yr for ADVGX.
Performance
LVPIX vs. ADVGX - Performance Comparison
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Returns By Period
In the year-to-date period, LVPIX achieves a 9.32% return, which is significantly lower than ADVGX's 22.54% return. Over the past 10 years, LVPIX has underperformed ADVGX with an annualized return of 9.61%, while ADVGX has yielded a comparatively higher 12.39% annualized return.
LVPIX
- 1D
- -0.06%
- 1M
- 0.64%
- 6M
- 6.82%
- YTD
- 9.32%
- 1Y
- 19.33%
- 3Y*
- 11.02%
- 5Y*
- 9.09%
- 10Y*
- 9.61%
- ALL TIME*
- 7.77%
ADVGX
- 1D
- -0.98%
- 1M
- -0.37%
- 6M
- 16.21%
- YTD
- 22.54%
- 1Y
- 29.59%
- 3Y*
- 18.38%
- 5Y*
- 11.48%
- 10Y*
- 12.39%
- ALL TIME*
- 11.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LVPIX vs. ADVGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVPIX ProFunds Large Cap Value ProFund | 9.32% | 11.31% | 7.60% | 19.78% | -6.86% | 22.81% | -0.60% | 29.32% | -10.35% | 12.88% |
ADVGX North Square Advisory Research Small Cap Value Fund | 22.54% | 7.13% | 15.52% | 20.90% | -12.98% | 29.94% | -2.61% | 27.64% | -3.27% | 19.60% |
Correlation
The correlation between LVPIX and ADVGX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2009 | 0.89 |
The correlation between LVPIX and ADVGX shifts across timeframes, from 0.71 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LVPIX vs. ADVGX — Risk / Return Rank
LVPIX
ADVGX
LVPIX vs. ADVGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Large Cap Value ProFund (LVPIX) and North Square Advisory Research Small Cap Value Fund (ADVGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LVPIX | ADVGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 1.77 | +0.90 |
| Martin ratioReturn relative to average drawdown | 10.21 | 4.68 | +5.53 |
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Drawdowns
LVPIX vs. ADVGX - Drawdown Comparison
The maximum LVPIX drawdown since its inception was -62.54%, which is greater than ADVGX's maximum drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for LVPIX and ADVGX.
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Drawdown Indicators
| LVPIX | ADVGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.54% | -41.34% | -21.20% |
Max Drawdown (1Y)Largest decline over 1 year | -6.39% | -14.92% | +8.53% |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | -27.69% | +7.89% |
Max Drawdown (5Y)Largest decline over 5 years | -19.80% | -27.69% | +7.89% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -41.34% | +4.13% |
Current DrawdownCurrent decline from peak | -0.95% | -2.41% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -9.65% | -5.53% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 5.64% | -3.96% |
Volatility
LVPIX vs. ADVGX - Volatility Comparison
The current volatility for ProFunds Large Cap Value ProFund (LVPIX) is 2.66%, while North Square Advisory Research Small Cap Value Fund (ADVGX) has a volatility of 4.98%. This indicates that LVPIX experiences smaller price fluctuations and is considered to be less risky than ADVGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LVPIX | ADVGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 4.98% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.16% | 14.20% | -7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.96% | 19.39% | -9.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.43% | 21.57% | -7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 21.09% | -4.65% |
LVPIX vs. ADVGX - Expense Ratio Comparison
LVPIX has a 1.71% expense ratio, which is higher than ADVGX's 0.95% expense ratio.
Dividends
LVPIX vs. ADVGX - Dividend Comparison
LVPIX's dividend yield for the trailing twelve months is around 3.96%, less than ADVGX's 4.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADVGX North Square Advisory Research Small Cap Value Fund | 4.64% | 5.68% | 1.16% | 0.85% | 6.87% | 7.52% | 11.47% | 11.43% | 41.46% | 9.66% | 7.34% | 19.79% |
LVPIX ProFunds Large Cap Value ProFund | 3.96% | 4.40% | 0.00% | 0.00% | 0.17% | 0.67% | 0.00% | 0.00% | 3.93% | 0.64% | 0.22% | 1.26% |
Frequently Asked Questions
LVPIX and ADVGX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADVGX has higher volatility (4.98%) compared to LVPIX (2.66%). In terms of maximum drawdown, LVPIX dropped -62.54% vs ADVGX's -41.34%.
LVPIX currently has the higher Sharpe Ratio (1.72 vs 1.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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