MLVHX vs. ORDNX
Compare and contrast key facts about MFS Low Volatility Equity Fund (MLVHX) and North Square Preferred and Income Securities Fund (ORDNX).
MLVHX is managed by MFS. It was launched on Dec 5, 2013. ORDNX is managed by North Square. It was launched on Jun 28, 2013.
Performance
MLVHX vs. ORDNX - Performance Comparison
Loading graphics...
MLVHX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MLVHX MFS Low Volatility Equity Fund | -0.79% | 9.96% | 13.91% | 12.40% | -10.84% | 25.42% | 11.63% | 27.17% | -1.22% | 16.17% |
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
The year-to-date returns for both investments are quite close, with MLVHX having a -0.79% return and ORDNX slightly higher at -0.77%. Over the past 10 years, MLVHX has underperformed ORDNX with an annualized return of 10.29%, while ORDNX has yielded a comparatively higher 11.45% annualized return.
MLVHX
- 1D
- 1.56%
- 1M
- -6.39%
- YTD
- -0.79%
- 6M
- -0.26%
- 1Y
- 7.41%
- 3Y*
- 10.99%
- 5Y*
- 8.41%
- 10Y*
- 10.29%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MLVHX vs. ORDNX - Expense Ratio Comparison
MLVHX has a 0.67% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Return for Risk
MLVHX vs. ORDNX — Risk / Return Rank
MLVHX
ORDNX
MLVHX vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Low Volatility Equity Fund (MLVHX) 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.
| MLVHX | ORDNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.92 | -1.38 |
Sortino ratioReturn per unit of downside risk | 0.85 | 2.42 | -1.57 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.43 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.87 | -1.04 |
Martin ratioReturn relative to average drawdown | 3.52 | 7.04 | -3.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MLVHX | ORDNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.92 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 1.08 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.81 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.73 | -0.07 |
Correlation
The correlation between MLVHX and ORDNX is 0.71, 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
MLVHX vs. ORDNX - Dividend Comparison
MLVHX's dividend yield for the trailing twelve months is around 15.52%, more than ORDNX's 6.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MLVHX MFS Low Volatility Equity Fund | 15.52% | 15.40% | 13.51% | 6.47% | 13.00% | 5.33% | 1.25% | 1.17% | 4.99% | 2.23% | 1.19% | 1.90% |
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
MLVHX vs. ORDNX - Drawdown Comparison
The maximum MLVHX drawdown since its inception was -34.14%, roughly equal to the maximum ORDNX drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for MLVHX and ORDNX.
Loading graphics...
Drawdown Indicators
| MLVHX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.14% | -34.40% | +0.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.89% | -2.66% | -7.23% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | -18.77% | -2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -34.14% | -34.40% | +0.26% |
Current DrawdownCurrent decline from peak | -6.54% | -2.15% | -4.39% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -3.86% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 0.71% | +1.64% |
Volatility
MLVHX vs. ORDNX - Volatility Comparison
MFS Low Volatility Equity Fund (MLVHX) has a higher volatility of 3.68% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.18%. This indicates that MLVHX'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.
Loading graphics...
Volatility by Period
| MLVHX | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 1.18% | +2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 6.98% | 1.74% | +5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 2.66% | +10.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.25% | 7.08% | +8.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 14.24% | +1.97% |