MXVIX vs. ORDNX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and North Square Preferred and Income Securities Fund (ORDNX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. ORDNX is managed by North Square. It was launched on Jun 28, 2013.
Performance
MXVIX vs. ORDNX - Performance Comparison
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MXVIX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | -4.44% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
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, MXVIX achieves a -4.44% return, which is significantly lower than ORDNX's -0.77% return. Over the past 10 years, MXVIX has outperformed ORDNX with an annualized return of 13.12%, while ORDNX has yielded a comparatively lower 11.45% annualized return.
MXVIX
- 1D
- 2.92%
- 1M
- -5.06%
- YTD
- -4.44%
- 6M
- -2.36%
- 1Y
- 16.78%
- 3Y*
- 17.69%
- 5Y*
- 11.49%
- 10Y*
- 13.12%
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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MXVIX vs. ORDNX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Return for Risk
MXVIX vs. ORDNX — Risk / Return Rank
MXVIX
ORDNX
MXVIX vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) 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.
| MXVIX | ORDNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.92 | -0.98 |
Sortino ratioReturn per unit of downside risk | 1.51 | 2.42 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.43 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.87 | -0.62 |
Martin ratioReturn relative to average drawdown | 5.89 | 7.04 | -1.15 |
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
| MXVIX | ORDNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.92 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.08 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.81 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.73 | -0.28 |
Correlation
The correlation between MXVIX and ORDNX is 0.74, 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
MXVIX vs. ORDNX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.40%, less than ORDNX's 6.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | 0.40% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% | 0.00% | 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
MXVIX vs. ORDNX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, which is greater than ORDNX's maximum drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for MXVIX and ORDNX.
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Drawdown Indicators
| MXVIX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -34.40% | -23.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -2.66% | -9.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -18.77% | -5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -34.40% | +0.58% |
Current DrawdownCurrent decline from peak | -6.29% | -2.15% | -4.14% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -3.86% | -4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 0.71% | +2.21% |
Volatility
MXVIX vs. ORDNX - Volatility Comparison
Great-West S&P 500 Index Fund (MXVIX) has a higher volatility of 5.33% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.18%. This indicates that MXVIX'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
| MXVIX | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 1.18% | +4.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 1.74% | +7.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 2.66% | +16.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 7.08% | +10.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 14.24% | +3.96% |