NMKBX vs. ADVNX
Compare and contrast key facts about North Square McKee Bond Fund (NMKBX) and North Square Strategic Income Fund (ADVNX).
NMKBX is managed by North Square. It was launched on Dec 27, 2020. ADVNX is managed by North Square. It was launched on Dec 30, 2012.
Performance
NMKBX vs. ADVNX - Performance Comparison
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NMKBX vs. ADVNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NMKBX North Square McKee Bond Fund | 0.17% | 7.26% | 1.78% | 5.96% | -9.46% | -1.24% | 0.10% |
ADVNX North Square Strategic Income Fund | 0.72% | 11.20% | 9.71% | 5.07% | -8.43% | 5.32% | 0.20% |
Returns By Period
In the year-to-date period, NMKBX achieves a 0.17% return, which is significantly lower than ADVNX's 0.72% return.
NMKBX
- 1D
- 0.23%
- 1M
- -1.22%
- YTD
- 0.17%
- 6M
- 0.92%
- 1Y
- 4.19%
- 3Y*
- 4.16%
- 5Y*
- 0.98%
- 10Y*
- —
ADVNX
- 1D
- 0.30%
- 1M
- -1.62%
- YTD
- 0.72%
- 6M
- 1.94%
- 1Y
- 8.45%
- 3Y*
- 9.04%
- 5Y*
- 4.39%
- 10Y*
- 5.02%
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NMKBX vs. ADVNX - Expense Ratio Comparison
NMKBX has a 0.28% expense ratio, which is lower than ADVNX's 0.90% expense ratio.
Return for Risk
NMKBX vs. ADVNX — Risk / Return Rank
NMKBX
ADVNX
NMKBX vs. ADVNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square McKee Bond Fund (NMKBX) and North Square Strategic Income Fund (ADVNX). 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.
| NMKBX | ADVNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 2.06 | -0.99 |
Sortino ratioReturn per unit of downside risk | 1.53 | 2.98 | -1.46 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.40 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 3.37 | -1.52 |
Martin ratioReturn relative to average drawdown | 5.16 | 11.88 | -6.72 |
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
| NMKBX | ADVNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.06 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 1.05 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 1.28 | -1.14 |
Correlation
The correlation between NMKBX and ADVNX is 0.67, 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
NMKBX vs. ADVNX - Dividend Comparison
NMKBX's dividend yield for the trailing twelve months is around 4.23%, less than ADVNX's 4.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMKBX North Square McKee Bond Fund | 4.23% | 4.25% | 4.19% | 3.54% | 2.12% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADVNX North Square Strategic Income Fund | 4.82% | 4.73% | 4.02% | 4.38% | 2.80% | 5.23% | 6.80% | 3.33% | 3.92% | 4.09% | 4.19% | 6.30% |
Drawdowns
NMKBX vs. ADVNX - Drawdown Comparison
The maximum NMKBX drawdown since its inception was -14.25%, which is greater than ADVNX's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for NMKBX and ADVNX.
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Drawdown Indicators
| NMKBX | ADVNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.25% | -11.86% | -2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -2.57% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -14.25% | -11.86% | -2.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -11.86% | — |
Current DrawdownCurrent decline from peak | -1.65% | -2.01% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -1.92% | -2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.73% | +0.20% |
Volatility
NMKBX vs. ADVNX - Volatility Comparison
North Square McKee Bond Fund (NMKBX) has a higher volatility of 1.60% compared to North Square Strategic Income Fund (ADVNX) at 1.14%. This indicates that NMKBX's price experiences larger fluctuations and is considered to be riskier than ADVNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NMKBX | ADVNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 1.14% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 2.53% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.27% | 4.23% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.39% | 4.22% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.28% | 3.74% | +1.54% |