NSIVX vs. ADVGX
Compare and contrast key facts about North Square Altrinsic International Equity Fund (NSIVX) and North Square Advisory Research Small Cap Value Fund (ADVGX).
NSIVX is managed by North Square. It was launched on Dec 3, 2020. ADVGX is managed by North Square. It was launched on Nov 16, 2009.
Performance
NSIVX vs. ADVGX - Performance Comparison
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NSIVX vs. ADVGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NSIVX North Square Altrinsic International Equity Fund | -3.34% | 25.40% | 3.65% | 14.88% | -8.10% | 6.38% | 1.71% |
ADVGX North Square Advisory Research Small Cap Value Fund | -3.78% | 7.13% | 15.52% | 20.90% | -12.98% | 29.94% | 1.51% |
Returns By Period
In the year-to-date period, NSIVX achieves a -3.34% return, which is significantly higher than ADVGX's -3.78% return.
NSIVX
- 1D
- 0.52%
- 1M
- -10.36%
- YTD
- -3.34%
- 6M
- -0.90%
- 1Y
- 11.07%
- 3Y*
- 10.78%
- 5Y*
- 6.42%
- 10Y*
- —
ADVGX
- 1D
- -0.16%
- 1M
- -6.81%
- YTD
- -3.78%
- 6M
- -6.99%
- 1Y
- 12.59%
- 3Y*
- 12.21%
- 5Y*
- 7.99%
- 10Y*
- 10.25%
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NSIVX vs. ADVGX - Expense Ratio Comparison
NSIVX has a 0.97% expense ratio, which is higher than ADVGX's 0.95% expense ratio.
Return for Risk
NSIVX vs. ADVGX — Risk / Return Rank
NSIVX
ADVGX
NSIVX vs. ADVGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Altrinsic International Equity Fund (NSIVX) 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.
| NSIVX | ADVGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.54 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.06 | 0.93 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.12 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 0.67 | +0.22 |
Martin ratioReturn relative to average drawdown | 3.32 | 1.69 | +1.62 |
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
| NSIVX | ADVGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.54 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.38 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.53 | -0.01 |
Correlation
The correlation between NSIVX and ADVGX is 0.65, 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
NSIVX vs. ADVGX - Dividend Comparison
NSIVX's dividend yield for the trailing twelve months is around 11.38%, more than ADVGX's 5.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSIVX North Square Altrinsic International Equity Fund | 11.38% | 11.00% | 5.59% | 1.59% | 1.51% | 1.91% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADVGX North Square Advisory Research Small Cap Value Fund | 5.91% | 5.68% | 1.16% | 0.85% | 6.87% | 7.52% | 11.47% | 11.43% | 41.46% | 9.66% | 7.34% | 19.79% |
Drawdowns
NSIVX vs. ADVGX - Drawdown Comparison
The maximum NSIVX drawdown since its inception was -25.86%, smaller than the maximum ADVGX drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for NSIVX and ADVGX.
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Drawdown Indicators
| NSIVX | ADVGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.86% | -41.34% | +15.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.83% | -14.92% | +4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.86% | -27.69% | +1.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.34% | — |
Current DrawdownCurrent decline from peak | -10.36% | -11.54% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -5.59% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 5.85% | -2.97% |
Volatility
NSIVX vs. ADVGX - Volatility Comparison
The current volatility for North Square Altrinsic International Equity Fund (NSIVX) is 5.21%, while North Square Advisory Research Small Cap Value Fund (ADVGX) has a volatility of 6.14%. This indicates that NSIVX 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
| NSIVX | ADVGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 6.14% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 13.43% | -4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.67% | 23.46% | -8.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.68% | 21.21% | -7.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.58% | 20.92% | -7.34% |