NSIVX vs. ADVNX
Compare and contrast key facts about North Square Altrinsic International Equity Fund (NSIVX) and North Square Strategic Income Fund (ADVNX).
NSIVX is managed by North Square. It was launched on Dec 3, 2020. ADVNX is managed by North Square. It was launched on Dec 30, 2012.
Performance
NSIVX vs. ADVNX - Performance Comparison
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NSIVX vs. ADVNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NSIVX North Square Altrinsic International Equity Fund | -0.92% | 25.40% | 3.65% | 14.88% | -8.10% | 6.38% | 1.71% |
ADVNX North Square Strategic Income Fund | 0.72% | 11.20% | 9.71% | 5.07% | -8.43% | 5.32% | 1.00% |
Returns By Period
In the year-to-date period, NSIVX achieves a -0.92% return, which is significantly lower than ADVNX's 0.72% return.
NSIVX
- 1D
- 2.50%
- 1M
- -6.53%
- YTD
- -0.92%
- 6M
- 1.27%
- 1Y
- 13.95%
- 3Y*
- 11.70%
- 5Y*
- 6.81%
- 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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NSIVX vs. ADVNX - Expense Ratio Comparison
NSIVX has a 0.97% expense ratio, which is higher than ADVNX's 0.90% expense ratio.
Return for Risk
NSIVX vs. ADVNX — Risk / Return Rank
NSIVX
ADVNX
NSIVX vs. ADVNX - 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 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.
| NSIVX | ADVNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 2.06 | -1.12 |
Sortino ratioReturn per unit of downside risk | 1.35 | 2.98 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.40 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 3.37 | -2.15 |
Martin ratioReturn relative to average drawdown | 4.57 | 11.88 | -7.31 |
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 | ADVNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 2.06 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 1.05 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.28 | -0.72 |
Correlation
The correlation between NSIVX and ADVNX is 0.42, 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. ADVNX - Dividend Comparison
NSIVX's dividend yield for the trailing twelve months is around 11.10%, more than ADVNX's 4.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSIVX North Square Altrinsic International Equity Fund | 11.10% | 11.00% | 5.59% | 1.59% | 1.51% | 1.91% | 0.11% | 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
NSIVX vs. ADVNX - Drawdown Comparison
The maximum NSIVX drawdown since its inception was -25.86%, which is greater than ADVNX's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for NSIVX and ADVNX.
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Drawdown Indicators
| NSIVX | ADVNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.86% | -11.86% | -14.00% |
Max Drawdown (1Y)Largest decline over 1 year | -10.83% | -2.57% | -8.26% |
Max Drawdown (5Y)Largest decline over 5 years | -25.86% | -11.86% | -14.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -11.86% | — |
Current DrawdownCurrent decline from peak | -8.12% | -2.01% | -6.11% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -1.92% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 0.73% | +2.17% |
Volatility
NSIVX vs. ADVNX - Volatility Comparison
North Square Altrinsic International Equity Fund (NSIVX) has a higher volatility of 5.85% compared to North Square Strategic Income Fund (ADVNX) at 1.14%. This indicates that NSIVX'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
| NSIVX | ADVNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 1.14% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 2.53% | +6.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | 4.23% | +10.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.72% | 4.22% | +9.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.62% | 3.74% | +9.88% |