NSIVX vs. GTMIX
Compare and contrast key facts about North Square Altrinsic International Equity Fund (NSIVX) and GMO Tax-Managed International Equities Fund (GTMIX).
NSIVX is managed by North Square. It was launched on Dec 3, 2020. GTMIX is managed by GMO. It was launched on Jul 28, 1998.
Performance
NSIVX vs. GTMIX - Performance Comparison
Loading graphics...
NSIVX vs. GTMIX - 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% |
GTMIX GMO Tax-Managed International Equities Fund | 8.42% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 3.36% |
Returns By Period
In the year-to-date period, NSIVX achieves a -0.92% return, which is significantly lower than GTMIX's 8.42% return.
NSIVX
- 1D
- 2.50%
- 1M
- -6.53%
- YTD
- -0.92%
- 6M
- 1.27%
- 1Y
- 13.95%
- 3Y*
- 11.70%
- 5Y*
- 6.81%
- 10Y*
- —
GTMIX
- 1D
- 2.48%
- 1M
- -3.58%
- YTD
- 8.42%
- 6M
- 17.91%
- 1Y
- 41.17%
- 3Y*
- 20.26%
- 5Y*
- 11.29%
- 10Y*
- 9.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NSIVX vs. GTMIX - Expense Ratio Comparison
NSIVX has a 0.97% expense ratio, which is higher than GTMIX's 0.68% expense ratio.
Return for Risk
NSIVX vs. GTMIX — Risk / Return Rank
NSIVX
GTMIX
NSIVX vs. GTMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Altrinsic International Equity Fund (NSIVX) and GMO Tax-Managed International Equities Fund (GTMIX). 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 | GTMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 2.67 | -1.73 |
Sortino ratioReturn per unit of downside risk | 1.35 | 3.40 | -2.05 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.52 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 3.54 | -2.32 |
Martin ratioReturn relative to average drawdown | 4.57 | 16.76 | -12.19 |
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
| NSIVX | GTMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 2.67 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.76 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.40 | +0.16 |
Correlation
The correlation between NSIVX and GTMIX is 0.88, 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
NSIVX vs. GTMIX - Dividend Comparison
NSIVX's dividend yield for the trailing twelve months is around 11.10%, less than GTMIX's 20.69% 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% |
GTMIX GMO Tax-Managed International Equities Fund | 20.69% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
Drawdowns
NSIVX vs. GTMIX - Drawdown Comparison
The maximum NSIVX drawdown since its inception was -25.86%, smaller than the maximum GTMIX drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for NSIVX and GTMIX.
Loading graphics...
Drawdown Indicators
| NSIVX | GTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.86% | -58.31% | +32.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.83% | -11.24% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -25.86% | -28.81% | +2.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.32% | — |
Current DrawdownCurrent decline from peak | -8.12% | -4.51% | -3.61% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -12.75% | +7.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.38% | +0.52% |
Volatility
NSIVX vs. GTMIX - Volatility Comparison
North Square Altrinsic International Equity Fund (NSIVX) and GMO Tax-Managed International Equities Fund (GTMIX) have volatilities of 5.85% and 5.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NSIVX | GTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 5.97% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 9.56% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | 15.56% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.72% | 14.91% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.62% | 16.06% | -2.44% |