NSIVX vs. SIMYX

Last updated Apr 1, 2026

Compare and contrast key facts about North Square Altrinsic International Equity Fund (NSIVX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).

NSIVX is managed by North Square. It was launched on Dec 3, 2020. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.

Performance

NSIVX vs. SIMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in North Square Altrinsic International Equity Fund (NSIVX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). The values are adjusted to include any dividend payments, if applicable.

NSIVX vs. SIMYX - 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%
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	3.35%	30.07%	6.26%	13.11%	-11.38%	7.83%	2.16%

Returns By Period

In the year-to-date period, NSIVX achieves a -3.34% return, which is significantly lower than SIMYX's 3.35% return.

NSIVX

• 1D: 0.52%
• 1M: -10.36%
• YTD: -3.34%
• 6M: -0.90%
• 1Y: 11.07%
• 3Y*: 10.78%
• 5Y*: 6.42%
• 10Y*: —

SIMYX

• 1D: 0.58%
• 1M: -7.35%
• YTD: 3.35%
• 6M: 7.54%
• 1Y: 22.67%
• 3Y*: 15.31%
• 5Y*: 8.60%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NSIVX vs. SIMYX - Expense Ratio Comparison

NSIVX has a 0.97% expense ratio, which is higher than SIMYX's 0.86% expense ratio.

NSIVX

North Square Altrinsic International Equity Fund

SIMYX

SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund

Return for Risk

NSIVX vs. SIMYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NSIVX

NSIVX Risk / Return Rank: 29
NSIVX Sharpe Ratio Rank: 29
NSIVX Sortino Ratio Rank: 27
NSIVX Omega Ratio Rank: 26
NSIVX Calmar Ratio Rank: 30
NSIVX Martin Ratio Rank: 30

SIMYX

SIMYX Risk / Return Rank: 87
SIMYX Sharpe Ratio Rank: 87
SIMYX Sortino Ratio Rank: 86
SIMYX Omega Ratio Rank: 85
SIMYX Calmar Ratio Rank: 90
SIMYX Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NSIVX vs. SIMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for North Square Altrinsic International Equity Fund (NSIVX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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	SIMYX	Difference
Sharpe ratio Return per unit of total volatility	0.72	1.75	-1.03
Sortino ratio Return per unit of downside risk	1.06	2.30	-1.25
Omega ratio Gain probability vs. loss probability	1.15	1.35	-0.20
Calmar ratio Return relative to maximum drawdown	0.88	2.52	-1.63
Martin ratio Return relative to average drawdown	3.32	9.65	-6.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NSIVX vs. SIMYX - Sharpe Ratio Comparison

The current NSIVX Sharpe Ratio is 0.72, which is lower than the SIMYX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of NSIVX and SIMYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NSIVX	SIMYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	1.75	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.76	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.58	-0.06

Correlation

The correlation between NSIVX and SIMYX is 0.78, 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. SIMYX - Dividend Comparison

NSIVX's dividend yield for the trailing twelve months is around 11.38%, more than SIMYX's 3.03% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	3.03%	3.13%	5.26%	3.62%	3.13%	3.41%	1.96%	3.09%	3.01%	2.74%

Drawdowns

NSIVX vs. SIMYX - Drawdown Comparison

The maximum NSIVX drawdown since its inception was -25.86%, smaller than the maximum SIMYX drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for NSIVX and SIMYX.

Drawdown Indicators

	NSIVX	SIMYX	Difference
Max Drawdown Largest peak-to-trough decline	-25.86%	-32.14%	+6.28%
Max Drawdown (1Y) Largest decline over 1 year	-10.83%	-8.55%	-2.28%
Max Drawdown (5Y) Largest decline over 5 years	-25.86%	-25.06%	-0.80%
Current Drawdown Current decline from peak	-10.36%	-7.35%	-3.01%
Average Drawdown Average peak-to-trough decline	-4.79%	-6.14%	+1.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	2.23%	+0.65%

Volatility

NSIVX vs. SIMYX - Volatility Comparison

North Square Altrinsic International Equity Fund (NSIVX) has a higher volatility of 5.21% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that NSIVX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NSIVX	SIMYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.21%	4.79%	+0.42%
Volatility (6M) Calculated over the trailing 6-month period	8.74%	7.26%	+1.48%
Volatility (1Y) Calculated over the trailing 1-year period	14.67%	12.54%	+2.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.68%	11.31%	+2.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.58%	12.24%	+1.34%