ORDNX vs. DFQTX
Compare and contrast key facts about North Square Preferred and Income Securities Fund (ORDNX) and DFA US Core Equity 2 Portfolio I (DFQTX).
ORDNX is managed by North Square. It was launched on Jun 28, 2013. DFQTX is managed by Dimensional.
Performance
ORDNX vs. DFQTX - Performance Comparison
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ORDNX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORDNX North Square Preferred and Income Securities Fund | -0.77% | 7.30% | 14.81% | 15.24% | -14.22% | 27.51% | 12.29% | 31.10% | -0.98% | 20.57% |
DFQTX DFA US Core Equity 2 Portfolio I | -1.39% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -9.65% | 18.26% |
Returns By Period
In the year-to-date period, ORDNX achieves a -0.77% return, which is significantly higher than DFQTX's -1.39% return. Over the past 10 years, ORDNX has underperformed DFQTX with an annualized return of 11.45%, while DFQTX has yielded a comparatively higher 12.92% annualized return.
ORDNX
- 1D
- 0.43%
- 1M
- -1.55%
- YTD
- -0.77%
- 6M
- -0.18%
- 1Y
- 5.08%
- 3Y*
- 12.10%
- 5Y*
- 7.57%
- 10Y*
- 11.45%
DFQTX
- 1D
- 2.74%
- 1M
- -5.00%
- YTD
- -1.39%
- 6M
- 0.96%
- 1Y
- 18.95%
- 3Y*
- 16.80%
- 5Y*
- 10.55%
- 10Y*
- 12.92%
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ORDNX vs. DFQTX - Expense Ratio Comparison
ORDNX has a 1.27% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
ORDNX vs. DFQTX — Risk / Return Rank
ORDNX
DFQTX
ORDNX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Preferred and Income Securities Fund (ORDNX) and DFA US Core Equity 2 Portfolio I (DFQTX). 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.
| ORDNX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 1.08 | +0.84 |
Sortino ratioReturn per unit of downside risk | 2.42 | 1.63 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.25 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.35 | +0.52 |
Martin ratioReturn relative to average drawdown | 7.04 | 6.35 | +0.69 |
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
| ORDNX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.08 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 0.62 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.71 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.48 | +0.25 |
Correlation
The correlation between ORDNX and DFQTX is 0.74, 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
ORDNX vs. DFQTX - Dividend Comparison
ORDNX's dividend yield for the trailing twelve months is around 6.74%, more than DFQTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORDNX North Square Preferred and Income Securities Fund | 6.74% | 6.99% | 5.50% | 5.72% | 15.30% | 8.48% | 2.77% | 1.85% | 3.13% | 1.22% | 2.65% | 2.98% |
DFQTX DFA US Core Equity 2 Portfolio I | 1.09% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
Drawdowns
ORDNX vs. DFQTX - Drawdown Comparison
The maximum ORDNX drawdown since its inception was -34.40%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for ORDNX and DFQTX.
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Drawdown Indicators
| ORDNX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.40% | -59.35% | +24.95% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | -12.73% | +10.07% |
Max Drawdown (5Y)Largest decline over 5 years | -18.77% | -22.64% | +3.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.40% | -37.21% | +2.81% |
Current DrawdownCurrent decline from peak | -2.15% | -5.96% | +3.81% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -7.84% | +3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 2.73% | -2.02% |
Volatility
ORDNX vs. DFQTX - Volatility Comparison
The current volatility for North Square Preferred and Income Securities Fund (ORDNX) is 1.18%, while DFA US Core Equity 2 Portfolio I (DFQTX) has a volatility of 5.24%. This indicates that ORDNX experiences smaller price fluctuations and is considered to be less risky than DFQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORDNX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 5.24% | -4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 1.74% | 9.06% | -7.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.66% | 18.23% | -15.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.08% | 17.04% | -9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.24% | 18.27% | -4.03% |