ORDNX vs. MEQFX
ORDNX (North Square Preferred and Income Securities Fund) and MEQFX (AMG River Road Large Cap Value Select Fund) are both mutual funds - ORDNX is a Preferred Stock fund managed by North Square, while MEQFX is a Large Cap Blend Equities fund managed by AMG. Over the past 10 years, ORDNX returned 11.21%/yr vs 10.94%/yr for MEQFX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. ORDNX charges 1.27%/yr vs 0.64%/yr for MEQFX.
Performance
ORDNX vs. MEQFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ORDNX achieves a 1.10% return, which is significantly higher than MEQFX's 0.61% return. Both investments have delivered pretty close results over the past 10 years, with ORDNX having a 11.21% annualized return and MEQFX not far behind at 10.94%.
ORDNX
- 1D
- 0.00%
- 1M
- -0.86%
- 6M
- 0.40%
- YTD
- 1.10%
- 1Y
- 3.83%
- 3Y*
- 9.48%
- 5Y*
- 5.87%
- 10Y*
- 11.21%
- ALL TIME*
- 10.18%
MEQFX
- 1D
- 0.46%
- 1M
- 0.97%
- 6M
- 0.56%
- YTD
- 0.61%
- 1Y
- -4.86%
- 3Y*
- 9.36%
- 5Y*
- 9.69%
- 10Y*
- 10.94%
- ALL TIME*
- 6.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ORDNX vs. MEQFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORDNX North Square Preferred and Income Securities Fund | 1.10% | 7.30% | 14.81% | 15.24% | -14.22% | 27.51% | 12.29% | 31.10% | -0.98% | 20.57% |
MEQFX AMG River Road Large Cap Value Select Fund | 0.61% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
Correlation
The correlation between ORDNX and MEQFX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.64 |
Over the past year, the correlation between ORDNX and MEQFX has dropped to 0.39 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ORDNX vs. MEQFX — Risk / Return Rank
ORDNX
MEQFX
ORDNX vs. MEQFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Preferred and Income Securities Fund (ORDNX) and AMG River Road Large Cap Value Select Fund (MEQFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ORDNX | MEQFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.97 | ||
| Sortino ratioReturn per unit of downside risk | +2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.95 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | -0.32 | +1.75 |
| Martin ratioReturn relative to average drawdown | 5.76 | -0.53 | +6.29 |
Loading charts...
Drawdowns
ORDNX vs. MEQFX - Drawdown Comparison
The maximum ORDNX drawdown since its inception was -34.40%, smaller than the maximum MEQFX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for ORDNX and MEQFX.
Loading charts...
Drawdown Indicators
| ORDNX | MEQFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.40% | -55.38% | +20.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | -17.43% | +14.77% |
Max Drawdown (3Y)Largest decline over 3 years | -5.50% | -17.43% | +11.93% |
Max Drawdown (5Y)Largest decline over 5 years | -18.77% | -19.48% | +0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -34.40% | -28.69% | -5.71% |
Current DrawdownCurrent decline from peak | -0.90% | -11.23% | +10.33% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -12.19% | +8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 10.39% | -9.73% |
Volatility
ORDNX vs. MEQFX - Volatility Comparison
The current volatility for North Square Preferred and Income Securities Fund (ORDNX) is 0.47%, while AMG River Road Large Cap Value Select Fund (MEQFX) has a volatility of 3.94%. This indicates that ORDNX experiences smaller price fluctuations and is considered to be less risky than MEQFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ORDNX | MEQFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.47% | 3.94% | -3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 2.00% | 9.51% | -7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.30% | 17.05% | -14.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 17.55% | -11.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.07% | 19.60% | -5.53% |
ORDNX vs. MEQFX - Expense Ratio Comparison
ORDNX has a 1.27% expense ratio, which is higher than MEQFX's 0.64% expense ratio.
Dividends
ORDNX vs. MEQFX - Dividend Comparison
ORDNX's dividend yield for the trailing twelve months is around 6.78%, while MEQFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
ORDNX North Square Preferred and Income Securities Fund | 6.78% | 6.99% | 5.50% | 5.72% | 15.30% | 8.48% | 2.77% | 1.85% | 3.13% | 1.22% | 2.65% | 2.98% |
Frequently Asked Questions
ORDNX and MEQFX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MEQFX has higher volatility (3.94%) compared to ORDNX (0.47%). In terms of maximum drawdown, ORDNX dropped -34.40% vs MEQFX's -55.38%.
ORDNX currently has the higher Sharpe Ratio (1.65 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ORDNX and MEQFX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer