ORDNX vs. PCSFX
ORDNX (North Square Preferred and Income Securities Fund) and PCSFX (Principal Capital Securities Fund) are both Preferred Stock funds. Over the past 10 years, ORDNX returned 11.21%/yr vs 5.23%/yr for PCSFX. Their 0.35 correlation means their historical movements had little consistent relationship. ORDNX charges 1.27%/yr vs 0.00%/yr for PCSFX.
Performance
ORDNX vs. PCSFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ORDNX achieves a 1.10% return, which is significantly lower than PCSFX's 1.37% return. Over the past 10 years, ORDNX has outperformed PCSFX with an annualized return of 11.21%, while PCSFX has yielded a comparatively lower 5.23% annualized return.
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%
PCSFX
- 1D
- 0.00%
- 1M
- -0.50%
- 6M
- 0.67%
- YTD
- 1.37%
- 1Y
- 5.14%
- 3Y*
- 9.20%
- 5Y*
- 3.26%
- 10Y*
- 5.23%
- ALL TIME*
- 5.15%
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. PCSFX - 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% |
PCSFX Principal Capital Securities Fund | 1.37% | 8.96% | 12.15% | 6.82% | -11.35% | 3.74% | 7.71% | 17.41% | -4.61% | 11.57% |
Correlation
The correlation between ORDNX and PCSFX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2014 | 0.35 |
Over the past year, ORDNX and PCSFX have become more correlated (0.73) than their long-term average of 0.35, meaning their price movements have been converging.
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. PCSFX — Risk / Return Rank
ORDNX
PCSFX
ORDNX vs. PCSFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Preferred and Income Securities Fund (ORDNX) and Principal Capital Securities Fund (PCSFX). 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 | PCSFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.58 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.74 | -0.31 |
| Martin ratioReturn relative to average drawdown | 5.76 | 7.66 | -1.90 |
Loading charts...
Drawdowns
ORDNX vs. PCSFX - Drawdown Comparison
The maximum ORDNX drawdown since its inception was -34.40%, which is greater than PCSFX's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for ORDNX and PCSFX.
Loading charts...
Drawdown Indicators
| ORDNX | PCSFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.40% | -22.42% | -11.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | -2.97% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -5.50% | -2.97% | -2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -18.77% | -18.67% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -34.40% | -22.42% | -11.98% |
Current DrawdownCurrent decline from peak | -0.90% | -0.61% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -2.45% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 0.67% | -0.01% |
Volatility
ORDNX vs. PCSFX - Volatility Comparison
North Square Preferred and Income Securities Fund (ORDNX) and Principal Capital Securities Fund (PCSFX) have volatilities of 0.47% and 0.48%, 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 charts...
Volatility by Period
| ORDNX | PCSFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.47% | 0.48% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.00% | 1.94% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.30% | 2.18% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 4.29% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.07% | 5.03% | +9.04% |
ORDNX vs. PCSFX - Expense Ratio Comparison
ORDNX has a 1.27% expense ratio, which is higher than PCSFX's 0.00% expense ratio.
Dividends
ORDNX vs. PCSFX - Dividend Comparison
ORDNX's dividend yield for the trailing twelve months is around 6.78%, more than PCSFX's 5.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PCSFX Principal Capital Securities Fund | 5.82% | 5.80% | 5.50% | 5.75% | 5.68% | 4.57% | 4.88% | 5.43% | 6.07% | 5.14% | 5.08% | 5.78% |
Frequently Asked Questions
ORDNX and PCSFX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCSFX has higher volatility (0.48%) compared to ORDNX (0.47%). In terms of maximum drawdown, ORDNX dropped -34.40% vs PCSFX's -22.42%.
PCSFX currently has the higher Sharpe Ratio (2.37 vs 1.65), 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 PCSFX
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