ORDNX vs. VSTSX
Compare and contrast key facts about North Square Preferred and Income Securities Fund (ORDNX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX).
ORDNX is managed by North Square. It was launched on Jun 28, 2013. VSTSX is managed by Vanguard. It was launched on Jun 27, 2016.
Performance
ORDNX vs. VSTSX - Performance Comparison
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ORDNX vs. VSTSX - 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% | 19.55% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | -3.97% | 17.16% | 23.27% | 26.54% | -19.49% | 25.75% | 21.02% | 30.81% | -5.15% | 20.21% |
Returns By Period
In the year-to-date period, ORDNX achieves a -0.77% return, which is significantly higher than VSTSX's -3.97% 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%
VSTSX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.97%
- 6M
- -1.95%
- 1Y
- 17.75%
- 3Y*
- 17.87%
- 5Y*
- 10.51%
- 10Y*
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ORDNX vs. VSTSX - Expense Ratio Comparison
ORDNX has a 1.27% expense ratio, which is higher than VSTSX's 0.01% expense ratio.
Return for Risk
ORDNX vs. VSTSX — Risk / Return Rank
ORDNX
VSTSX
ORDNX vs. VSTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Preferred and Income Securities Fund (ORDNX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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 | VSTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 0.98 | +0.94 |
Sortino ratioReturn per unit of downside risk | 2.42 | 1.50 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.23 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.51 | +0.36 |
Martin ratioReturn relative to average drawdown | 7.04 | 7.25 | -0.21 |
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 | VSTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.98 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 0.61 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.72 | +0.02 |
Correlation
The correlation between ORDNX and VSTSX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ORDNX vs. VSTSX - Dividend Comparison
ORDNX's dividend yield for the trailing twelve months is around 6.74%, more than VSTSX's 1.19% 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% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.19% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 0.00% | 0.00% |
Drawdowns
ORDNX vs. VSTSX - Drawdown Comparison
The maximum ORDNX drawdown since its inception was -34.40%, roughly equal to the maximum VSTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for ORDNX and VSTSX.
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Drawdown Indicators
| ORDNX | VSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.40% | -34.97% | +0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | -12.41% | +9.75% |
Max Drawdown (5Y)Largest decline over 5 years | -18.77% | -25.35% | +6.58% |
Max Drawdown (10Y)Largest decline over 10 years | -34.40% | — | — |
Current DrawdownCurrent decline from peak | -2.15% | -6.21% | +4.06% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -4.97% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 2.59% | -1.88% |
Volatility
ORDNX vs. VSTSX - Volatility Comparison
The current volatility for North Square Preferred and Income Securities Fund (ORDNX) is 1.18%, while Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) has a volatility of 5.49%. This indicates that ORDNX experiences smaller price fluctuations and is considered to be less risky than VSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORDNX | VSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 5.49% | -4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 1.74% | 9.79% | -8.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.66% | 18.61% | -15.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.08% | 17.37% | -10.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.24% | 18.86% | -4.62% |