ORDNX vs. VTIP
Compare and contrast key facts about North Square Preferred and Income Securities Fund (ORDNX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
ORDNX is managed by North Square. It was launched on Jun 28, 2013. VTIP is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. It was launched on Oct 12, 2012.
Performance
ORDNX vs. VTIP - Performance Comparison
Loading graphics...
ORDNX vs. VTIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORDNX North Square Preferred and Income Securities Fund | -1.20% | 7.30% | 14.81% | 15.24% | -14.22% | 27.51% | 12.29% | 31.10% | -0.98% | 20.57% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.99% | 6.07% | 4.74% | 4.62% | -2.94% | 5.36% | 4.95% | 4.86% | 0.56% | 0.82% |
Returns By Period
In the year-to-date period, ORDNX achieves a -1.20% return, which is significantly lower than VTIP's 0.99% return. Over the past 10 years, ORDNX has outperformed VTIP with an annualized return of 11.40%, while VTIP has yielded a comparatively lower 3.07% annualized return.
ORDNX
- 1D
- 0.09%
- 1M
- -2.25%
- YTD
- -1.20%
- 6M
- -0.56%
- 1Y
- 4.62%
- 3Y*
- 11.94%
- 5Y*
- 7.73%
- 10Y*
- 11.40%
VTIP
- 1D
- 0.02%
- 1M
- 0.10%
- YTD
- 0.99%
- 6M
- 1.37%
- 1Y
- 3.94%
- 3Y*
- 4.66%
- 5Y*
- 3.48%
- 10Y*
- 3.07%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ORDNX vs. VTIP - Expense Ratio Comparison
ORDNX has a 1.27% expense ratio, which is higher than VTIP's 0.03% expense ratio.
Return for Risk
ORDNX vs. VTIP — Risk / Return Rank
ORDNX
VTIP
ORDNX vs. VTIP - 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 Short-Term Inflation-Protected Securities ETF (VTIP). 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 | VTIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 2.09 | -0.35 |
Sortino ratioReturn per unit of downside risk | 2.17 | 3.15 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.44 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 4.11 | -2.37 |
Martin ratioReturn relative to average drawdown | 6.65 | 13.24 | -6.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ORDNX | VTIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 2.09 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 1.26 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 1.12 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.87 | -0.14 |
Correlation
The correlation between ORDNX and VTIP is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ORDNX vs. VTIP - Dividend Comparison
ORDNX's dividend yield for the trailing twelve months is around 6.77%, more than VTIP's 3.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORDNX North Square Preferred and Income Securities Fund | 6.77% | 6.99% | 5.50% | 5.72% | 15.30% | 8.48% | 2.77% | 1.85% | 3.13% | 1.22% | 2.65% | 2.98% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.77% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
Drawdowns
ORDNX vs. VTIP - Drawdown Comparison
The maximum ORDNX drawdown since its inception was -34.40%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for ORDNX and VTIP.
Loading graphics...
Drawdown Indicators
| ORDNX | VTIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.40% | -6.27% | -28.13% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | -0.98% | -1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -18.77% | -5.50% | -13.27% |
Max Drawdown (10Y)Largest decline over 10 years | -34.40% | -6.27% | -28.13% |
Current DrawdownCurrent decline from peak | -2.57% | -0.26% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -1.05% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.30% | +0.39% |
Volatility
ORDNX vs. VTIP - Volatility Comparison
North Square Preferred and Income Securities Fund (ORDNX) has a higher volatility of 1.07% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.60%. This indicates that ORDNX's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ORDNX | VTIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 0.60% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 1.69% | 0.97% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.63% | 1.90% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.08% | 2.78% | +4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.24% | 2.74% | +11.50% |