ORIGX vs. ADVGX
Compare and contrast key facts about North Square Spectrum Alpha Fund (ORIGX) and North Square Advisory Research Small Cap Value Fund (ADVGX).
ORIGX is managed by North Square. It was launched on Jan 3, 1994. ADVGX is managed by North Square. It was launched on Nov 16, 2009.
Performance
ORIGX vs. ADVGX - Performance Comparison
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ORIGX vs. ADVGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORIGX North Square Spectrum Alpha Fund | -2.43% | 9.45% | 15.06% | 24.70% | -27.57% | 10.38% | 29.92% | 22.34% | -7.09% | -52.62% |
ADVGX North Square Advisory Research Small Cap Value Fund | -3.78% | 7.13% | 15.52% | 20.90% | -12.98% | 29.94% | -2.61% | 27.64% | -3.27% | 19.60% |
Returns By Period
In the year-to-date period, ORIGX achieves a -2.43% return, which is significantly higher than ADVGX's -3.78% return. Over the past 10 years, ORIGX has underperformed ADVGX with an annualized return of -0.93%, while ADVGX has yielded a comparatively higher 10.25% annualized return.
ORIGX
- 1D
- -1.24%
- 1M
- -6.87%
- YTD
- -2.43%
- 6M
- -0.67%
- 1Y
- 16.54%
- 3Y*
- 13.41%
- 5Y*
- 3.72%
- 10Y*
- -0.93%
ADVGX
- 1D
- -0.16%
- 1M
- -6.81%
- YTD
- -3.78%
- 6M
- -6.99%
- 1Y
- 12.59%
- 3Y*
- 12.21%
- 5Y*
- 7.99%
- 10Y*
- 10.25%
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ORIGX vs. ADVGX - Expense Ratio Comparison
ORIGX has a 1.60% expense ratio, which is higher than ADVGX's 0.95% expense ratio.
Return for Risk
ORIGX vs. ADVGX — Risk / Return Rank
ORIGX
ADVGX
ORIGX vs. ADVGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Spectrum Alpha Fund (ORIGX) and North Square Advisory Research Small Cap Value Fund (ADVGX). 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.
| ORIGX | ADVGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.54 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.16 | 0.93 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.12 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 0.67 | +0.34 |
Martin ratioReturn relative to average drawdown | 3.59 | 1.69 | +1.89 |
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
| ORIGX | ADVGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.54 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.38 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | 0.49 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.53 | -0.29 |
Correlation
The correlation between ORIGX and ADVGX is 0.85, 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
ORIGX vs. ADVGX - Dividend Comparison
ORIGX's dividend yield for the trailing twelve months is around 0.60%, less than ADVGX's 5.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORIGX North Square Spectrum Alpha Fund | 0.60% | 0.00% | 0.00% | 0.00% | 78.80% | 15.09% | 12.73% | 16.48% | 20.15% | 0.00% | 6.54% | 6.73% |
ADVGX North Square Advisory Research Small Cap Value Fund | 5.91% | 5.68% | 1.16% | 0.85% | 6.87% | 7.52% | 11.47% | 11.43% | 41.46% | 9.66% | 7.34% | 19.79% |
Drawdowns
ORIGX vs. ADVGX - Drawdown Comparison
The maximum ORIGX drawdown since its inception was -69.78%, which is greater than ADVGX's maximum drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for ORIGX and ADVGX.
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Drawdown Indicators
| ORIGX | ADVGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.78% | -41.34% | -28.44% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -14.92% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -38.60% | -27.69% | -10.91% |
Max Drawdown (10Y)Largest decline over 10 years | -69.78% | -41.34% | -28.44% |
Current DrawdownCurrent decline from peak | -26.18% | -11.54% | -14.64% |
Average DrawdownAverage peak-to-trough decline | -19.04% | -5.59% | -13.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 5.85% | -2.04% |
Volatility
ORIGX vs. ADVGX - Volatility Comparison
North Square Spectrum Alpha Fund (ORIGX) and North Square Advisory Research Small Cap Value Fund (ADVGX) have volatilities of 6.26% and 6.14%, 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.
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Volatility by Period
| ORIGX | ADVGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 6.14% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 13.43% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.09% | 23.46% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.80% | 21.21% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.81% | 20.92% | +7.89% |