ORIGX vs. ETEGX
Compare and contrast key facts about North Square Spectrum Alpha Fund (ORIGX) and Eaton Vance Small-Cap Fund (ETEGX).
ORIGX is managed by North Square. It was launched on Jan 3, 1994. ETEGX is managed by Eaton Vance. It was launched on Jan 2, 1997.
Performance
ORIGX vs. ETEGX - Performance Comparison
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ORIGX vs. ETEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORIGX North Square Spectrum Alpha Fund | 0.46% | 9.45% | 15.06% | 24.70% | -27.57% | 10.38% | 29.92% | 22.34% | -7.09% | -52.62% |
ETEGX Eaton Vance Small-Cap Fund | -2.47% | -6.20% | 14.65% | 11.28% | -15.52% | 21.45% | 12.73% | 27.57% | -6.00% | 14.87% |
Returns By Period
In the year-to-date period, ORIGX achieves a 0.46% return, which is significantly higher than ETEGX's -2.47% return. Over the past 10 years, ORIGX has underperformed ETEGX with an annualized return of -0.64%, while ETEGX has yielded a comparatively higher 8.12% annualized return.
ORIGX
- 1D
- 2.97%
- 1M
- -4.81%
- YTD
- 0.46%
- 6M
- 2.74%
- 1Y
- 20.00%
- 3Y*
- 14.52%
- 5Y*
- 4.02%
- 10Y*
- -0.64%
ETEGX
- 1D
- 2.04%
- 1M
- -7.78%
- YTD
- -2.47%
- 6M
- -4.68%
- 1Y
- -5.06%
- 3Y*
- 3.10%
- 5Y*
- 1.51%
- 10Y*
- 8.12%
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ORIGX vs. ETEGX - Expense Ratio Comparison
ORIGX has a 1.60% expense ratio, which is higher than ETEGX's 1.21% expense ratio.
Return for Risk
ORIGX vs. ETEGX — Risk / Return Rank
ORIGX
ETEGX
ORIGX vs. ETEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Spectrum Alpha Fund (ORIGX) and Eaton Vance Small-Cap Fund (ETEGX). 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 | ETEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | -0.23 | +1.13 |
Sortino ratioReturn per unit of downside risk | 1.39 | -0.20 | +1.58 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.98 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | -0.31 | +1.74 |
Martin ratioReturn relative to average drawdown | 5.09 | -0.75 | +5.83 |
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 | ETEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | -0.23 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.08 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.41 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.27 | -0.02 |
Correlation
The correlation between ORIGX and ETEGX is 0.88, 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. ETEGX - Dividend Comparison
ORIGX's dividend yield for the trailing twelve months is around 0.58%, less than ETEGX's 8.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORIGX North Square Spectrum Alpha Fund | 0.58% | 0.00% | 0.00% | 0.00% | 78.80% | 15.09% | 12.73% | 16.48% | 20.15% | 0.00% | 6.54% | 6.73% |
ETEGX Eaton Vance Small-Cap Fund | 8.44% | 8.23% | 5.13% | 0.68% | 3.22% | 13.87% | 1.06% | 7.19% | 12.29% | 11.02% | 13.88% | 23.25% |
Drawdowns
ORIGX vs. ETEGX - Drawdown Comparison
The maximum ORIGX drawdown since its inception was -69.78%, roughly equal to the maximum ETEGX drawdown of -67.58%. Use the drawdown chart below to compare losses from any high point for ORIGX and ETEGX.
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Drawdown Indicators
| ORIGX | ETEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.78% | -67.58% | -2.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -13.05% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -38.60% | -24.30% | -14.30% |
Max Drawdown (10Y)Largest decline over 10 years | -69.78% | -36.66% | -33.12% |
Current DrawdownCurrent decline from peak | -23.99% | -13.88% | -10.11% |
Average DrawdownAverage peak-to-trough decline | -19.04% | -22.84% | +3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 5.47% | -1.63% |
Volatility
ORIGX vs. ETEGX - Volatility Comparison
North Square Spectrum Alpha Fund (ORIGX) has a higher volatility of 6.99% compared to Eaton Vance Small-Cap Fund (ETEGX) at 5.34%. This indicates that ORIGX's price experiences larger fluctuations and is considered to be riskier than ETEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORIGX | ETEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 5.34% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 11.16% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.23% | 19.73% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.83% | 18.76% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.82% | 19.82% | +9.00% |