ORIGX vs. ORSIX
ORIGX (North Square Spectrum Alpha Fund) and ORSIX (North Square Dynamic Small Cap Fund) are both mutual funds - ORIGX is a Small Cap Growth Equities fund managed by North Square, while ORSIX is a Small Cap Blend Equities fund managed by North Square. Over the past 10 years, ORIGX returned 10.09%/yr vs 13.91%/yr for ORSIX. Their correlation of 0.93 means they have usually moved in the same direction. ORIGX charges 1.60%/yr vs 1.36%/yr for ORSIX.
Performance
ORIGX vs. ORSIX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ORIGX having a 21.07% return and ORSIX slightly lower at 20.12%. Over the past 10 years, ORIGX has underperformed ORSIX with an annualized return of 10.09%, while ORSIX has yielded a comparatively higher 13.91% annualized return.
ORIGX
- 1D
- -0.37%
- 1M
- -1.27%
- 6M
- 14.00%
- YTD
- 21.07%
- 1Y
- 35.97%
- 3Y*
- 17.79%
- 5Y*
- 6.95%
- 10Y*
- 10.09%
- ALL TIME*
- 9.42%
ORSIX
- 1D
- -0.61%
- 1M
- -1.12%
- 6M
- 13.34%
- YTD
- 20.12%
- 1Y
- 39.42%
- 3Y*
- 18.45%
- 5Y*
- 11.47%
- 10Y*
- 13.91%
- ALL TIME*
- 13.31%
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 |
ORIGX vs. ORSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORIGX North Square Spectrum Alpha Fund | 21.07% | 9.45% | 15.06% | 24.70% | -27.57% | 10.38% | 29.92% | 22.34% | -7.09% | 18.20% |
ORSIX North Square Dynamic Small Cap Fund | 20.12% | 10.44% | 14.94% | 29.16% | -18.46% | 24.36% | 19.34% | 27.72% | -9.57% | 15.63% |
Correlation
The correlation between ORIGX and ORSIX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2015 | 0.93 |
The correlation between ORIGX and ORSIX has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.
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Return for Risk
ORIGX vs. ORSIX — Risk / Return Rank
ORIGX
ORSIX
ORIGX vs. ORSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Spectrum Alpha Fund (ORIGX) and North Square Dynamic Small Cap Fund (ORSIX). 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.
| ORIGX | ORSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.33 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 4.08 | -0.58 |
| Martin ratioReturn relative to average drawdown | 10.87 | 13.87 | -3.00 |
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Drawdowns
ORIGX vs. ORSIX - Drawdown Comparison
The maximum ORIGX drawdown since its inception was -49.06%, which is greater than ORSIX's maximum drawdown of -42.58%. Use the drawdown chart below to compare losses from any high point for ORIGX and ORSIX.
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Drawdown Indicators
| ORIGX | ORSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.06% | -42.58% | -6.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -9.00% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -26.25% | -26.57% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -38.60% | -31.32% | -7.28% |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | -42.58% | +3.20% |
Current DrawdownCurrent decline from peak | -2.60% | -2.55% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -8.16% | -2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.65% | +0.43% |
Volatility
ORIGX vs. ORSIX - Volatility Comparison
The current volatility for North Square Spectrum Alpha Fund (ORIGX) is 3.88%, while North Square Dynamic Small Cap Fund (ORSIX) has a volatility of 4.16%. This indicates that ORIGX experiences smaller price fluctuations and is considered to be less risky than ORSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORIGX | ORSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 4.16% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.07% | 14.09% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.05% | 18.97% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 22.49% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 23.32% | -1.80% |
ORIGX vs. ORSIX - Expense Ratio Comparison
ORIGX has a 1.60% expense ratio, which is higher than ORSIX's 1.36% expense ratio.
Dividends
ORIGX vs. ORSIX - Dividend Comparison
ORIGX's dividend yield for the trailing twelve months is around 0.48%, less than ORSIX's 2.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORIGX North Square Spectrum Alpha Fund | 0.48% | 0.00% | 0.00% | 0.00% | 78.80% | 15.09% | 12.73% | 16.48% | 20.15% | 146.42% | 6.54% | 6.73% |
ORSIX North Square Dynamic Small Cap Fund | 2.35% | 2.82% | 5.56% | 0.16% | 0.21% | 46.91% | 1.85% | 0.26% | 21.64% | 0.31% | 0.29% | 0.37% |
Frequently Asked Questions
With a correlation of 0.97, ORIGX and ORSIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
ORSIX has higher volatility (4.16%) compared to ORIGX (3.88%). In terms of maximum drawdown, ORIGX dropped -49.06% vs ORSIX's -42.58%.
ORSIX currently has the higher Sharpe Ratio (1.94 vs 1.86), 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.
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