ORILX vs. AAAAX
Compare and contrast key facts about North Square Multi Strategy Fund (ORILX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
ORILX is managed by North Square. It was launched on Feb 28, 1999. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
ORILX vs. AAAAX - Performance Comparison
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ORILX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORILX North Square Multi Strategy Fund | -3.49% | 12.28% | 12.14% | 18.00% | -16.48% | 21.16% | 16.98% | 25.10% | -9.12% | 26.36% |
AAAAX DWS RREEF Real Assets Fund - Class A | 8.59% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.36% | 14.67% |
Returns By Period
In the year-to-date period, ORILX achieves a -3.49% return, which is significantly lower than AAAAX's 8.59% return. Over the past 10 years, ORILX has outperformed AAAAX with an annualized return of 9.50%, while AAAAX has yielded a comparatively lower 7.28% annualized return.
ORILX
- 1D
- -0.29%
- 1M
- -6.85%
- YTD
- -3.49%
- 6M
- -1.83%
- 1Y
- 9.85%
- 3Y*
- 11.40%
- 5Y*
- 6.46%
- 10Y*
- 9.50%
AAAAX
- 1D
- 0.36%
- 1M
- -4.37%
- YTD
- 8.59%
- 6M
- 10.72%
- 1Y
- 16.80%
- 3Y*
- 9.80%
- 5Y*
- 6.74%
- 10Y*
- 7.28%
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ORILX vs. AAAAX - Expense Ratio Comparison
ORILX has a 0.79% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
ORILX vs. AAAAX — Risk / Return Rank
ORILX
AAAAX
ORILX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Multi Strategy Fund (ORILX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.
| ORILX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.49 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.15 | 2.00 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.30 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.80 | -0.88 |
Martin ratioReturn relative to average drawdown | 4.03 | 9.69 | -5.66 |
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
| ORILX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.49 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.56 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.58 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.38 | -0.03 |
Correlation
The correlation between ORILX and AAAAX is 0.72, 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
ORILX vs. AAAAX - Dividend Comparison
ORILX's dividend yield for the trailing twelve months is around 11.91%, more than AAAAX's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORILX North Square Multi Strategy Fund | 11.91% | 11.49% | 1.96% | 1.15% | 47.95% | 6.08% | 0.00% | 6.54% | 54.03% | 0.00% | 0.00% | 0.00% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.26% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
ORILX vs. AAAAX - Drawdown Comparison
The maximum ORILX drawdown since its inception was -50.59%, which is greater than AAAAX's maximum drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for ORILX and AAAAX.
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Drawdown Indicators
| ORILX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.59% | -40.47% | -10.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.41% | -9.55% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.71% | -22.62% | -0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -32.12% | -29.41% | -2.71% |
Current DrawdownCurrent decline from peak | -7.30% | -4.57% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -6.89% | -3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.77% | +0.37% |
Volatility
ORILX vs. AAAAX - Volatility Comparison
North Square Multi Strategy Fund (ORILX) has a higher volatility of 3.86% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 3.03%. This indicates that ORILX's price experiences larger fluctuations and is considered to be riskier than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORILX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.03% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 7.22% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.07% | 11.60% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.23% | 12.18% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 12.66% | +3.12% |