ORILX vs. NSIVX
Compare and contrast key facts about North Square Multi Strategy Fund (ORILX) and North Square Altrinsic International Equity Fund (NSIVX).
ORILX is managed by North Square. It was launched on Feb 28, 1999. NSIVX is managed by North Square. It was launched on Dec 3, 2020.
Performance
ORILX vs. NSIVX - Performance Comparison
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ORILX vs. NSIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ORILX North Square Multi Strategy Fund | -3.49% | 12.28% | 12.14% | 18.00% | -16.48% | 21.16% | 2.70% |
NSIVX North Square Altrinsic International Equity Fund | -3.34% | 25.40% | 3.65% | 14.88% | -8.10% | 6.38% | 1.71% |
Returns By Period
The year-to-date returns for both investments are quite close, with ORILX having a -3.49% return and NSIVX slightly higher at -3.34%.
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%
NSIVX
- 1D
- 0.52%
- 1M
- -10.36%
- YTD
- -3.34%
- 6M
- -0.90%
- 1Y
- 11.07%
- 3Y*
- 10.78%
- 5Y*
- 6.42%
- 10Y*
- —
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ORILX vs. NSIVX - Expense Ratio Comparison
ORILX has a 0.79% expense ratio, which is lower than NSIVX's 0.97% expense ratio.
Return for Risk
ORILX vs. NSIVX — Risk / Return Rank
ORILX
NSIVX
ORILX vs. NSIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Multi Strategy Fund (ORILX) and North Square Altrinsic International Equity Fund (NSIVX). 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 | NSIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.72 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.06 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.88 | +0.03 |
Martin ratioReturn relative to average drawdown | 4.03 | 3.32 | +0.71 |
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 | NSIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.72 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.47 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.52 | -0.17 |
Correlation
The correlation between ORILX and NSIVX is 0.74, 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. NSIVX - Dividend Comparison
ORILX's dividend yield for the trailing twelve months is around 11.91%, more than NSIVX's 11.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ORILX North Square Multi Strategy Fund | 11.91% | 11.49% | 1.96% | 1.15% | 47.95% | 6.08% | 0.00% | 6.54% | 54.03% |
NSIVX North Square Altrinsic International Equity Fund | 11.38% | 11.00% | 5.59% | 1.59% | 1.51% | 1.91% | 0.11% | 0.00% | 0.00% |
Drawdowns
ORILX vs. NSIVX - Drawdown Comparison
The maximum ORILX drawdown since its inception was -50.59%, which is greater than NSIVX's maximum drawdown of -25.86%. Use the drawdown chart below to compare losses from any high point for ORILX and NSIVX.
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Drawdown Indicators
| ORILX | NSIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.59% | -25.86% | -24.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.41% | -10.83% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -22.71% | -25.86% | +3.15% |
Max Drawdown (10Y)Largest decline over 10 years | -32.12% | — | — |
Current DrawdownCurrent decline from peak | -7.30% | -10.36% | +3.06% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -4.79% | -5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.88% | -0.74% |
Volatility
ORILX vs. NSIVX - Volatility Comparison
The current volatility for North Square Multi Strategy Fund (ORILX) is 3.86%, while North Square Altrinsic International Equity Fund (NSIVX) has a volatility of 5.21%. This indicates that ORILX experiences smaller price fluctuations and is considered to be less risky than NSIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORILX | NSIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 5.21% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 8.74% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.07% | 14.67% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.23% | 13.68% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 13.58% | +2.20% |