ORSIX vs. ADVGX
Compare and contrast key facts about North Square Dynamic Small Cap Fund (ORSIX) and North Square Advisory Research Small Cap Value Fund (ADVGX).
ORSIX is managed by North Square. It was launched on Sep 30, 2015. ADVGX is managed by North Square. It was launched on Nov 16, 2009.
Performance
ORSIX vs. ADVGX - Performance Comparison
Loading graphics...
ORSIX vs. ADVGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORSIX North Square Dynamic Small Cap Fund | -1.98% | 10.44% | 14.94% | 29.16% | -18.46% | 24.36% | 19.34% | 27.72% | -9.57% | 15.63% |
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, ORSIX achieves a -1.98% return, which is significantly higher than ADVGX's -3.78% return. Over the past 10 years, ORSIX has outperformed ADVGX with an annualized return of 11.99%, while ADVGX has yielded a comparatively lower 10.25% annualized return.
ORSIX
- 1D
- -1.91%
- 1M
- -6.70%
- YTD
- -1.98%
- 6M
- 2.17%
- 1Y
- 18.48%
- 3Y*
- 14.90%
- 5Y*
- 7.50%
- 10Y*
- 11.99%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ORSIX vs. ADVGX - Expense Ratio Comparison
ORSIX has a 1.36% expense ratio, which is higher than ADVGX's 0.95% expense ratio.
Return for Risk
ORSIX vs. ADVGX — Risk / Return Rank
ORSIX
ADVGX
ORSIX vs. ADVGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Dynamic Small Cap Fund (ORSIX) 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.
| ORSIX | ADVGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.54 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.23 | 0.93 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.12 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.67 | +0.44 |
Martin ratioReturn relative to average drawdown | 4.42 | 1.69 | +2.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ORSIX | ADVGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.54 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.38 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.49 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.53 | -0.03 |
Correlation
The correlation between ORSIX and ADVGX is 0.87, 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
ORSIX vs. ADVGX - Dividend Comparison
ORSIX's dividend yield for the trailing twelve months is around 2.88%, less than ADVGX's 5.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORSIX North Square Dynamic Small Cap Fund | 2.88% | 2.82% | 5.56% | 0.16% | 0.21% | 46.91% | 1.85% | 0.26% | 21.64% | 0.31% | 0.29% | 0.37% |
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
ORSIX vs. ADVGX - Drawdown Comparison
The maximum ORSIX drawdown since its inception was -42.58%, roughly equal to the maximum ADVGX drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for ORSIX and ADVGX.
Loading graphics...
Drawdown Indicators
| ORSIX | ADVGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.58% | -41.34% | -1.24% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -14.92% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -27.69% | -3.63% |
Max Drawdown (10Y)Largest decline over 10 years | -42.58% | -41.34% | -1.24% |
Current DrawdownCurrent decline from peak | -9.00% | -11.54% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -5.59% | -2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 5.85% | -2.37% |
Volatility
ORSIX vs. ADVGX - Volatility Comparison
North Square Dynamic Small Cap Fund (ORSIX) has a higher volatility of 6.56% compared to North Square Advisory Research Small Cap Value Fund (ADVGX) at 6.14%. This indicates that ORSIX's price experiences larger fluctuations and is considered to be riskier than ADVGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ORSIX | ADVGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 6.14% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 13.43% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.56% | 23.46% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 21.21% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.30% | 20.92% | +2.38% |