ORSIX vs. BOSOX
Compare and contrast key facts about North Square Dynamic Small Cap Fund (ORSIX) and Boston Trust Small Cap Fund (BOSOX).
ORSIX is managed by North Square. It was launched on Sep 30, 2015. BOSOX is managed by Boston Trust Walden.
Performance
ORSIX vs. BOSOX - Performance Comparison
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ORSIX vs. BOSOX - 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% |
BOSOX Boston Trust Small Cap Fund | -4.10% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
Returns By Period
In the year-to-date period, ORSIX achieves a -1.98% return, which is significantly higher than BOSOX's -4.10% return. Over the past 10 years, ORSIX has outperformed BOSOX with an annualized return of 11.99%, while BOSOX has yielded a comparatively lower 9.28% 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%
BOSOX
- 1D
- -0.25%
- 1M
- -8.25%
- YTD
- -4.10%
- 6M
- -4.75%
- 1Y
- -4.04%
- 3Y*
- 3.34%
- 5Y*
- 3.57%
- 10Y*
- 9.28%
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ORSIX vs. BOSOX - Expense Ratio Comparison
ORSIX has a 1.36% expense ratio, which is higher than BOSOX's 1.00% expense ratio.
Return for Risk
ORSIX vs. BOSOX — Risk / Return Rank
ORSIX
BOSOX
ORSIX vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Dynamic Small Cap Fund (ORSIX) and Boston Trust Small Cap Fund (BOSOX). 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 | BOSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | -0.13 | +0.92 |
Sortino ratioReturn per unit of downside risk | 1.23 | -0.05 | +1.28 |
Omega ratioGain probability vs. loss probability | 1.16 | 0.99 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | -0.33 | +1.43 |
Martin ratioReturn relative to average drawdown | 4.42 | -1.03 | +5.44 |
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
| ORSIX | BOSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | -0.13 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.20 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.48 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.41 | +0.10 |
Correlation
The correlation between ORSIX and BOSOX is 0.90, 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. BOSOX - Dividend Comparison
ORSIX's dividend yield for the trailing twelve months is around 2.88%, less than BOSOX's 4.60% 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% |
BOSOX Boston Trust Small Cap Fund | 4.60% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
Drawdowns
ORSIX vs. BOSOX - Drawdown Comparison
The maximum ORSIX drawdown since its inception was -42.58%, smaller than the maximum BOSOX drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for ORSIX and BOSOX.
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Drawdown Indicators
| ORSIX | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.58% | -51.32% | +8.74% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -11.89% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -22.36% | -8.96% |
Max Drawdown (10Y)Largest decline over 10 years | -42.58% | -36.79% | -5.79% |
Current DrawdownCurrent decline from peak | -9.00% | -16.07% | +7.07% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -7.26% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.82% | -0.34% |
Volatility
ORSIX vs. BOSOX - Volatility Comparison
North Square Dynamic Small Cap Fund (ORSIX) has a higher volatility of 6.56% compared to Boston Trust Small Cap Fund (BOSOX) at 4.10%. This indicates that ORSIX's price experiences larger fluctuations and is considered to be riskier than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORSIX | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 4.10% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 10.48% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.56% | 18.96% | +3.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 17.82% | +4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.30% | 19.56% | +3.74% |