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ORSIX vs. HASCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ORSIX vs. HASCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in North Square Dynamic Small Cap Fund (ORSIX) and Harbor Small Cap Value Fund (HASCX). The values are adjusted to include any dividend payments, if applicable.

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ORSIX vs. HASCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HASCX
Harbor Small Cap Value Fund
8.12%3.78%10.93%15.18%-9.59%14.55%13.15%28.97%-16.16%21.63%

Returns By Period

In the year-to-date period, ORSIX achieves a -1.98% return, which is significantly lower than HASCX's 8.12% return. Over the past 10 years, ORSIX has outperformed HASCX with an annualized return of 11.99%, while HASCX has yielded a comparatively lower 10.24% 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%

HASCX

1D
-1.56%
1M
-8.37%
YTD
8.12%
6M
10.62%
1Y
24.67%
3Y*
10.76%
5Y*
5.48%
10Y*
10.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ORSIX vs. HASCX - Expense Ratio Comparison

ORSIX has a 1.36% expense ratio, which is higher than HASCX's 0.87% expense ratio.


Return for Risk

ORSIX vs. HASCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ORSIX
ORSIX Risk / Return Rank: 3939
Overall Rank
ORSIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ORSIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
ORSIX Omega Ratio Rank: 3232
Omega Ratio Rank
ORSIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ORSIX Martin Ratio Rank: 4444
Martin Ratio Rank

HASCX
HASCX Risk / Return Rank: 6363
Overall Rank
HASCX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HASCX Sortino Ratio Rank: 6666
Sortino Ratio Rank
HASCX Omega Ratio Rank: 5757
Omega Ratio Rank
HASCX Calmar Ratio Rank: 6565
Calmar Ratio Rank
HASCX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ORSIX vs. HASCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for North Square Dynamic Small Cap Fund (ORSIX) and Harbor Small Cap Value Fund (HASCX). 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.


ORSIXHASCXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.16

-0.37

Sortino ratio

Return per unit of downside risk

1.23

1.64

-0.41

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

1.10

1.48

-0.38

Martin ratio

Return relative to average drawdown

4.42

5.74

-1.32

ORSIX vs. HASCX - Sharpe Ratio Comparison

The current ORSIX Sharpe Ratio is 0.79, which is lower than the HASCX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ORSIX and HASCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ORSIXHASCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.16

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.27

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.45

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.43

+0.07

Correlation

The correlation between ORSIX and HASCX is 0.92, 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. HASCX - Dividend Comparison

ORSIX's dividend yield for the trailing twelve months is around 2.88%, less than HASCX's 3.16% yield.


TTM20252024202320222021202020192018201720162015
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%
HASCX
Harbor Small Cap Value Fund
3.16%3.41%0.62%6.99%7.25%5.64%0.43%1.41%11.18%1.98%0.36%3.98%

Drawdowns

ORSIX vs. HASCX - Drawdown Comparison

The maximum ORSIX drawdown since its inception was -42.58%, smaller than the maximum HASCX drawdown of -58.90%. Use the drawdown chart below to compare losses from any high point for ORSIX and HASCX.


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Drawdown Indicators


ORSIXHASCXDifference

Max Drawdown

Largest peak-to-trough decline

-42.58%

-58.90%

+16.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-14.64%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-31.32%

-28.34%

-2.98%

Max Drawdown (10Y)

Largest decline over 10 years

-42.58%

-42.15%

-0.43%

Current Drawdown

Current decline from peak

-9.00%

-9.89%

+0.89%

Average Drawdown

Average peak-to-trough decline

-8.38%

-8.18%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

3.78%

-0.30%

Volatility

ORSIX vs. HASCX - Volatility Comparison

The current volatility for North Square Dynamic Small Cap Fund (ORSIX) is 6.56%, while Harbor Small Cap Value Fund (HASCX) has a volatility of 7.21%. This indicates that ORSIX experiences smaller price fluctuations and is considered to be less risky than HASCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ORSIXHASCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

7.21%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

14.09%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

22.56%

21.45%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.48%

20.63%

+1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.30%

22.80%

+0.50%