ORSIX vs. NSIVX
Compare and contrast key facts about North Square Dynamic Small Cap Fund (ORSIX) and North Square Altrinsic International Equity Fund (NSIVX).
ORSIX is managed by North Square. It was launched on Sep 30, 2015. NSIVX is managed by North Square. It was launched on Dec 3, 2020.
Performance
ORSIX vs. NSIVX - Performance Comparison
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ORSIX vs. NSIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ORSIX North Square Dynamic Small Cap Fund | -1.98% | 10.44% | 14.94% | 29.16% | -18.46% | 24.36% | 3.08% |
NSIVX North Square Altrinsic International Equity Fund | -3.34% | 25.40% | 3.65% | 14.88% | -8.10% | 6.38% | 1.71% |
Returns By Period
In the year-to-date period, ORSIX achieves a -1.98% return, which is significantly higher than NSIVX's -3.34% return.
ORSIX
- 1D
- -1.91%
- 1M
- -7.46%
- YTD
- -1.98%
- 6M
- 2.49%
- 1Y
- 18.31%
- 3Y*
- 14.90%
- 5Y*
- 7.50%
- 10Y*
- 11.99%
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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ORSIX vs. NSIVX - Expense Ratio Comparison
ORSIX has a 1.36% expense ratio, which is higher than NSIVX's 0.97% expense ratio.
Return for Risk
ORSIX vs. NSIVX — Risk / Return Rank
ORSIX
NSIVX
ORSIX vs. NSIVX - 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 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.
| ORSIX | NSIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.72 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.06 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.88 | +0.22 |
Martin ratioReturn relative to average drawdown | 4.42 | 3.32 | +1.10 |
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 | NSIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.72 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.47 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.52 | -0.02 |
Correlation
The correlation between ORSIX and NSIVX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ORSIX vs. NSIVX - Dividend Comparison
ORSIX's dividend yield for the trailing twelve months is around 2.88%, less than NSIVX's 11.38% 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% |
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% | 0.00% | 0.00% | 0.00% |
Drawdowns
ORSIX vs. NSIVX - Drawdown Comparison
The maximum ORSIX drawdown since its inception was -42.58%, which is greater than NSIVX's maximum drawdown of -25.86%. Use the drawdown chart below to compare losses from any high point for ORSIX and NSIVX.
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Drawdown Indicators
| ORSIX | NSIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.58% | -25.86% | -16.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -10.83% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -25.86% | -5.46% |
Max Drawdown (10Y)Largest decline over 10 years | -42.58% | — | — |
Current DrawdownCurrent decline from peak | -9.00% | -10.36% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -4.79% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 2.88% | +0.60% |
Volatility
ORSIX vs. NSIVX - Volatility Comparison
North Square Dynamic Small Cap Fund (ORSIX) has a higher volatility of 6.56% compared to North Square Altrinsic International Equity Fund (NSIVX) at 5.21%. This indicates that ORSIX's price experiences larger fluctuations and is considered to be riskier 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
| ORSIX | NSIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 5.21% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 8.74% | +4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.56% | 14.67% | +7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 13.68% | +8.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.30% | 13.58% | +9.72% |