RTDYX vs. ORDNX
Compare and contrast key facts about Russell Investments Multifactor U.S. Equity Fund (RTDYX) and North Square Preferred and Income Securities Fund (ORDNX).
RTDYX is managed by Russell. It was launched on Jul 31, 2014. ORDNX is managed by North Square. It was launched on Jun 28, 2013.
Performance
RTDYX vs. ORDNX - Performance Comparison
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RTDYX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | -3.50% | 16.05% | 22.01% | 24.92% | -16.48% | 27.22% | 13.88% | 30.27% | -7.16% | 21.59% |
ORDNX North Square Preferred and Income Securities Fund | -0.77% | 7.30% | 14.81% | 15.24% | -14.22% | 27.51% | 12.29% | 31.10% | -0.98% | 20.57% |
Returns By Period
In the year-to-date period, RTDYX achieves a -3.50% return, which is significantly lower than ORDNX's -0.77% return. Over the past 10 years, RTDYX has outperformed ORDNX with an annualized return of 12.92%, while ORDNX has yielded a comparatively lower 11.45% annualized return.
RTDYX
- 1D
- 2.84%
- 1M
- -4.67%
- YTD
- -3.50%
- 6M
- -1.78%
- 1Y
- 17.19%
- 3Y*
- 16.79%
- 5Y*
- 10.87%
- 10Y*
- 12.92%
ORDNX
- 1D
- 0.43%
- 1M
- -1.55%
- YTD
- -0.77%
- 6M
- -0.18%
- 1Y
- 5.08%
- 3Y*
- 12.10%
- 5Y*
- 7.57%
- 10Y*
- 11.45%
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RTDYX vs. ORDNX - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Return for Risk
RTDYX vs. ORDNX — Risk / Return Rank
RTDYX
ORDNX
RTDYX vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Multifactor U.S. Equity Fund (RTDYX) and North Square Preferred and Income Securities Fund (ORDNX). 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.
| RTDYX | ORDNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.92 | -0.95 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.42 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.87 | -0.40 |
Martin ratioReturn relative to average drawdown | 7.28 | 7.04 | +0.24 |
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
| RTDYX | ORDNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.92 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 1.08 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.81 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.73 | -0.18 |
Correlation
The correlation between RTDYX and ORDNX is 0.73, 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
RTDYX vs. ORDNX - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 36.45%, more than ORDNX's 6.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | 36.45% | 35.18% | 31.60% | 4.66% | 6.03% | 6.51% | 3.44% | 6.62% | 11.47% | 7.65% | 1.79% | 2.57% |
ORDNX North Square Preferred and Income Securities Fund | 6.74% | 6.99% | 5.50% | 5.72% | 15.30% | 8.48% | 2.77% | 1.85% | 3.13% | 1.22% | 2.65% | 2.98% |
Drawdowns
RTDYX vs. ORDNX - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -37.43%, which is greater than ORDNX's maximum drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for RTDYX and ORDNX.
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Drawdown Indicators
| RTDYX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -34.40% | -3.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -2.66% | -9.77% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -18.77% | -18.66% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -34.40% | -3.03% |
Current DrawdownCurrent decline from peak | -16.96% | -2.15% | -14.81% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -3.86% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 0.71% | +1.81% |
Volatility
RTDYX vs. ORDNX - Volatility Comparison
Russell Investments Multifactor U.S. Equity Fund (RTDYX) has a higher volatility of 5.21% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.18%. This indicates that RTDYX's price experiences larger fluctuations and is considered to be riskier than ORDNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTDYX | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 1.18% | +4.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 1.74% | +7.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.31% | 2.66% | +15.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.43% | 7.08% | +17.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.10% | 14.24% | +7.86% |