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SENCX vs. ORDNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SENCX vs. ORDNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Large Cap Focused Fund (SENCX) and North Square Preferred and Income Securities Fund (ORDNX). The values are adjusted to include any dividend payments, if applicable.

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SENCX vs. ORDNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SENCX
Touchstone Large Cap Focused Fund
-7.35%17.56%20.29%25.00%-17.55%25.26%23.83%47.43%-2.60%22.91%
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, SENCX achieves a -7.35% return, which is significantly lower than ORDNX's -0.77% return. Over the past 10 years, SENCX has outperformed ORDNX with an annualized return of 14.93%, while ORDNX has yielded a comparatively lower 11.45% annualized return.


SENCX

1D
3.22%
1M
-5.84%
YTD
-7.35%
6M
-4.50%
1Y
12.82%
3Y*
14.82%
5Y*
9.04%
10Y*
14.93%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SENCX vs. ORDNX - Expense Ratio Comparison

SENCX has a 0.99% expense ratio, which is lower than ORDNX's 1.27% expense ratio.


Return for Risk

SENCX vs. ORDNX — Risk / Return Rank

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

SENCX
SENCX Risk / Return Rank: 3131
Overall Rank
SENCX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SENCX Sortino Ratio Rank: 2828
Sortino Ratio Rank
SENCX Omega Ratio Rank: 3030
Omega Ratio Rank
SENCX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SENCX Martin Ratio Rank: 3535
Martin Ratio Rank

ORDNX
ORDNX Risk / Return Rank: 8383
Overall Rank
ORDNX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ORDNX Sortino Ratio Rank: 8787
Sortino Ratio Rank
ORDNX Omega Ratio Rank: 9191
Omega Ratio Rank
ORDNX Calmar Ratio Rank: 7575
Calmar Ratio Rank
ORDNX Martin Ratio Rank: 7070
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.

SENCX vs. ORDNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Cap Focused Fund (SENCX) 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.


SENCXORDNXDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.92

-1.22

Sortino ratio

Return per unit of downside risk

1.13

2.42

-1.29

Omega ratio

Gain probability vs. loss probability

1.17

1.43

-0.26

Calmar ratio

Return relative to maximum drawdown

1.10

1.87

-0.77

Martin ratio

Return relative to average drawdown

4.10

7.04

-2.95

SENCX vs. ORDNX - Sharpe Ratio Comparison

The current SENCX Sharpe Ratio is 0.70, which is lower than the ORDNX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SENCX and ORDNX, 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


SENCXORDNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.92

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

1.08

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.81

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.73

-0.12

Correlation

The correlation between SENCX and ORDNX is 0.74, 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

SENCX vs. ORDNX - Dividend Comparison

SENCX's dividend yield for the trailing twelve months is around 1.58%, less than ORDNX's 6.74% yield.


TTM20252024202320222021202020192018201720162015
SENCX
Touchstone Large Cap Focused Fund
1.58%1.46%0.66%0.65%1.58%6.74%5.59%23.32%12.26%17.28%7.08%9.70%
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

SENCX vs. ORDNX - Drawdown Comparison

The maximum SENCX drawdown since its inception was -51.89%, which is greater than ORDNX's maximum drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for SENCX and ORDNX.


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Drawdown Indicators


SENCXORDNXDifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

-34.40%

-17.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-2.66%

-9.61%

Max Drawdown (5Y)

Largest decline over 5 years

-27.82%

-18.77%

-9.05%

Max Drawdown (10Y)

Largest decline over 10 years

-31.56%

-34.40%

+2.84%

Current Drawdown

Current decline from peak

-9.38%

-2.15%

-7.23%

Average Drawdown

Average peak-to-trough decline

-6.39%

-3.86%

-2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

0.71%

+2.59%

Volatility

SENCX vs. ORDNX - Volatility Comparison

Touchstone Large Cap Focused Fund (SENCX) has a higher volatility of 5.68% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.18%. This indicates that SENCX'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


SENCXORDNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

1.18%

+4.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

1.74%

+7.97%

Volatility (1Y)

Calculated over the trailing 1-year period

18.72%

2.66%

+16.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

7.08%

+9.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

14.24%

+4.24%