SRFMX vs. ORDNX
Compare and contrast key facts about Sarofim Equity Fund (SRFMX) and North Square Preferred and Income Securities Fund (ORDNX).
SRFMX is managed by Sarofim. It was launched on Jan 17, 2014. ORDNX is managed by North Square. It was launched on Jun 28, 2013.
Performance
SRFMX vs. ORDNX - Performance Comparison
Loading graphics...
SRFMX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRFMX Sarofim Equity Fund | -7.46% | 11.35% | 13.67% | 21.41% | -19.20% | 27.72% | 24.38% | 35.64% | -6.98% | 25.90% |
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, SRFMX achieves a -7.46% return, which is significantly lower than ORDNX's -0.77% return. Both investments have delivered pretty close results over the past 10 years, with SRFMX having a 11.81% annualized return and ORDNX not far behind at 11.45%.
SRFMX
- 1D
- 2.91%
- 1M
- -5.55%
- YTD
- -7.46%
- 6M
- -5.39%
- 1Y
- 5.94%
- 3Y*
- 10.19%
- 5Y*
- 6.87%
- 10Y*
- 11.81%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SRFMX vs. ORDNX - Expense Ratio Comparison
SRFMX has a 0.70% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Return for Risk
SRFMX vs. ORDNX — Risk / Return Rank
SRFMX
ORDNX
SRFMX vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sarofim Equity Fund (SRFMX) 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.
| SRFMX | ORDNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 1.92 | -1.56 |
Sortino ratioReturn per unit of downside risk | 0.65 | 2.42 | -1.77 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.43 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.87 | -1.30 |
Martin ratioReturn relative to average drawdown | 2.15 | 7.04 | -4.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SRFMX | ORDNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 1.92 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 1.08 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.81 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.73 | -0.21 |
Correlation
The correlation between SRFMX and ORDNX is 0.72, 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
SRFMX vs. ORDNX - Dividend Comparison
SRFMX's dividend yield for the trailing twelve months is around 34.61%, more than ORDNX's 6.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRFMX Sarofim Equity Fund | 34.61% | 31.88% | 18.62% | 11.14% | 8.76% | 8.36% | 7.36% | 5.03% | 7.42% | 5.41% | 1.68% | 0.00% |
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
SRFMX vs. ORDNX - Drawdown Comparison
The maximum SRFMX drawdown since its inception was -32.46%, smaller than the maximum ORDNX drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for SRFMX and ORDNX.
Loading graphics...
Drawdown Indicators
| SRFMX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.46% | -34.40% | +1.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -2.66% | -9.39% |
Max Drawdown (5Y)Largest decline over 5 years | -27.63% | -18.77% | -8.86% |
Max Drawdown (10Y)Largest decline over 10 years | -32.46% | -34.40% | +1.94% |
Current DrawdownCurrent decline from peak | -9.37% | -2.15% | -7.22% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -3.86% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 0.71% | +2.52% |
Volatility
SRFMX vs. ORDNX - Volatility Comparison
Sarofim Equity Fund (SRFMX) has a higher volatility of 5.47% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.18%. This indicates that SRFMX'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.
Loading graphics...
Volatility by Period
| SRFMX | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 1.18% | +4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 1.74% | +7.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 2.66% | +15.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.01% | 7.08% | +10.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.59% | 14.24% | +4.35% |