SWPPX vs. ORDNX
Compare and contrast key facts about Schwab S&P 500 Index Fund (SWPPX) and North Square Preferred and Income Securities Fund (ORDNX).
SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997. ORDNX is managed by North Square. It was launched on Jun 28, 2013.
Performance
SWPPX vs. ORDNX - Performance Comparison
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SWPPX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | -4.39% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
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, SWPPX achieves a -4.39% return, which is significantly lower than ORDNX's -0.77% return. Over the past 10 years, SWPPX has outperformed ORDNX with an annualized return of 14.04%, while ORDNX has yielded a comparatively lower 11.45% annualized return.
SWPPX
- 1D
- 2.88%
- 1M
- -5.04%
- YTD
- -4.39%
- 6M
- -2.17%
- 1Y
- 17.28%
- 3Y*
- 18.27%
- 5Y*
- 11.76%
- 10Y*
- 14.04%
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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SWPPX vs. ORDNX - Expense Ratio Comparison
SWPPX has a 0.02% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Return for Risk
SWPPX vs. ORDNX — Risk / Return Rank
SWPPX
ORDNX
SWPPX vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) 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.
| SWPPX | ORDNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.92 | -0.95 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.42 | -0.94 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.87 | -0.35 |
Martin ratioReturn relative to average drawdown | 7.29 | 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
| SWPPX | 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 | 0.70 | 1.08 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.81 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.73 | -0.25 |
Correlation
The correlation between SWPPX and ORDNX is 0.76, 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
SWPPX vs. ORDNX - Dividend Comparison
SWPPX's dividend yield for the trailing twelve months is around 1.16%, less than ORDNX's 6.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.16% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
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
SWPPX vs. ORDNX - Drawdown Comparison
The maximum SWPPX drawdown since its inception was -55.06%, which is greater than ORDNX's maximum drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for SWPPX and ORDNX.
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Drawdown Indicators
| SWPPX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.06% | -34.40% | -20.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -2.66% | -9.44% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -18.77% | -5.74% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -34.40% | +0.60% |
Current DrawdownCurrent decline from peak | -6.26% | -2.15% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -3.86% | -6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 0.71% | +1.81% |
Volatility
SWPPX vs. ORDNX - Volatility Comparison
Schwab S&P 500 Index Fund (SWPPX) has a higher volatility of 5.36% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.18%. This indicates that SWPPX'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
| SWPPX | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 1.18% | +4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 1.74% | +7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 2.66% | +15.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 7.08% | +9.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 14.24% | +3.97% |