TRDIX vs. ADVGX

Last updated Jul 3, 2026

TRDIX (Transamerica Sustainable Equity Income Fund) and ADVGX (North Square Advisory Research Small Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, TRDIX returned 8.54%/yr vs 12.89%/yr for ADVGX. Their correlation of 0.85 suggests significant overlap in exposure. TRDIX charges 0.74%/yr vs 0.95%/yr for ADVGX.

Performance

TRDIX vs. ADVGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Sustainable Equity Income Fund (TRDIX) and North Square Advisory Research Small Cap Value Fund (ADVGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRDIX achieves a 18.76% return, which is significantly lower than ADVGX's 24.89% return. Over the past 10 years, TRDIX has underperformed ADVGX with an annualized return of 8.54%, while ADVGX has yielded a comparatively higher 12.89% annualized return.

TRDIX

• 1D: -0.58%
• 1M: 2.02%
• 6M: 18.76%
• YTD: 18.76%
• 1Y: 23.42%
• 3Y*: 17.32%
• 5Y*: 9.03%
• 10Y*: 8.54%

ADVGX

• 1D: -0.48%
• 1M: 12.08%
• 6M: 24.89%
• YTD: 24.89%
• 1Y: 30.68%
• 3Y*: 21.21%
• 5Y*: 12.11%
• 10Y*: 12.89%

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

TRDIX vs. ADVGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRDIX Transamerica Sustainable Equity Income Fund	18.76%	11.15%	16.62%	6.17%	-11.25%	22.44%	-7.53%	23.47%	-12.21%	16.22%
ADVGX North Square Advisory Research Small Cap Value Fund	24.89%	7.13%	15.52%	20.90%	-12.98%	29.94%	-2.61%	27.64%	-3.27%	19.60%

Correlation

The correlation between TRDIX and ADVGX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.85

The correlation between TRDIX and ADVGX shifts across timeframes, from 0.71 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TRDIX vs. ADVGX — Risk / Return Rank

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

TRDIX

TRDIX Risk / Return Rank: 62
TRDIX Sharpe Ratio Rank: 68
TRDIX Sortino Ratio Rank: 70
TRDIX Omega Ratio Rank: 63
TRDIX Calmar Ratio Rank: 51
TRDIX Martin Ratio Rank: 58

ADVGX

ADVGX Risk / Return Rank: 48
ADVGX Sharpe Ratio Rank: 53
ADVGX Sortino Ratio Rank: 59
ADVGX Omega Ratio Rank: 46
ADVGX Calmar Ratio Rank: 49
ADVGX Martin Ratio Rank: 33

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.

TRDIX vs. ADVGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Sustainable Equity Income Fund (TRDIX) and North Square Advisory Research Small Cap Value Fund (ADVGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TRDIX	ADVGX	Difference
Sharpe ratio: Return per unit of total volatility	1.88	1.71	+0.17
Sortino ratio: Return per unit of downside risk	2.70	2.52	+0.18
Omega ratio: Gain probability vs. loss probability	1.34	1.29	+0.04
Calmar ratio: Return relative to maximum drawdown	2.25	2.22	+0.03
Martin ratio: Return relative to average drawdown	9.34	5.91	+3.42

TRDIX vs. ADVGX - Sharpe Ratio Comparison

The current TRDIX Sharpe Ratio is 1.88, which is comparable to the ADVGX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of TRDIX and ADVGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TRDIX vs. ADVGX - Drawdown Comparison

The maximum TRDIX drawdown since its inception was -47.02%, which is greater than ADVGX's maximum drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for TRDIX and ADVGX.

Drawdown Indicators

	TRDIX	ADVGX	Difference
Max Drawdown Largest peak-to-trough decline	-47.02%	-41.34%	-5.68%
Max Drawdown (1Y) Largest decline over 1 year	-10.50%	-14.92%	+4.42%
Max Drawdown (3Y) Largest decline over 3 years	-15.15%	-27.69%	+12.54%
Max Drawdown (5Y) Largest decline over 5 years	-31.35%	-27.69%	-3.66%
Max Drawdown (10Y) Largest decline over 10 years	-47.02%	-41.34%	-5.68%
Current Drawdown Current decline from peak	-0.93%	-0.48%	-0.45%
Average Drawdown Average peak-to-trough decline	-8.92%	-5.54%	-3.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	5.59%	-3.06%

Volatility

TRDIX vs. ADVGX - Volatility Comparison

Transamerica Sustainable Equity Income Fund (TRDIX) and North Square Advisory Research Small Cap Value Fund (ADVGX) have volatilities of 5.08% and 5.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRDIX	ADVGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.08%	5.31%	-0.23%
Volatility (6M) Calculated over the trailing 6-month period	10.43%	14.37%	-3.94%
Volatility (1Y) Calculated over the trailing 1-year period	12.64%	19.50%	-6.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.98%	21.55%	-3.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.75%	21.06%	-1.31%

TRDIX vs. ADVGX - Expense Ratio Comparison

TRDIX has a 0.74% expense ratio, which is lower than ADVGX's 0.95% expense ratio.

Dividends

TRDIX vs. ADVGX - Dividend Comparison

TRDIX's dividend yield for the trailing twelve months is around 1.19%, less than ADVGX's 4.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADVGX North Square Advisory Research Small Cap Value Fund	4.55%	5.68%	1.16%	0.85%	6.87%	7.52%	11.47%	11.43%	41.46%	9.66%	7.34%	19.79%
TRDIX Transamerica Sustainable Equity Income Fund	1.19%	1.47%	8.93%	1.89%	2.13%	17.89%	2.19%	15.03%	20.64%	8.73%	16.84%	19.55%

Frequently Asked Questions

Can I hold both TRDIX and ADVGX in my portfolio?

TRDIX and ADVGX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TRDIX or ADVGX?

ADVGX has higher volatility (5.31%) compared to TRDIX (5.08%). In terms of maximum drawdown, TRDIX dropped -47.02% vs ADVGX's -41.34%.

Which has better risk-adjusted returns?

TRDIX currently has the higher Sharpe Ratio (1.88 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.