VOLMX vs. ORDNX
Compare and contrast key facts about Volumetric Fund (VOLMX) and North Square Preferred and Income Securities Fund (ORDNX).
VOLMX is managed by Volumetric. It was launched on Jan 2, 1979. ORDNX is managed by North Square. It was launched on Jun 28, 2013.
Performance
VOLMX vs. ORDNX - Performance Comparison
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VOLMX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | -3.33% | 1.52% | 5.77% | 12.57% | -14.29% | 17.79% | 10.05% | 20.13% | -10.31% | 9.08% |
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, VOLMX achieves a -3.33% return, which is significantly lower than ORDNX's -0.77% return. Over the past 10 years, VOLMX has underperformed ORDNX with an annualized return of 4.44%, while ORDNX has yielded a comparatively higher 11.45% annualized return.
VOLMX
- 1D
- 2.36%
- 1M
- -4.85%
- YTD
- -3.33%
- 6M
- -3.67%
- 1Y
- 3.12%
- 3Y*
- 4.43%
- 5Y*
- 2.10%
- 10Y*
- 4.44%
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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VOLMX vs. ORDNX - Expense Ratio Comparison
VOLMX has a 1.89% expense ratio, which is higher than ORDNX's 1.27% expense ratio.
Return for Risk
VOLMX vs. ORDNX — Risk / Return Rank
VOLMX
ORDNX
VOLMX vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Volumetric Fund (VOLMX) 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.
| VOLMX | ORDNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 1.92 | -1.66 |
Sortino ratioReturn per unit of downside risk | 0.46 | 2.42 | -1.96 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.43 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.87 | -1.43 |
Martin ratioReturn relative to average drawdown | 1.62 | 7.04 | -5.43 |
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
| VOLMX | ORDNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 1.92 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 1.08 | -0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.81 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.73 | -0.45 |
Correlation
The correlation between VOLMX 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
VOLMX vs. ORDNX - Dividend Comparison
VOLMX's dividend yield for the trailing twelve months is around 1.96%, less than ORDNX's 6.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | 1.96% | 1.89% | 0.00% | 3.28% | 5.47% | 8.02% | 1.03% | 3.36% | 2.39% | 0.00% | 0.00% | 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
VOLMX vs. ORDNX - Drawdown Comparison
The maximum VOLMX drawdown since its inception was -49.79%, which is greater than ORDNX's maximum drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for VOLMX and ORDNX.
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Drawdown Indicators
| VOLMX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.79% | -34.40% | -15.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.86% | -2.66% | -7.20% |
Max Drawdown (5Y)Largest decline over 5 years | -24.09% | -18.77% | -5.32% |
Max Drawdown (10Y)Largest decline over 10 years | -28.21% | -34.40% | +6.19% |
Current DrawdownCurrent decline from peak | -13.73% | -2.15% | -11.58% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -3.86% | -5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 0.71% | +1.99% |
Volatility
VOLMX vs. ORDNX - Volatility Comparison
Volumetric Fund (VOLMX) has a higher volatility of 4.43% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.18%. This indicates that VOLMX'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
| VOLMX | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 1.18% | +3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.55% | 1.74% | +6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.59% | 2.66% | +11.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 7.08% | +6.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 14.24% | +0.32% |