WVALX vs. ORDNX
WVALX (Weitz Value Fund) and ORDNX (North Square Preferred and Income Securities Fund) are both mutual funds - WVALX is a Large Cap Blend Equities fund managed by Weitz, while ORDNX is a Preferred Stock fund managed by North Square. Over the past 10 years, WVALX returned 9.55%/yr vs 11.21%/yr for ORDNX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. WVALX charges 1.04%/yr vs 1.27%/yr for ORDNX.
Performance
WVALX vs. ORDNX - Performance Comparison
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Returns By Period
In the year-to-date period, WVALX achieves a -1.33% return, which is significantly lower than ORDNX's 1.10% return. Over the past 10 years, WVALX has underperformed ORDNX with an annualized return of 9.55%, while ORDNX has yielded a comparatively higher 11.21% annualized return.
WVALX
- 1D
- 1.15%
- 1M
- 2.32%
- 6M
- -0.54%
- YTD
- -1.33%
- 1Y
- 0.97%
- 3Y*
- 5.55%
- 5Y*
- 2.96%
- 10Y*
- 9.55%
- ALL TIME*
- 9.13%
ORDNX
- 1D
- 0.00%
- 1M
- -0.86%
- 6M
- 0.40%
- YTD
- 1.10%
- 1Y
- 3.83%
- 3Y*
- 9.48%
- 5Y*
- 5.87%
- 10Y*
- 11.21%
- ALL TIME*
- 10.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
WVALX Weitz Value Fund | $0.00 | $0.00 | $0.00 |
WVALX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WVALX Weitz Value Fund | -1.33% | -0.21% | 12.76% | 29.72% | -22.89% | 26.86% | 18.41% | 34.16% | -4.88% | 15.60% |
ORDNX North Square Preferred and Income Securities Fund | 1.10% | 7.30% | 14.81% | 15.24% | -14.22% | 27.51% | 12.29% | 31.10% | -0.98% | 20.57% |
Correlation
The correlation between WVALX and ORDNX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.67 |
Over the past year, the correlation between WVALX and ORDNX has dropped to 0.40 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
WVALX vs. ORDNX — Risk / Return Rank
WVALX
ORDNX
WVALX vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) 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.
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.
| WVALX | ORDNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.33 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.43 | -1.47 |
| Martin ratioReturn relative to average drawdown | -0.11 | 5.76 | -5.87 |
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Drawdowns
WVALX vs. ORDNX - Drawdown Comparison
The maximum WVALX drawdown since its inception was -61.96%, which is greater than ORDNX's maximum drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for WVALX and ORDNX.
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Drawdown Indicators
| WVALX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.96% | -34.40% | -27.56% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -2.66% | -14.79% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -5.50% | -14.42% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -18.77% | -10.59% |
Max Drawdown (10Y)Largest decline over 10 years | -32.57% | -34.40% | +1.83% |
Current DrawdownCurrent decline from peak | -6.90% | -0.90% | -6.00% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -3.77% | -3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 0.66% | +6.32% |
Volatility
WVALX vs. ORDNX - Volatility Comparison
Weitz Value Fund (WVALX) has a higher volatility of 4.30% compared to North Square Preferred and Income Securities Fund (ORDNX) at 0.47%. This indicates that WVALX'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
| WVALX | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 0.47% | +3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 2.00% | +9.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 2.30% | +12.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 6.39% | +11.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 14.07% | +4.18% |
WVALX vs. ORDNX - Expense Ratio Comparison
WVALX has a 1.04% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Dividends
WVALX vs. ORDNX - Dividend Comparison
WVALX's dividend yield for the trailing twelve months is around 22.12%, more than ORDNX's 6.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORDNX North Square Preferred and Income Securities Fund | 6.78% | 6.99% | 5.50% | 5.72% | 15.30% | 8.48% | 2.77% | 1.85% | 3.13% | 1.22% | 2.65% | 2.98% |
WVALX Weitz Value Fund | 22.12% | 21.83% | 11.03% | 5.38% | 14.15% | 3.77% | 9.12% | 4.70% | 10.95% | 7.16% | 0.00% | 12.93% |
Frequently Asked Questions
WVALX and ORDNX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WVALX has higher volatility (4.30%) compared to ORDNX (0.47%). In terms of maximum drawdown, WVALX dropped -61.96% vs ORDNX's -34.40%.
ORDNX currently has the higher Sharpe Ratio (1.65 vs -0.05), 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.
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