Marina Endicott's third novel opens in January 1912, as three girls and their mother are trudging through the snow to an audition at a vaudeville theatre in western Canada. Scene follows lucid, immediate scene, and the story opens out. We follow the Avery family into a world of greasepaint, joke dialogue ("I was living the life of Riley ..." "And then what happened?" "Riley came home"), friends, enemies, and apprenticeships in the craft of entertaining people. It's important that these girls learn as much as they can, not so much because they're in pursuit of stardom but because they're trying to make a living on the stage.

The sisters rarely complain of hunger, but when one of them bends over in the bathtub, her back makes her need for better nourishment visible: "each nub of bone raised like a long set of knuckles, running down her spine". Flora Avery, head of the family, works hard to get her girls where they need to be, introducing herself with a wit that advertises her daughters' potential: "My aunt, not by blood, was Plymouth brethren. She wanted me to be renamed, but Thankful I was not."

Aurora, Clover and Bella Avery have one thing in common  they are brave. You've got to be, in order to face the crowd beyond the footlights: "Bits of people's heads and eyes and teeth showed in the darkness, that same breathing noise continuing, the swell and ebb of the audience's desire to be pleased." Aurora is the eldest, and drawn to the abstract persona of the artist because it removes her from ordinary human interaction and allows her to inhabit a space where she's "not pretending, not folding herself small to fit in someone else's grasp". Clover, the self-effacing middle sister, isn't really a performer as such  she's an observer who makes a few crucial adjustments to her reports before she performs them. We watch her watching her sisters and their fellow performers until finally necessity forces her to offer a stage act all her own, a comic monologue in the voice of the landlady of a dodgy boarding house from which the Averys had a narrow escape.

The moment Clover's act captures was actually a dire one, both for the boarders, who must find somewhere else to sleep, and for the landlady, whose fear that she'll receive news of her soldier son's death causes her to drink herself stupid and allow cockroaches free rein in the bedrooms. But Clover's monologue makes the audience laugh and laugh, and even the landlady herself enjoys it without recognising the source of it. Clover's approach to vaudeville touches on one of the points that this long, big-hearted novel makes about the necessity of art. In taking the truth and shaving away the facts that make it specific, Clover doesn't make the memory any less painful or awkward for herself, but she deepens its dimensions until that desperate chapter of her autobiography affects and includes people who weren't even there. As her beau, Victor, says of art later on: "It does not ask us to understand it, only to be present."

Then there's the youngest sister, Bella, whose fondness for admiration means she gets the most fun out of being on stage. Not that that prevents her from being something of a resigned realist: "She was the prettiest and the youngest but she was the worst singer, and she had the biggest feet already. It was sad."

The Avery sisters have far greater sadness than this in their past; their father and little brother are dead, and part of their struggle is to reveal their emotion onstage without subtracting from its reality. The world of The Little Shadows is populated with show people, but part of its brilliance lies in its understatement. There's a great deal of skill at work in the telling of this tale  the tender yet unsentimental characterisation, the light touch with which Endicott handles the drama and humiliation of, variously, first love, sibling rebellion and Aurora's marriage of convenience to a much older theatre producer. But this is also a book that moves the reader who gives themselves over to it; you laugh, feel intense embarrassment, say "Oh no!" aloud to the pages. In other words, here art goes hand in hand with artifice, just as those captivating Avery women would have it.

 Helen Oyeyemi's Mr Fox is published by Picador.