- ISIN
- US7429355883
- CUSIP
- 742935588
- Issuer
- Trillium Mutual Funds
- Inception Date
- Sep 29, 1999
- Category
- Global Equities
- Min. Investment
- $5,000
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
PORTX Performance Chart
Trillium ESG Global Equity Fund (PORTX) is up 7.5% since the beginning of the year. PORTX is currently trading at $60 per share. Investors who bought $1,000 worth of PORTX shares 5 years ago would now be looking at an investment worth $1,174.
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Returns By Period
Trillium ESG Global Equity Fund (PORTX) has returned 7.50% so far this year and 2.21% over the past 12 months. Over the last ten years, PORTX has returned 9.68% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Trillium ESG Global Equity Fund
- 1D
- 1.03%
- 1M
- 1.61%
- YTD
- 7.50%
- 6M
- 7.29%
- 1Y
- 2.21%
- 3Y*
- 6.79%
- 5Y*
- 3.26%
- 10Y*
- 9.68%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
PORTX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2000, PORTX's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Oct 2008 at -17.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, PORTX closed higher 53% of trading days. The best single day was Dec 11, 2024 with a return of +12.5%, while the worst single day was Dec 15, 2025 at -14.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.39% | -0.16% | -7.21% | 8.87% | 3.97% | 0.12% | 7.50% | ||||||
| 2025 | 4.57% | -4.23% | -2.49% | 2.53% | 6.01% | 3.55% | -0.93% | 2.94% | 1.59% | 1.63% | 0.14% | -12.73% | 1.15% |
| 2024 | -0.89% | 3.97% | 2.51% | -4.02% | 4.94% | 0.85% | 1.07% | 2.69% | 0.86% | -3.20% | 2.15% | -3.06% | 7.67% |
| 2023 | 7.62% | -2.39% | 3.15% | 1.81% | -1.60% | 5.45% | 2.41% | -3.56% | -6.33% | -3.40% | 9.46% | 6.27% | 19.02% |
| 2022 | -7.37% | -3.98% | 1.50% | -8.35% | -0.57% | -7.82% | 7.99% | -5.87% | -9.91% | 6.57% | 9.02% | -5.86% | -24.04% |
| 2021 | -0.72% | 1.97% | 2.59% | 3.74% | 2.34% | 2.44% | 2.55% | 3.00% | -4.84% | 6.38% | -2.51% | 3.75% | 22.16% |
Benchmark Metrics
Trillium ESG Global Equity Fund has an annualized alpha of 1.03%, beta of 0.85, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since January 03, 2000.
- With beta of 0.85 and R2 of 0.78, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.03%
- Beta
- 0.85
- R²
- 0.78
- Upside Capture
- 100.76%
- Downside Capture
- 100.85%
Expense Ratio
PORTX has a high expense ratio of 1.30%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
PORTX ranks 4 for risk / return — in the bottom 4% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Trillium ESG Global Equity Fund (PORTX) and compare them to S&P 500 Index.
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.
| PORTX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.37 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 2.78 | -2.65 |
| Martin ratioReturn relative to average drawdown | 0.29 | 12.44 | -12.14 |
Dividends
Dividend History
Trillium ESG Global Equity Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $6.93 | $3.34 | $1.81 | $1.81 | $1.08 | $1.11 | $1.71 | $1.06 | $1.61 | $2.04 |
Dividend yield | 0.00% | 0.00% | 12.61% | 5.84% | 3.55% | 2.61% | 1.85% | 2.32% | 4.50% | 2.46% | 4.66% | 5.86% |
Monthly Dividends
The table displays the monthly dividend distributions for Trillium ESG Global Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.93 | $6.93 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.34 | $3.34 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.81 | $1.81 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.81 | $1.81 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Trillium ESG Global Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Trillium ESG Global Equity Fund was 51.71%, occurring on Mar 9, 2009. Recovery took 994 trading sessions.
The current Trillium ESG Global Equity Fund drawdown is 7.52%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -51.71%Mar 2009 | 1y 8mo | 3y 11mo | 5y 7moJul 2007 - Feb 2013 |
Dot-com crash2000–2002 | -48.28%Oct 2002 | 2y 6mo | 3y 2mo | 5y 9moMar 2000 - Dec 2005 |
COVID crash2020 | -31.34%Mar 2020 | 1mo 2d | 4mo 16d | 5mo 18dFeb 2020 - Aug 2020 |
Bear market2022 | -31.32%Oct 2022 | 11mo 7d | 1y 11mo | 2y 10moNov 2021 - Sep 2024 |
2025 selloff2025 | -24.56%Apr 2025 | 3mo 27d | 8mo 7d | 12mo 4dDec 2024 - Dec 2025 |
Drawdown Indicators
| PORTX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.71% | -56.78% | +5.07% |
Max Drawdown (1Y)Largest decline over 1 year | -20.78% | -9.10% | -11.68% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -18.90% | -5.66% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -25.43% | -5.89% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | -33.92% | +2.58% |
Current DrawdownCurrent decline from peak | -7.52% | -1.80% | -5.72% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -10.71% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.40% | 2.03% | +6.37% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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