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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Trillium ESG Global Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Trillium ESG Global Equity Fund (PORTX) has returned -7.91% so far this year and -4.62% over the past 12 months. Over the last ten years, PORTX has returned 7.99% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Trillium ESG Global Equity Fund
- 1D
- -1.41%
- 1M
- -9.92%
- YTD
- -7.91%
- 6M
- -18.21%
- 1Y
- -4.62%
- 3Y*
- 3.27%
- 5Y*
- 1.30%
- 10Y*
- 7.99%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2000, PORTX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 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% | -9.92% | -7.91% | |||||||||
| 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 0.91%, beta of 0.85, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since January 04, 2000.
- Alpha
- 0.91%
- Beta
- 0.85
- R²
- 0.78
- Upside Capture
- 100.94%
- Downside Capture
- 101.22%
Expense Ratio
PORTX has a high expense ratio of 1.30%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
PORTX ranks 2 for risk / return — in the bottom 2% 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 a chosen benchmark (S&P 500 Index).
| PORTX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.33 | 0.90 | -1.23 |
Sortino ratioReturn per unit of downside risk | -0.27 | 1.39 | -1.66 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.21 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.40 | -1.79 |
Martin ratioReturn relative to average drawdown | -1.08 | 6.61 | -7.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PORTX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 | |||||||||
| 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 20.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.71% | Jul 13, 2007 | 417 | Mar 9, 2009 | 994 | Feb 19, 2013 | 1411 |
| -48.28% | Mar 28, 2000 | 636 | Oct 9, 2002 | 808 | Dec 22, 2005 | 1444 |
| -31.34% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -31.32% | Nov 9, 2021 | 234 | Oct 12, 2022 | 486 | Sep 19, 2024 | 720 |
| -24.56% | Dec 12, 2024 | 77 | Apr 8, 2025 | 143 | Dec 11, 2025 | 220 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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