Trillium ESG Small/Mid Cap Fund (TSMDX)
Under normal conditions, the fund seeks to achieve its objective by investing at least 80% of its net assets (plus borrowings for investment purposes) in equity securities of small and mid-sized companies that meet the Adviser's Environmental, Social, and Governance ("ESG") criteria. The Adviser defines small- and mid-cap companies as those whose market capitalization, at the time of purchase, are consistent with the market capitalizations of companies in the S&P 1000 Index.
Fund Info
US74316P7859
74316P785
Aug 31, 2015
$100,000
Mid-Cap
Blend
Expense Ratio
TSMDX has a high expense ratio of 1.36%, indicating above-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Trillium ESG Small/Mid Cap Fund (TSMDX) returned -1.45% year-to-date (YTD) and 2.59% over the past 12 months.
TSMDX
-1.45%
7.56%
-7.76%
2.59%
4.37%
9.75%
N/A
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of TSMDX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.43% | -4.72% | -5.56% | -1.56% | 7.56% | -1.45% | |||||||
| 2024 | -2.95% | 5.53% | 3.47% | -5.38% | 4.35% | -2.50% | 3.09% | 0.89% | 1.45% | -0.00% | 6.92% | -6.40% | 7.74% |
| 2023 | 8.73% | -1.19% | -2.33% | -1.84% | -2.85% | 8.08% | 2.78% | -5.28% | -7.00% | -5.34% | 8.88% | 8.41% | 9.42% |
| 2022 | -8.18% | 0.62% | 0.19% | -7.66% | -1.27% | -6.92% | 9.61% | -2.59% | -7.84% | 8.29% | 3.83% | -4.96% | -17.41% |
| 2021 | 1.72% | 6.43% | 3.18% | 4.81% | -0.71% | 0.47% | 0.47% | 1.94% | -3.97% | 6.06% | -2.26% | 3.45% | 23.18% |
| 2020 | -1.59% | -8.59% | -20.83% | 12.65% | 7.26% | 2.04% | 5.09% | 3.72% | -2.67% | 4.11% | 12.75% | 6.04% | 15.94% |
| 2019 | 10.35% | 4.17% | -0.21% | 4.12% | -8.00% | 8.52% | -0.00% | -2.51% | 3.15% | -0.08% | 4.59% | 0.43% | 25.86% |
| 2018 | 3.09% | -4.07% | -0.32% | 2.17% | 2.36% | -0.38% | 0.85% | 4.21% | -0.73% | -11.23% | 3.75% | -11.96% | -13.14% |
| 2017 | 1.67% | 2.09% | -1.61% | 1.45% | -0.80% | 3.24% | 1.66% | -1.89% | 5.08% | 2.16% | 4.24% | 0.48% | 18.99% |
| 2016 | -8.98% | 0.80% | 8.42% | 1.15% | 2.18% | -1.12% | 6.26% | 0.68% | 0.10% | -2.49% | 6.59% | 1.17% | 14.48% |
| 2015 | -5.00% | 3.90% | 0.91% | -3.82% | -4.20% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of TSMDX is 16, meaning it’s performing worse than 84% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Trillium ESG Small/Mid Cap Fund (TSMDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Trillium ESG Small/Mid Cap Fund provided a 6.38% dividend yield over the last twelve months, with an annual payout of $0.95 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.95 | $0.95 | $0.38 | $0.44 | $0.39 | $0.02 | $0.58 | $0.53 | $0.22 | $0.17 |
Dividend yield | 6.38% | 6.29% | 2.57% | 3.15% | 2.24% | 0.12% | 4.62% | 5.09% | 1.72% | 1.57% |
Monthly Dividends
The table displays the monthly dividend distributions for Trillium ESG Small/Mid Cap 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $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 | $0.95 | $0.95 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.44 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 |
| 2019 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $0.58 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.53 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2016 | $0.17 | $0.17 |
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 Small/Mid Cap 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 Small/Mid Cap Fund was 40.15%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Trillium ESG Small/Mid Cap Fund drawdown is 8.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.15% | Feb 21, 2020 | 22 | Mar 23, 2020 | 161 | Nov 9, 2020 | 183 |
| -27.54% | Nov 17, 2021 | 146 | Jun 16, 2022 | 614 | Nov 25, 2024 | 760 |
| -24.22% | Sep 21, 2018 | 65 | Dec 24, 2018 | 232 | Nov 25, 2019 | 297 |
| -23.21% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -20.18% | Sep 17, 2015 | 102 | Feb 11, 2016 | 104 | Jul 12, 2016 | 206 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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