MVGIX vs. PORTX
Compare and contrast key facts about MFS Low Volatility Global Equity Fund (MVGIX) and Trillium ESG Global Equity Fund (PORTX).
MVGIX is managed by MFS. It was launched on Dec 4, 2013. PORTX is managed by Trillium Mutual Funds. It was launched on Sep 29, 1999.
Performance
MVGIX vs. PORTX - Performance Comparison
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MVGIX vs. PORTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MVGIX MFS Low Volatility Global Equity Fund | -1.45% | 16.30% | 12.64% | 13.71% | -8.21% | 16.84% | 5.47% | 20.59% | -2.40% | 18.49% |
PORTX Trillium ESG Global Equity Fund | -7.91% | 1.15% | 7.67% | 19.02% | -24.04% | 22.16% | 24.56% | 28.20% | -7.24% | 27.89% |
Returns By Period
In the year-to-date period, MVGIX achieves a -1.45% return, which is significantly higher than PORTX's -7.91% return. Over the past 10 years, MVGIX has outperformed PORTX with an annualized return of 8.97%, while PORTX has yielded a comparatively lower 7.99% annualized return.
MVGIX
- 1D
- 0.24%
- 1M
- -8.44%
- YTD
- -1.45%
- 6M
- 0.36%
- 1Y
- 10.67%
- 3Y*
- 12.18%
- 5Y*
- 8.97%
- 10Y*
- 8.97%
PORTX
- 1D
- -1.41%
- 1M
- -9.92%
- YTD
- -7.91%
- 6M
- -18.21%
- 1Y
- -4.62%
- 3Y*
- 3.27%
- 5Y*
- 1.30%
- 10Y*
- 7.99%
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MVGIX vs. PORTX - Expense Ratio Comparison
MVGIX has a 0.74% expense ratio, which is lower than PORTX's 1.30% expense ratio.
Return for Risk
MVGIX vs. PORTX — Risk / Return Rank
MVGIX
PORTX
MVGIX vs. PORTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Low Volatility Global Equity Fund (MVGIX) and Trillium ESG Global Equity Fund (PORTX). 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.
| MVGIX | PORTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | -0.33 | +1.39 |
Sortino ratioReturn per unit of downside risk | 1.48 | -0.27 | +1.75 |
Omega ratioGain probability vs. loss probability | 1.22 | 0.95 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | -0.39 | +1.58 |
Martin ratioReturn relative to average drawdown | 5.19 | -1.08 | +6.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MVGIX | PORTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | -0.33 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.07 | +0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.45 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.31 | +0.41 |
Correlation
The correlation between MVGIX and PORTX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MVGIX vs. PORTX - Dividend Comparison
MVGIX's dividend yield for the trailing twelve months is around 11.10%, while PORTX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVGIX MFS Low Volatility Global Equity Fund | 11.10% | 10.94% | 7.84% | 1.88% | 3.98% | 9.43% | 1.55% | 2.79% | 4.98% | 1.95% | 1.60% | 1.94% |
PORTX Trillium ESG Global Equity Fund | 0.00% | 0.00% | 12.61% | 5.84% | 3.55% | 2.61% | 1.85% | 2.32% | 4.50% | 2.46% | 4.66% | 5.86% |
Drawdowns
MVGIX vs. PORTX - Drawdown Comparison
The maximum MVGIX drawdown since its inception was -30.19%, smaller than the maximum PORTX drawdown of -51.71%. Use the drawdown chart below to compare losses from any high point for MVGIX and PORTX.
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Drawdown Indicators
| MVGIX | PORTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.19% | -51.71% | +21.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -20.78% | +12.13% |
Max Drawdown (5Y)Largest decline over 5 years | -18.01% | -31.32% | +13.31% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -31.34% | +1.15% |
Current DrawdownCurrent decline from peak | -8.44% | -20.78% | +12.34% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -11.73% | +8.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 7.48% | -5.49% |
Volatility
MVGIX vs. PORTX - Volatility Comparison
The current volatility for MFS Low Volatility Global Equity Fund (MVGIX) is 3.22%, while Trillium ESG Global Equity Fund (PORTX) has a volatility of 3.48%. This indicates that MVGIX experiences smaller price fluctuations and is considered to be less risky than PORTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MVGIX | PORTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 3.48% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 5.74% | 17.83% | -12.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 23.39% | -12.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.51% | 19.06% | -8.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.38% | 18.13% | -5.75% |