PORTX vs. LVAFX

Last updated Jun 26, 2026

PORTX (Trillium ESG Global Equity Fund) and LVAFX (LSV Global Managed Volatility Fund) are both Global Equities funds. Over the past 10 years, PORTX returned 9.88%/yr vs 8.07%/yr for LVAFX. A 0.79 correlation means they provide meaningful diversification when combined. PORTX charges 1.30%/yr vs 1.00%/yr for LVAFX.

Performance

PORTX vs. LVAFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trillium ESG Global Equity Fund (PORTX) and LSV Global Managed Volatility Fund (LVAFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PORTX achieves a 5.75% return, which is significantly lower than LVAFX's 9.65% return. Over the past 10 years, PORTX has outperformed LVAFX with an annualized return of 9.88%, while LVAFX has yielded a comparatively lower 8.07% annualized return.

PORTX

• 1D: 0.07%
• 1M: -0.86%
• YTD: 5.75%
• 6M: 4.92%
• 1Y: -0.79%
• 3Y*: 6.93%
• 5Y*: 2.38%
• 10Y*: 9.88%

LVAFX

• 1D: -0.32%
• 1M: -2.62%
• YTD: 9.65%
• 6M: 9.01%
• 1Y: 21.70%
• 3Y*: 13.06%
• 5Y*: 7.80%
• 10Y*: 8.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PORTX vs. LVAFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PORTX Trillium ESG Global Equity Fund	5.75%	1.15%	7.67%	19.02%	-24.04%	22.16%	24.56%	28.20%	-7.24%	27.89%
LVAFX LSV Global Managed Volatility Fund	9.65%	22.33%	0.10%	9.81%	-4.04%	17.36%	-5.16%	17.54%	-6.47%	18.68%

Correlation

The correlation between PORTX and LVAFX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015	0.79

Over the past year, the correlation between PORTX and LVAFX has dropped to 0.48 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

Return for Risk

PORTX vs. LVAFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PORTX

PORTX Risk / Return Rank: 3
PORTX Sharpe Ratio Rank: 3
PORTX Sortino Ratio Rank: 3
PORTX Omega Ratio Rank: 3
PORTX Calmar Ratio Rank: 3
PORTX Martin Ratio Rank: 3

LVAFX

LVAFX Risk / Return Rank: 85
LVAFX Sharpe Ratio Rank: 86
LVAFX Sortino Ratio Rank: 85
LVAFX Omega Ratio Rank: 81
LVAFX Calmar Ratio Rank: 87
LVAFX Martin Ratio Rank: 85

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PORTX vs. LVAFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trillium ESG Global Equity Fund (PORTX) and LSV Global Managed Volatility Fund (LVAFX). 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.

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	LVAFX	Difference
Sharpe ratio: Return per unit of total volatility	-0.05	2.40	-2.45
Sortino ratio: Return per unit of downside risk	0.07	3.50	-3.43
Omega ratio: Gain probability vs. loss probability	1.01	1.43	-0.42
Calmar ratio: Return relative to maximum drawdown	-0.05	3.63	-3.69
Martin ratio: Return relative to average drawdown	-0.11	13.29	-13.41

PORTX vs. LVAFX - Sharpe Ratio Comparison

The current PORTX Sharpe Ratio is -0.05, which is lower than the LVAFX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of PORTX and LVAFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PORTX vs. LVAFX - Drawdown Comparison

The maximum PORTX drawdown since its inception was -51.71%, which is greater than LVAFX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for PORTX and LVAFX.

Drawdown Indicators

	PORTX	LVAFX	Difference
Max Drawdown Largest peak-to-trough decline	-51.71%	-33.69%	-18.02%
Max Drawdown (1Y) Largest decline over 1 year	-20.78%	-5.76%	-15.02%
Max Drawdown (3Y) Largest decline over 3 years	-24.56%	-17.52%	-7.04%
Max Drawdown (5Y) Largest decline over 5 years	-31.32%	-18.34%	-12.98%
Max Drawdown (10Y) Largest decline over 10 years	-31.34%	-33.69%	+2.35%
Current Drawdown Current decline from peak	-9.02%	-3.76%	-5.26%
Average Drawdown Average peak-to-trough decline	-11.72%	-4.73%	-6.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.43%	1.57%	+6.86%

Volatility

PORTX vs. LVAFX - Volatility Comparison

Trillium ESG Global Equity Fund (PORTX) has a higher volatility of 4.69% compared to LSV Global Managed Volatility Fund (LVAFX) at 2.63%. This indicates that PORTX's price experiences larger fluctuations and is considered to be riskier than LVAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PORTX	LVAFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	2.63%	+2.06%
Volatility (6M) Calculated over the trailing 6-month period	18.81%	6.48%	+12.33%
Volatility (1Y) Calculated over the trailing 1-year period	20.74%	8.74%	+12.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.25%	13.24%	+6.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.13%	13.54%	+4.59%

PORTX vs. LVAFX - Expense Ratio Comparison

PORTX has a 1.30% expense ratio, which is higher than LVAFX's 1.00% expense ratio.

Dividends

PORTX vs. LVAFX - Dividend Comparison

PORTX has not paid dividends to shareholders, while LVAFX's dividend yield for the trailing twelve months is around 9.28%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LVAFX LSV Global Managed Volatility Fund	9.28%	10.17%	2.71%	15.64%	2.90%	2.90%	2.14%	7.62%	3.59%	7.10%	1.66%	1.74%
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%

Frequently Asked Questions

Can I hold both PORTX and LVAFX in my portfolio?

PORTX and LVAFX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PORTX or LVAFX?

PORTX has higher volatility (4.69%) compared to LVAFX (2.63%). In terms of maximum drawdown, PORTX dropped -51.71% vs LVAFX's -33.69%.

Which has better risk-adjusted returns?

LVAFX currently has the higher Sharpe Ratio (2.40 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.