PORTX vs. MFWIX
Compare and contrast key facts about Trillium ESG Global Equity Fund (PORTX) and MFS Global Total Return Fund Class I (MFWIX).
PORTX is managed by Trillium Mutual Funds. It was launched on Sep 29, 1999. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
PORTX vs. MFWIX - Performance Comparison
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PORTX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PORTX Trillium ESG Global Equity Fund | -5.14% | 1.15% | 7.67% | 19.02% | -24.04% | 22.16% | 24.56% | 28.20% | -7.24% | 27.89% |
MFWIX MFS Global Total Return Fund Class I | 0.94% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, PORTX achieves a -5.14% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, PORTX has outperformed MFWIX with an annualized return of 8.31%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
PORTX
- 1D
- 3.01%
- 1M
- -6.24%
- YTD
- -5.14%
- 6M
- -15.99%
- 1Y
- -2.13%
- 3Y*
- 4.30%
- 5Y*
- 1.65%
- 10Y*
- 8.31%
MFWIX
- 1D
- 1.42%
- 1M
- -4.39%
- YTD
- 0.94%
- 6M
- 3.21%
- 1Y
- 12.92%
- 3Y*
- 9.39%
- 5Y*
- 4.91%
- 10Y*
- 6.34%
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PORTX vs. MFWIX - Expense Ratio Comparison
PORTX has a 1.30% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
PORTX vs. MFWIX — Risk / Return Rank
PORTX
MFWIX
PORTX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trillium ESG Global Equity Fund (PORTX) and MFS Global Total Return Fund Class I (MFWIX). 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.
| PORTX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.09 | 1.44 | -1.53 |
Sortino ratioReturn per unit of downside risk | 0.04 | 1.99 | -1.95 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.28 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | -0.31 | 1.89 | -2.20 |
Martin ratioReturn relative to average drawdown | -0.85 | 7.31 | -8.16 |
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
| PORTX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 1.44 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.54 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.66 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.71 | -0.40 |
Correlation
The correlation between PORTX and MFWIX 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
PORTX vs. MFWIX - Dividend Comparison
PORTX has not paid dividends to shareholders, while MFWIX's dividend yield for the trailing twelve months is around 8.68%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MFWIX MFS Global Total Return Fund Class I | 8.68% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
PORTX vs. MFWIX - Drawdown Comparison
The maximum PORTX drawdown since its inception was -51.71%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for PORTX and MFWIX.
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Drawdown Indicators
| PORTX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.71% | -33.01% | -18.70% |
Max Drawdown (1Y)Largest decline over 1 year | -20.78% | -6.85% | -13.93% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -20.22% | -11.10% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | -23.36% | -7.98% |
Current DrawdownCurrent decline from peak | -18.39% | -5.18% | -13.21% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -3.83% | -7.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.57% | 1.77% | +5.80% |
Volatility
PORTX vs. MFWIX - Volatility Comparison
Trillium ESG Global Equity Fund (PORTX) has a higher volatility of 4.90% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that PORTX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PORTX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 3.44% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 18.09% | 5.43% | +12.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.57% | 8.94% | +14.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 9.11% | +10.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 9.61% | +8.55% |