PORTX vs. SGSCX
PORTX (Trillium ESG Global Equity Fund) and SGSCX (DWS Global Small Cap Fund) are both Global Equities funds. Over the past 10 years, PORTX returned 9.88%/yr vs 9.13%/yr for SGSCX. Their correlation of 0.85 suggests significant overlap in exposure. PORTX charges 1.30%/yr vs 1.12%/yr for SGSCX.
Performance
PORTX vs. SGSCX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PORTX achieves a 5.75% return, which is significantly lower than SGSCX's 19.51% return. Over the past 10 years, PORTX has outperformed SGSCX with an annualized return of 9.88%, while SGSCX has yielded a comparatively lower 9.13% 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%
SGSCX
- 1D
- 0.03%
- 1M
- -1.90%
- YTD
- 19.51%
- 6M
- 17.76%
- 1Y
- 38.40%
- 3Y*
- 20.42%
- 5Y*
- 7.55%
- 10Y*
- 9.13%
PORTX vs. SGSCX - 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% |
SGSCX DWS Global Small Cap Fund | 19.51% | 20.22% | 5.35% | 24.62% | -24.63% | 15.10% | 16.98% | 22.29% | -21.96% | 19.80% |
Correlation
The correlation between PORTX and SGSCX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2000 | 0.85 |
Over the past year, the correlation between PORTX and SGSCX has dropped to 0.63 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PORTX vs. SGSCX — Risk / Return Rank
PORTX
SGSCX
PORTX vs. SGSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trillium ESG Global Equity Fund (PORTX) and DWS Global Small Cap Fund (SGSCX). 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 | SGSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.40 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.95 | -4.00 |
| Martin ratioReturn relative to average drawdown | -0.11 | 14.72 | -14.83 |
Loading charts...
Drawdowns
PORTX vs. SGSCX - Drawdown Comparison
The maximum PORTX drawdown since its inception was -51.71%, smaller than the maximum SGSCX drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for PORTX and SGSCX.
Loading charts...
Drawdown Indicators
| PORTX | SGSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.71% | -62.26% | +10.55% |
Max Drawdown (1Y)Largest decline over 1 year | -20.78% | -9.54% | -11.24% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -22.37% | -2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -33.72% | +2.40% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | -45.98% | +14.64% |
Current DrawdownCurrent decline from peak | -9.02% | -1.90% | -7.12% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -14.10% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.43% | 2.55% | +5.88% |
Volatility
PORTX vs. SGSCX - Volatility Comparison
The current volatility for Trillium ESG Global Equity Fund (PORTX) is 4.69%, while DWS Global Small Cap Fund (SGSCX) has a volatility of 5.94%. This indicates that PORTX experiences smaller price fluctuations and is considered to be less risky than SGSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PORTX | SGSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 5.94% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 18.81% | 12.44% | +6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.74% | 16.01% | +4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.25% | 18.98% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 19.44% | -1.31% |
PORTX vs. SGSCX - Expense Ratio Comparison
PORTX has a 1.30% expense ratio, which is higher than SGSCX's 1.12% expense ratio.
Dividends
PORTX vs. SGSCX - Dividend Comparison
PORTX has not paid dividends to shareholders, while SGSCX's dividend yield for the trailing twelve months is around 8.68%.
| Position | 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% |
SGSCX DWS Global Small Cap Fund | 8.68% | 10.37% | 6.35% | 5.12% | 5.42% | 16.72% | 0.36% | 0.29% | 18.31% | 11.13% | 7.52% | 6.04% |
Frequently Asked Questions
PORTX and SGSCX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGSCX has higher volatility (5.94%) compared to PORTX (4.69%). In terms of maximum drawdown, PORTX dropped -51.71% vs SGSCX's -62.26%.
SGSCX currently has the higher Sharpe Ratio (2.36 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.
Find the right allocation for PORTX and SGSCX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer