PORTX vs. SSGLX
Compare and contrast key facts about Trillium ESG Global Equity Fund (PORTX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
PORTX is managed by Trillium Mutual Funds. It was launched on Sep 29, 1999. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
PORTX vs. SSGLX - Performance Comparison
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PORTX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, PORTX achieves a -7.91% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, PORTX has underperformed SSGLX with an annualized return of 7.99%, while SSGLX has yielded a comparatively higher 8.58% annualized return.
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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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PORTX vs. SSGLX - Expense Ratio Comparison
PORTX has a 1.30% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
PORTX vs. SSGLX — Risk / Return Rank
PORTX
SSGLX
PORTX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trillium ESG Global Equity Fund (PORTX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.33 | 1.56 | -1.89 |
Sortino ratioReturn per unit of downside risk | -0.27 | 2.12 | -2.39 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.32 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | -0.39 | 2.00 | -2.38 |
Martin ratioReturn relative to average drawdown | -1.08 | 7.90 | -8.97 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 1.56 | -1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.48 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.53 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.37 | -0.06 |
Correlation
The correlation between PORTX and SSGLX is 0.80, 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. SSGLX - Dividend Comparison
PORTX has not paid dividends to shareholders, while SSGLX's dividend yield for the trailing twelve months is around 4.44%.
| 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
PORTX vs. SSGLX - Drawdown Comparison
The maximum PORTX drawdown since its inception was -51.71%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for PORTX and SSGLX.
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Drawdown Indicators
| PORTX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.71% | -35.88% | -15.83% |
Max Drawdown (1Y)Largest decline over 1 year | -20.78% | -11.22% | -9.56% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -30.08% | -1.24% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | -35.88% | +4.54% |
Current DrawdownCurrent decline from peak | -20.78% | -10.87% | -9.91% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -8.32% | -3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.48% | 2.84% | +4.64% |
Volatility
PORTX vs. SSGLX - Volatility Comparison
The current volatility for Trillium ESG Global Equity Fund (PORTX) is 3.48%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that PORTX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PORTX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 6.44% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 17.83% | 10.02% | +7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.39% | 15.49% | +7.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.06% | 14.49% | +4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 16.15% | +1.98% |