PORTX vs. TSMDX
Compare and contrast key facts about Trillium ESG Global Equity Fund (PORTX) and Trillium ESG Small/Mid Cap Fund (TSMDX).
PORTX is managed by Trillium Mutual Funds. It was launched on Sep 29, 1999. TSMDX is managed by Trillium Mutual Funds. It was launched on Aug 31, 2015.
Performance
PORTX vs. TSMDX - Performance Comparison
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PORTX vs. TSMDX - 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% |
TSMDX Trillium ESG Small/Mid Cap Fund | -4.28% | 7.85% | 7.73% | 9.42% | -17.85% | 23.18% | 15.93% | 25.84% | -13.14% | 18.99% |
Returns By Period
In the year-to-date period, PORTX achieves a -5.14% return, which is significantly lower than TSMDX's -4.28% return. Over the past 10 years, PORTX has outperformed TSMDX with an annualized return of 8.31%, while TSMDX has yielded a comparatively lower 7.83% 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%
TSMDX
- 1D
- 2.62%
- 1M
- -7.07%
- YTD
- -4.28%
- 6M
- -0.51%
- 1Y
- 10.22%
- 3Y*
- 5.06%
- 5Y*
- 1.69%
- 10Y*
- 7.83%
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PORTX vs. TSMDX - Expense Ratio Comparison
PORTX has a 1.30% expense ratio, which is lower than TSMDX's 1.36% expense ratio.
Return for Risk
PORTX vs. TSMDX — Risk / Return Rank
PORTX
TSMDX
PORTX vs. TSMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trillium ESG Global Equity Fund (PORTX) and Trillium ESG Small/Mid Cap Fund (TSMDX). 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 | TSMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.09 | 0.60 | -0.70 |
Sortino ratioReturn per unit of downside risk | 0.04 | 1.03 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.14 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | -0.31 | 0.01 | -0.32 |
Martin ratioReturn relative to average drawdown | -0.85 | 0.03 | -0.88 |
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 | TSMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 0.60 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.09 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.39 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.35 | -0.04 |
Correlation
The correlation between PORTX and TSMDX is 0.83, 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. TSMDX - Dividend Comparison
Neither PORTX nor TSMDX has paid dividends to shareholders.
| 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% |
TSMDX Trillium ESG Small/Mid Cap Fund | 0.00% | 0.00% | 6.29% | 2.47% | 2.80% | 2.24% | 0.12% | 4.62% | 5.09% | 1.72% | 1.57% | 0.00% |
Drawdowns
PORTX vs. TSMDX - Drawdown Comparison
The maximum PORTX drawdown since its inception was -51.71%, which is greater than TSMDX's maximum drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for PORTX and TSMDX.
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Drawdown Indicators
| PORTX | TSMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.71% | -40.15% | -11.56% |
Max Drawdown (1Y)Largest decline over 1 year | -20.78% | -13.33% | -7.45% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -27.54% | -3.78% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | -40.15% | +8.81% |
Current DrawdownCurrent decline from peak | -18.39% | -9.33% | -9.06% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -7.71% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.57% | 6.73% | +0.84% |
Volatility
PORTX vs. TSMDX - Volatility Comparison
Trillium ESG Global Equity Fund (PORTX) and Trillium ESG Small/Mid Cap Fund (TSMDX) have volatilities of 4.90% and 4.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PORTX | TSMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.85% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 18.09% | 11.11% | +6.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.57% | 22.51% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 19.47% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 20.64% | -2.48% |