PORTX vs. UCEQX
PORTX (Trillium ESG Global Equity Fund) and UCEQX (USAA Cornerstone Equity Fund) are both Global Equities funds. Over the past 10 years, PORTX returned 9.38%/yr vs 11.28%/yr for UCEQX. Their correlation of 0.92 means they have usually moved in the same direction. PORTX charges 1.30%/yr vs 0.09%/yr for UCEQX.
Performance
PORTX vs. UCEQX - Performance Comparison
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Returns By Period
In the year-to-date period, PORTX achieves a 8.99% return, which is significantly lower than UCEQX's 14.16% return. Over the past 10 years, PORTX has underperformed UCEQX with an annualized return of 9.38%, while UCEQX has yielded a comparatively higher 11.28% annualized return.
PORTX
- 1D
- 2.05%
- 1M
- 0.17%
- 6M
- 6.45%
- YTD
- 8.99%
- 1Y
- 1.24%
- 3Y*
- 6.41%
- 5Y*
- 2.51%
- 10Y*
- 9.38%
- ALL TIME*
- 6.24%
UCEQX
- 1D
- 1.69%
- 1M
- 0.77%
- 6M
- 10.61%
- YTD
- 14.16%
- 1Y
- 27.23%
- 3Y*
- 19.03%
- 5Y*
- 11.02%
- 10Y*
- 11.28%
- ALL TIME*
- 10.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PORTX vs. UCEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PORTX Trillium ESG Global Equity Fund | 8.99% | 1.15% | 7.67% | 19.02% | -24.04% | 22.16% | 24.56% | 28.20% | -7.24% | 27.89% |
UCEQX USAA Cornerstone Equity Fund | 14.16% | 23.71% | 14.50% | 19.36% | -16.25% | 19.68% | 10.76% | 22.49% | -12.06% | 22.59% |
Correlation
The correlation between PORTX and UCEQX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2012 | 0.92 |
The correlation between PORTX and UCEQX shifts across timeframes, from 0.76 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PORTX vs. UCEQX — Risk / Return Rank
PORTX
UCEQX
PORTX vs. UCEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trillium ESG Global Equity Fund (PORTX) and USAA Cornerstone Equity Fund (UCEQX). 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 | UCEQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.34 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | 2.81 | -2.80 |
| Martin ratioReturn relative to average drawdown | 0.02 | 12.09 | -12.07 |
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Drawdowns
PORTX vs. UCEQX - Drawdown Comparison
The maximum PORTX drawdown since its inception was -51.71%, which is greater than UCEQX's maximum drawdown of -35.33%. Use the drawdown chart below to compare losses from any high point for PORTX and UCEQX.
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Drawdown Indicators
| PORTX | UCEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.71% | -35.33% | -16.38% |
Max Drawdown (1Y)Largest decline over 1 year | -20.78% | -8.96% | -11.82% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -15.64% | -8.92% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -25.24% | -6.08% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | -35.33% | +3.99% |
Current DrawdownCurrent decline from peak | -6.23% | -0.42% | -5.81% |
Average DrawdownAverage peak-to-trough decline | -11.70% | -4.83% | -6.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.74% | 2.08% | +6.66% |
Volatility
PORTX vs. UCEQX - Volatility Comparison
Trillium ESG Global Equity Fund (PORTX) and USAA Cornerstone Equity Fund (UCEQX) have volatilities of 3.54% and 3.40%, 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 | UCEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 3.40% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.15% | 11.02% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.72% | 13.32% | +7.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 15.39% | +3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 16.46% | +1.65% |
PORTX vs. UCEQX - Expense Ratio Comparison
PORTX has a 1.30% expense ratio, which is higher than UCEQX's 0.09% expense ratio.
Dividends
PORTX vs. UCEQX - Dividend Comparison
PORTX has not paid dividends to shareholders, while UCEQX's dividend yield for the trailing twelve months is around 4.45%.
| 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% |
UCEQX USAA Cornerstone Equity Fund | 4.45% | 5.08% | 2.56% | 5.10% | 6.80% | 4.61% | 8.25% | 4.79% | 6.73% | 1.91% | 3.16% | 3.63% |
Frequently Asked Questions
PORTX and UCEQX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PORTX has higher volatility (3.54%) compared to UCEQX (3.40%). In terms of maximum drawdown, PORTX dropped -51.71% vs UCEQX's -35.33%.
UCEQX currently has the higher Sharpe Ratio (1.89 vs 0.01), 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.
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