Correlation
The correlation between PORTX and VSGX 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.
PORTX vs. VSGX
Compare and contrast key facts about Trillium ESG Global Equity Fund (PORTX) and Vanguard ESG International Stock ETF (VSGX).
PORTX is managed by Trillium Mutual Funds. It was launched on Sep 29, 1999. VSGX is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex US Choice Index.. It was launched on Sep 18, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PORTX or VSGX.
Performance
PORTX vs. VSGX - Performance Comparison
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Key characteristics
PORTX:
0.52
VSGX:
0.83
PORTX:
0.75
VSGX:
1.15
PORTX:
1.10
VSGX:
1.15
PORTX:
0.46
VSGX:
0.92
PORTX:
1.94
VSGX:
2.92
PORTX:
3.76%
VSGX:
4.34%
PORTX:
16.40%
VSGX:
16.79%
PORTX:
-51.71%
VSGX:
-33.10%
PORTX:
-0.46%
VSGX:
-0.69%
Returns By Period
In the year-to-date period, PORTX achieves a 6.09% return, which is significantly lower than VSGX's 12.85% return.
PORTX
6.09%
5.54%
2.84%
7.37%
9.70%
12.11%
9.66%
VSGX
12.85%
5.21%
9.76%
13.80%
8.92%
9.38%
N/A
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PORTX vs. VSGX - Expense Ratio Comparison
PORTX has a 1.30% expense ratio, which is higher than VSGX's 0.12% expense ratio.
Risk-Adjusted Performance
PORTX vs. VSGX — Risk-Adjusted Performance Rank
PORTX
VSGX
PORTX vs. VSGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Trillium ESG Global Equity Fund (PORTX) and Vanguard ESG International Stock ETF (VSGX). 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.
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Dividends
PORTX vs. VSGX - Dividend Comparison
PORTX's dividend yield for the trailing twelve months is around 11.89%, more than VSGX's 2.88% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PORTX Trillium ESG Global Equity Fund | 11.89% | 12.61% | 5.84% | 8.55% | 2.61% | 1.85% | 2.32% | 4.50% | 2.46% | 4.66% | 5.86% | 12.44% |
VSGX Vanguard ESG International Stock ETF | 2.88% | 3.10% | 2.77% | 2.61% | 2.50% | 1.67% | 2.28% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PORTX vs. VSGX - Drawdown Comparison
The maximum PORTX drawdown since its inception was -51.71%, which is greater than VSGX's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for PORTX and VSGX.
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Volatility
PORTX vs. VSGX - Volatility Comparison
Trillium ESG Global Equity Fund (PORTX) and Vanguard ESG International Stock ETF (VSGX) have volatilities of 3.36% and 3.38%, 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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