Correlation
The correlation between TSMDX and SPY is 0.85, 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.
TSMDX vs. SPY
Compare and contrast key facts about Trillium ESG Small/Mid Cap Fund (TSMDX) and SPDR S&P 500 ETF (SPY).
TSMDX is managed by Trillium Mutual Funds. It was launched on Aug 31, 2015. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSMDX or SPY.
Performance
TSMDX vs. SPY - Performance Comparison
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Key characteristics
TSMDX:
0.13
SPY:
0.70
TSMDX:
0.32
SPY:
1.02
TSMDX:
1.04
SPY:
1.15
TSMDX:
0.10
SPY:
0.68
TSMDX:
0.31
SPY:
2.57
TSMDX:
7.47%
SPY:
4.93%
TSMDX:
20.70%
SPY:
20.42%
TSMDX:
-40.15%
SPY:
-55.19%
TSMDX:
-8.13%
SPY:
-3.55%
Returns By Period
In the year-to-date period, TSMDX achieves a -1.45% return, which is significantly lower than SPY's 0.87% return.
TSMDX
-1.45%
7.10%
-7.76%
1.48%
4.37%
9.75%
N/A
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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TSMDX vs. SPY - Expense Ratio Comparison
TSMDX has a 1.36% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
TSMDX vs. SPY — Risk-Adjusted Performance Rank
TSMDX
SPY
TSMDX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Trillium ESG Small/Mid Cap Fund (TSMDX) and SPDR S&P 500 ETF (SPY). 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
TSMDX vs. SPY - Dividend Comparison
TSMDX's dividend yield for the trailing twelve months is around 6.38%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSMDX Trillium ESG Small/Mid Cap Fund | 6.38% | 6.29% | 2.47% | 3.33% | 2.24% | 0.12% | 4.62% | 5.09% | 1.72% | 1.56% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
TSMDX vs. SPY - Drawdown Comparison
The maximum TSMDX drawdown since its inception was -40.15%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TSMDX and SPY.
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Volatility
TSMDX vs. SPY - Volatility Comparison
Trillium ESG Small/Mid Cap Fund (TSMDX) has a higher volatility of 5.82% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that TSMDX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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