Correlation
The correlation between TSMDX and VFIAX 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. VFIAX
Compare and contrast key facts about Trillium ESG Small/Mid Cap Fund (TSMDX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
TSMDX is managed by Trillium Mutual Funds. It was launched on Aug 31, 2015. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSMDX or VFIAX.
Performance
TSMDX vs. VFIAX - Performance Comparison
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Key characteristics
TSMDX:
0.13
VFIAX:
0.73
TSMDX:
0.32
VFIAX:
1.04
TSMDX:
1.04
VFIAX:
1.15
TSMDX:
0.10
VFIAX:
0.69
TSMDX:
0.31
VFIAX:
2.62
TSMDX:
7.47%
VFIAX:
4.93%
TSMDX:
20.70%
VFIAX:
19.77%
TSMDX:
-40.15%
VFIAX:
-55.20%
TSMDX:
-8.13%
VFIAX:
-3.43%
Returns By Period
In the year-to-date period, TSMDX achieves a -1.45% return, which is significantly lower than VFIAX's 1.04% return.
TSMDX
-1.45%
7.56%
-7.76%
2.59%
4.37%
9.75%
N/A
VFIAX
1.04%
6.29%
-1.37%
14.40%
14.36%
15.89%
12.80%
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TSMDX vs. VFIAX - Expense Ratio Comparison
TSMDX has a 1.36% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
TSMDX vs. VFIAX — Risk-Adjusted Performance Rank
TSMDX
VFIAX
TSMDX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Trillium ESG Small/Mid Cap Fund (TSMDX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
TSMDX's dividend yield for the trailing twelve months is around 6.38%, more than VFIAX's 1.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSMDX Trillium ESG Small/Mid Cap Fund | 6.38% | 6.29% | 2.57% | 3.15% | 2.24% | 0.12% | 4.62% | 5.09% | 1.72% | 1.57% | 0.00% | 0.00% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.28% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
TSMDX vs. VFIAX - Drawdown Comparison
The maximum TSMDX drawdown since its inception was -40.15%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for TSMDX and VFIAX.
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Volatility
TSMDX vs. VFIAX - Volatility Comparison
Trillium ESG Small/Mid Cap Fund (TSMDX) has a higher volatility of 5.82% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 4.77%. This indicates that TSMDX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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