TSMDX vs. VMCIX
Compare and contrast key facts about Trillium ESG Small/Mid Cap Fund (TSMDX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX).
TSMDX is managed by Trillium Mutual Funds. It was launched on Aug 31, 2015. VMCIX is managed by Vanguard. It was launched on May 21, 1998.
Performance
TSMDX vs. VMCIX - Performance Comparison
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TSMDX vs. VMCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSMDX Trillium ESG Small/Mid Cap Fund | -6.73% | 7.85% | 7.73% | 9.42% | -17.85% | 23.18% | 15.93% | 25.84% | -13.14% | 18.99% |
VMCIX Vanguard Mid-Cap Index Fund Institutional Shares | -2.79% | 11.67% | 14.68% | 16.54% | -18.70% | 24.53% | 18.20% | 31.04% | -9.25% | 19.30% |
Returns By Period
In the year-to-date period, TSMDX achieves a -6.73% return, which is significantly lower than VMCIX's -2.79% return. Over the past 10 years, TSMDX has underperformed VMCIX with an annualized return of 7.55%, while VMCIX has yielded a comparatively higher 10.43% annualized return.
TSMDX
- 1D
- -2.06%
- 1M
- -9.77%
- YTD
- -6.73%
- 6M
- -3.30%
- 1Y
- 8.09%
- 3Y*
- 4.16%
- 5Y*
- 1.44%
- 10Y*
- 7.55%
VMCIX
- 1D
- -0.66%
- 1M
- -7.87%
- YTD
- -2.79%
- 6M
- -3.58%
- 1Y
- 10.31%
- 3Y*
- 11.79%
- 5Y*
- 6.51%
- 10Y*
- 10.43%
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TSMDX vs. VMCIX - Expense Ratio Comparison
TSMDX has a 1.36% expense ratio, which is higher than VMCIX's 0.04% expense ratio.
Return for Risk
TSMDX vs. VMCIX — Risk / Return Rank
TSMDX
VMCIX
TSMDX vs. VMCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trillium ESG Small/Mid Cap Fund (TSMDX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX). 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.
| TSMDX | VMCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 0.63 | -0.23 |
Sortino ratioReturn per unit of downside risk | 0.74 | 0.99 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.14 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.08 | 0.73 | -0.81 |
Martin ratioReturn relative to average drawdown | -0.25 | 3.40 | -3.65 |
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
| TSMDX | VMCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.63 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.37 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.55 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.47 | -0.13 |
Correlation
The correlation between TSMDX and VMCIX is 0.91, 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
TSMDX vs. VMCIX - Dividend Comparison
TSMDX has not paid dividends to shareholders, while VMCIX's dividend yield for the trailing twelve months is around 1.54%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMCIX Vanguard Mid-Cap Index Fund Institutional Shares | 1.54% | 1.52% | 1.49% | 1.51% | 1.60% | 1.12% | 1.45% | 1.48% | 1.83% | 1.36% | 1.46% | 1.48% |
Drawdowns
TSMDX vs. VMCIX - Drawdown Comparison
The maximum TSMDX drawdown since its inception was -40.15%, smaller than the maximum VMCIX drawdown of -58.86%. Use the drawdown chart below to compare losses from any high point for TSMDX and VMCIX.
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Drawdown Indicators
| TSMDX | VMCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.15% | -58.86% | +18.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -12.77% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -27.54% | -27.54% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -39.30% | -0.85% |
Current DrawdownCurrent decline from peak | -11.65% | -8.13% | -3.52% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -8.02% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.71% | 2.75% | +3.96% |
Volatility
TSMDX vs. VMCIX - Volatility Comparison
The current volatility for Trillium ESG Small/Mid Cap Fund (TSMDX) is 3.90%, while Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) has a volatility of 4.23%. This indicates that TSMDX experiences smaller price fluctuations and is considered to be less risky than VMCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSMDX | VMCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 4.23% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 9.43% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.38% | 17.58% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 17.63% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 18.90% | +1.72% |