PortfoliosLab logoPortfoliosLab logo
VMVFX vs. PORTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMVFX vs. PORTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) and Trillium ESG Global Equity Fund (PORTX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VMVFX vs. PORTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMVFX
Vanguard Global Minimum Volatility Fund Investor Shares
1.71%12.74%13.38%7.82%-4.48%23.74%-3.99%23.28%-1.79%15.93%
PORTX
Trillium ESG Global Equity Fund
-7.91%1.15%7.67%19.02%-24.04%22.16%24.56%28.20%-7.24%27.89%

Returns By Period

In the year-to-date period, VMVFX achieves a 1.71% return, which is significantly higher than PORTX's -7.91% return. Over the past 10 years, VMVFX has outperformed PORTX with an annualized return of 9.02%, while PORTX has yielded a comparatively lower 7.99% annualized return.


VMVFX

1D
0.25%
1M
-5.81%
YTD
1.71%
6M
2.90%
1Y
8.07%
3Y*
11.40%
5Y*
9.94%
10Y*
9.02%

PORTX

1D
-1.41%
1M
-9.92%
YTD
-7.91%
6M
-18.21%
1Y
-4.62%
3Y*
3.27%
5Y*
1.30%
10Y*
7.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VMVFX vs. PORTX - Expense Ratio Comparison

VMVFX has a 0.21% expense ratio, which is lower than PORTX's 1.30% expense ratio.


Return for Risk

VMVFX vs. PORTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VMVFX
VMVFX Risk / Return Rank: 4747
Overall Rank
VMVFX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VMVFX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VMVFX Omega Ratio Rank: 4848
Omega Ratio Rank
VMVFX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VMVFX Martin Ratio Rank: 5353
Martin Ratio Rank

PORTX
PORTX Risk / Return Rank: 22
Overall Rank
PORTX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PORTX Sortino Ratio Rank: 33
Sortino Ratio Rank
PORTX Omega Ratio Rank: 22
Omega Ratio Rank
PORTX Calmar Ratio Rank: 22
Calmar Ratio Rank
PORTX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VMVFX vs. PORTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) and Trillium ESG Global Equity Fund (PORTX). 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.


VMVFXPORTXDifference

Sharpe ratio

Return per unit of total volatility

0.90

-0.33

+1.24

Sortino ratio

Return per unit of downside risk

1.30

-0.27

+1.57

Omega ratio

Gain probability vs. loss probability

1.20

0.95

+0.25

Calmar ratio

Return relative to maximum drawdown

1.06

-0.39

+1.45

Martin ratio

Return relative to average drawdown

5.20

-1.08

+6.27

VMVFX vs. PORTX - Sharpe Ratio Comparison

The current VMVFX Sharpe Ratio is 0.90, which is higher than the PORTX Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of VMVFX and PORTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VMVFXPORTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

-0.33

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.07

+0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.45

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.31

+0.48

Correlation

The correlation between VMVFX and PORTX is 0.81, 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

VMVFX vs. PORTX - Dividend Comparison

VMVFX's dividend yield for the trailing twelve months is around 9.81%, while PORTX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VMVFX
Vanguard Global Minimum Volatility Fund Investor Shares
9.81%9.98%3.77%3.05%4.96%12.73%2.02%5.12%7.27%2.30%2.71%3.22%
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%

Drawdowns

VMVFX vs. PORTX - Drawdown Comparison

The maximum VMVFX drawdown since its inception was -33.09%, smaller than the maximum PORTX drawdown of -51.71%. Use the drawdown chart below to compare losses from any high point for VMVFX and PORTX.


Loading graphics...

Drawdown Indicators


VMVFXPORTXDifference

Max Drawdown

Largest peak-to-trough decline

-33.09%

-51.71%

+18.62%

Max Drawdown (1Y)

Largest decline over 1 year

-7.96%

-20.78%

+12.82%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

-31.32%

+18.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.09%

-31.34%

-1.75%

Current Drawdown

Current decline from peak

-6.03%

-20.78%

+14.75%

Average Drawdown

Average peak-to-trough decline

-2.84%

-11.73%

+8.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

7.48%

-5.85%

Volatility

VMVFX vs. PORTX - Volatility Comparison

The current volatility for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) is 2.61%, while Trillium ESG Global Equity Fund (PORTX) has a volatility of 3.48%. This indicates that VMVFX experiences smaller price fluctuations and is considered to be less risky than PORTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VMVFXPORTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

3.48%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

4.87%

17.83%

-12.96%

Volatility (1Y)

Calculated over the trailing 1-year period

10.02%

23.39%

-13.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.75%

19.06%

-8.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.48%

18.13%

-5.65%