VMVFX vs. PORTX
Compare and contrast key facts about Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) and Trillium ESG Global Equity Fund (PORTX).
VMVFX is managed by Vanguard. It was launched on Dec 12, 2013. PORTX is managed by Trillium Mutual Funds. It was launched on Sep 29, 1999.
Performance
VMVFX vs. PORTX - Performance Comparison
Loading graphics...
VMVFX vs. PORTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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
VMVFX
PORTX
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.
| VMVFX | PORTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | -0.33 | +1.24 |
Sortino ratioReturn per unit of downside risk | 1.30 | -0.27 | +1.57 |
Omega ratioGain probability vs. loss probability | 1.20 | 0.95 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | -0.39 | +1.45 |
Martin ratioReturn relative to average drawdown | 5.20 | -1.08 | +6.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VMVFX | PORTX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| VMVFX | PORTX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.03% | -20.78% | +14.75% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -11.73% | +8.89% |
Ulcer IndexDepth 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
| VMVFX | PORTX | Difference | |
|---|---|---|---|
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% |