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There's a difference.
As for best practice, I only sort on the relationship when I absolutely want that data to be sorted a specific way ALL the time. Otherwise it's getting sorted for no reason at all whenever I'm NOT using the sorted state.
So, portal sorting takes the performance hit ONLY when the data is loaded for that portal, but nowhere else. If you sort on the relationship, anywhere that related data is used takes a performance hit from being sorted first.
the sorting via the relationship will reflect on functions where you are pulling related data from the related table and want to preserve the order. So if you want to jump to a specific row by a key value of the sorted portal only the relationship sorting will give you consistent results.
Thanks guys, that makes total sense