The table below compares the performance and other essential indicators like dividend yield and expense ratio of 7 ESG mutual funds.
Click on any fund in the list to see complete information, including risk and performance analysis.
Category: ESG
| Symbol | Full Name | Category | Inception | Expense Ratio | YTD Return | 10Y Return (Annualized) | Dividend Yield | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Omega Ratio | Martin Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Goldman Sachs International Equity ESG Fund Class ... | Foreign Large Cap Equities, ESG | Dec 1, 1992 | 1.35% | 0.98% | 5.09% | 1.36% | ||||||||
| Nuveen Winslow Large-Cap Growth ESG Fund Class I | Large Cap Growth Equities, ESG | May 15, 2009 | 0.83% | 8.47% | 15.44% | 4.97% | ||||||||
| Pax International Sustainable Economy Fund Institu... | Large Cap Blend Equities, ESG | — | 0.47% | 2.50% | 4.33% | 2.32% | ||||||||
| Pax Ellevate Global Women’s Leadership Fund Instit... | ESG, Global Equities | — | 0.51% | 0.09% | 7.50% | 1.69% | ||||||||
| Vanguard Global ESG Select Stock Fund Investor Sha... | ESG, Global Equities | Jun 5, 2019 | 0.56% | 4.40% | — | 1.69% | ||||||||
| Vanguard Global ESG Select Stock Fund Admiral Shar... | ESG, Global Equities | Jun 5, 2019 | 0.46% | 4.43% | — | 1.78% | ||||||||
| Vanguard FTSE Social Index Fund Institutional Shar... | Large Cap Growth Equities, ESG | Jan 14, 2003 | 0.12% | 5.27% | 13.02% | 1.10% |
Risk vs. Return Scatterplot
The Risk vs. Return Scatterplot allows you to quickly compare funds, stocks, and ETFs in one view. It displays the yearly return of an instrument on one axis and the risk (volatility) on the other.
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5 Years