ESGV vs. VESGX

Last updated Jun 23, 2026

ESGV (Vanguard ESG U.S. Stock ETF) and VESGX (Vanguard Global ESG Select Stock Fund Admiral Shares) are both funds - ESGV is a Large Cap Blend Equities fund tracking the FTSE US All Cap Choice Index, while VESGX is a ESG fund managed by Vanguard. Over the past 5 years, ESGV returned 12.10%/yr vs 12.05%/yr for VESGX. Their correlation of 0.85 suggests significant overlap in exposure. ESGV charges 0.09%/yr vs 0.46%/yr for VESGX.

Performance

ESGV vs. VESGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Stock ETF (ESGV) and Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESGV achieves a 9.39% return, which is significantly lower than VESGX's 12.13% return.

ESGV

• 1D: -0.51%
• 1M: 0.39%
• YTD: 9.39%
• 6M: 8.78%
• 1Y: 26.60%
• 3Y*: 21.19%
• 5Y*: 12.10%
• 10Y*: —

VESGX

• 1D: 1.42%
• 1M: 4.42%
• YTD: 12.13%
• 6M: 11.63%
• 1Y: 19.88%
• 3Y*: 17.14%
• 5Y*: 12.05%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGV vs. VESGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ESGV Vanguard ESG U.S. Stock ETF	9.39%	16.48%	24.69%	30.79%	-24.04%	26.55%	25.69%	13.29%
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares	12.13%	15.26%	16.40%	19.61%	-10.76%	22.34%	19.43%	11.83%

Correlation

The correlation between ESGV and VESGX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jun 14, 2019	0.85

The correlation between ESGV and VESGX has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

ESGV vs. VESGX - Sectors Allocation Comparison

Sectors	ESGV	VESGX
Technology	43.0%	30.3%
Communication Services	12.2%	3.2%
Consumer Cyclical	11.7%	13.5%
Financial Services	11.4%	20.8%
Healthcare	9.5%	8.3%
Industrials	4.2%	7.4%
Consumer Defensive	3.6%	5.5%
Real Estate	2.6%	5.2%
Basic Materials	1.8%	3.7%
Utilities	0.2%	2.0%
Energy	0.1%	-

Return for Risk

ESGV vs. VESGX — Risk / Return Rank

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

ESGV

ESGV Risk / Return Rank: 55
ESGV Sharpe Ratio Rank: 59
ESGV Sortino Ratio Rank: 56
ESGV Omega Ratio Rank: 57
ESGV Calmar Ratio Rank: 48
ESGV Martin Ratio Rank: 57

VESGX

VESGX Risk / Return Rank: 28
VESGX Sharpe Ratio Rank: 28
VESGX Sortino Ratio Rank: 28
VESGX Omega Ratio Rank: 26
VESGX Calmar Ratio Rank: 26
VESGX Martin Ratio Rank: 31

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.

ESGV vs. VESGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) and Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ESGV	VESGX	Difference
Sharpe ratio: Return per unit of total volatility	1.90	1.42	+0.48
Sortino ratio: Return per unit of downside risk	2.58	2.06	+0.53
Omega ratio: Gain probability vs. loss probability	1.34	1.25	+0.09
Calmar ratio: Return relative to maximum drawdown	2.30	1.77	+0.53
Martin ratio: Return relative to average drawdown	9.65	6.71	+2.94

ESGV vs. VESGX - Sharpe Ratio Comparison

The current ESGV Sharpe Ratio is 1.90, which is higher than the VESGX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of ESGV and VESGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ESGV vs. VESGX - Drawdown Comparison

The maximum ESGV drawdown since its inception was -33.66%, which is greater than VESGX's maximum drawdown of -30.52%. Use the drawdown chart below to compare losses from any high point for ESGV and VESGX.

Drawdown Indicators

	ESGV	VESGX	Difference
Max Drawdown Largest peak-to-trough decline	-33.66%	-30.52%	-3.14%
Max Drawdown (1Y) Largest decline over 1 year	-11.60%	-10.79%	-0.81%
Max Drawdown (3Y) Largest decline over 3 years	-20.41%	-12.27%	-8.14%
Max Drawdown (5Y) Largest decline over 5 years	-28.81%	-23.70%	-5.11%
Current Drawdown Current decline from peak	-2.09%	0.00%	-2.09%
Average Drawdown Average peak-to-trough decline	-6.40%	-4.03%	-2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	2.84%	-0.08%

Volatility

ESGV vs. VESGX - Volatility Comparison

Vanguard ESG U.S. Stock ETF (ESGV) has a higher volatility of 5.40% compared to Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) at 4.75%. This indicates that ESGV's price experiences larger fluctuations and is considered to be riskier than VESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGV	VESGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.40%	4.75%	+0.65%
Volatility (6M) Calculated over the trailing 6-month period	11.18%	10.85%	+0.33%
Volatility (1Y) Calculated over the trailing 1-year period	14.08%	13.43%	+0.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.47%	14.74%	+3.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.60%	17.33%	+3.27%

ESGV vs. VESGX - Expense Ratio Comparison

ESGV has a 0.09% expense ratio, which is lower than VESGX's 0.46% expense ratio.

Dividends

ESGV vs. VESGX - Dividend Comparison

ESGV's dividend yield for the trailing twelve months is around 0.87%, less than VESGX's 3.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ESGV Vanguard ESG U.S. Stock ETF	0.87%	0.91%	1.04%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares	3.91%	6.98%	5.05%	1.81%	2.24%	2.74%	1.06%	0.82%	0.00%

Frequently Asked Questions

Can I hold both ESGV and VESGX in my portfolio?

ESGV and VESGX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESGV or VESGX?

ESGV has higher volatility (5.40%) compared to VESGX (4.75%). In terms of maximum drawdown, ESGV dropped -33.66% vs VESGX's -30.52%.

Which has better risk-adjusted returns?

ESGV currently has the higher Sharpe Ratio (1.90 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.