ESGV vs. VFTAX
Compare and contrast key facts about Vanguard ESG U.S. Stock ETF (ESGV) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX).
ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018. VFTAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGV or VFTAX.
Key characteristics
| ESGV | VFTAX | |
|---|---|---|
| YTD Return | 19.79% | 20.83% |
| 1Y Return | 33.78% | 34.10% |
| 3Y Return (Ann) | 6.20% | 6.92% |
| 5Y Return (Ann) | 14.92% | 15.03% |
| Sharpe Ratio | 2.65 | 2.68 |
| Sortino Ratio | 3.50 | 3.52 |
| Omega Ratio | 1.48 | 1.49 |
| Calmar Ratio | 3.05 | 3.33 |
| Martin Ratio | 16.06 | 16.58 |
| Ulcer Index | 2.21% | 2.15% |
| Daily Std Dev | 13.35% | 13.29% |
| Max Drawdown | -33.66% | -34.20% |
| Current Drawdown | -2.43% | -2.45% |
Correlation
The correlation between ESGV and VFTAX is 1.00, 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.
Performance
ESGV vs. VFTAX - Performance Comparison
In the year-to-date period, ESGV achieves a 19.79% return, which is significantly lower than VFTAX's 20.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ESGV vs. VFTAX - Expense Ratio Comparison
ESGV has a 0.09% expense ratio, which is lower than VFTAX's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ESGV vs. VFTAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX). 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.
Dividends
ESGV vs. VFTAX - Dividend Comparison
ESGV's dividend yield for the trailing twelve months is around 1.12%, more than VFTAX's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 1.12% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 1.06% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% |
Drawdowns
ESGV vs. VFTAX - Drawdown Comparison
The maximum ESGV drawdown since its inception was -33.66%, roughly equal to the maximum VFTAX drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for ESGV and VFTAX. For additional features, visit the drawdowns tool.
Volatility
ESGV vs. VFTAX - Volatility Comparison
Vanguard ESG U.S. Stock ETF (ESGV) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) have volatilities of 3.51% and 3.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.