ESGV vs. VFTNX
Compare and contrast key facts about Vanguard ESG U.S. Stock ETF (ESGV) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX).
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. VFTNX is a passively managed fund by Vanguard that tracks the performance of the FTSE4Good US Select Index. It was launched on Jan 14, 2003. Both ESGV and VFTNX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESGV vs. VFTNX - Performance Comparison
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ESGV vs. VFTNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | -6.02% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 25.69% | 33.36% | -14.59% |
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | -6.51% | 17.32% | 26.01% | 31.77% | -24.20% | 27.76% | 22.62% | 33.96% | -13.71% |
Returns By Period
In the year-to-date period, ESGV achieves a -6.02% return, which is significantly higher than VFTNX's -6.51% return.
ESGV
- 1D
- 0.09%
- 1M
- -4.44%
- YTD
- -6.02%
- 6M
- -4.34%
- 1Y
- 21.79%
- 3Y*
- 17.77%
- 5Y*
- 9.97%
- 10Y*
- —
VFTNX
- 1D
- 0.16%
- 1M
- -4.49%
- YTD
- -6.51%
- 6M
- -4.72%
- 1Y
- 21.54%
- 3Y*
- 18.33%
- 5Y*
- 10.70%
- 10Y*
- 14.41%
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ESGV vs. VFTNX - Expense Ratio Comparison
ESGV has a 0.09% expense ratio, which is lower than VFTNX's 0.12% 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%.
Return for Risk
ESGV vs. VFTNX — Risk / Return Rank
ESGV
VFTNX
ESGV vs. VFTNX - Risk-Adjusted Trends 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 Institutional Shares (VFTNX). 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.
| ESGV | VFTNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.80 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.27 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.34 | 0.00 |
Martin ratioReturn relative to average drawdown | 5.22 | 5.12 | +0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESGV | VFTNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.80 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.59 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.35 | +0.27 |
Correlation
The correlation between ESGV and VFTNX is 0.99, 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
ESGV vs. VFTNX - Dividend Comparison
ESGV's dividend yield for the trailing twelve months is around 1.00%, which matches VFTNX's 1.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 1.00% | 0.91% | 1.04% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% |
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 1.01% | 0.90% | 1.01% | 1.12% | 1.37% | 0.95% | 1.23% | 1.46% | 1.81% | 1.49% | 1.82% | 1.60% |
Drawdowns
ESGV vs. VFTNX - Drawdown Comparison
The maximum ESGV drawdown since its inception was -33.66%, smaller than the maximum VFTNX drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for ESGV and VFTNX.
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Drawdown Indicators
| ESGV | VFTNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -64.04% | +30.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.60% | -11.83% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -28.81% | -29.11% | +0.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.22% | — |
Current DrawdownCurrent decline from peak | -7.69% | -7.94% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -15.79% | +9.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.20% | -0.05% |
Volatility
ESGV vs. VFTNX - Volatility Comparison
Vanguard ESG U.S. Stock ETF (ESGV) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) have volatilities of 6.08% and 5.92%, 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.
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Volatility by Period
| ESGV | VFTNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 5.92% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.61% | 10.58% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.48% | 19.57% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.31% | 18.33% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.71% | 19.03% | +1.68% |