ESGYX vs. VISGX

Last updated Jun 3, 2026

ESGYX (Mirova Global Sustainable Equity Fund) and VISGX (Vanguard Small Cap Growth Index Fund) are both mutual funds - ESGYX is a Global Equities fund managed by Natixis, while VISGX is a Small Cap Growth Equities fund managed by Vanguard. Over the past 5 years, ESGYX returned 6.33%/yr vs 5.60%/yr for VISGX. A 0.77 correlation means they provide meaningful diversification when combined. ESGYX charges 0.95%/yr vs 0.19%/yr for VISGX.

Performance

ESGYX vs. VISGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mirova Global Sustainable Equity Fund (ESGYX) and Vanguard Small Cap Growth Index Fund (VISGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESGYX achieves a 1.40% return, which is significantly lower than VISGX's 17.82% return.

ESGYX

• 1D: 0.96%
• 1M: 3.23%
• YTD: 1.40%
• 6M: 2.15%
• 1Y: 10.07%
• 3Y*: 12.40%
• 5Y*: 6.33%
• 10Y*: —

VISGX

• 1D: 0.00%
• 1M: 5.37%
• YTD: 17.82%
• 6M: 18.38%
• 1Y: 34.82%
• 3Y*: 17.66%
• 5Y*: 5.60%
• 10Y*: 11.62%

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

ESGYX vs. VISGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESGYX Mirova Global Sustainable Equity Fund	1.40%	15.23%	13.38%	18.63%	-22.36%	18.06%	32.43%	33.00%	-6.37%	29.83%
VISGX Vanguard Small Cap Growth Index Fund	17.82%	8.18%	14.80%	22.91%	-28.50%	5.58%	35.11%	32.60%	-5.81%	21.07%

Correlation

The correlation between ESGYX and VISGX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017	0.77

Over the past year, the correlation between ESGYX and VISGX has dropped to 0.57 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

Return for Risk

ESGYX vs. VISGX — Risk / Return Rank

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

ESGYX

ESGYX Risk / Return Rank: 14
ESGYX Sharpe Ratio Rank: 13
ESGYX Sortino Ratio Rank: 13
ESGYX Omega Ratio Rank: 12
ESGYX Calmar Ratio Rank: 16
ESGYX Martin Ratio Rank: 17

VISGX

VISGX Risk / Return Rank: 46
VISGX Sharpe Ratio Rank: 38
VISGX Sortino Ratio Rank: 36
VISGX Omega Ratio Rank: 33
VISGX Calmar Ratio Rank: 63
VISGX Martin Ratio Rank: 58

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.

ESGYX vs. VISGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mirova Global Sustainable Equity Fund (ESGYX) and Vanguard Small Cap Growth Index Fund (VISGX). 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.

	ESGYX	VISGX	Difference
Sharpe ratio Return per unit of total volatility	0.99	1.81	-0.82
Sortino ratio Return per unit of downside risk	1.52	2.51	-0.99
Omega ratio Gain probability vs. loss probability	1.18	1.31	-0.13
Calmar ratio Return relative to maximum drawdown	1.45	3.07	-1.61
Martin ratio Return relative to average drawdown	4.90	11.71	-6.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGYX vs. VISGX - Sharpe Ratio Comparison

The current ESGYX Sharpe Ratio is 0.99, which is lower than the VISGX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of ESGYX and VISGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ESGYX	VISGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	1.81	-0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.24	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.39	+0.35

Drawdowns

ESGYX vs. VISGX - Drawdown Comparison

The maximum ESGYX drawdown since its inception was -34.88%, smaller than the maximum VISGX drawdown of -58.74%. Use the drawdown chart below to compare losses from any high point for ESGYX and VISGX.

Drawdown Indicators

	ESGYX	VISGX	Difference
Max Drawdown Largest peak-to-trough decline	-34.88%	-58.74%	+23.86%
Max Drawdown (1Y) Largest decline over 1 year	-11.49%	-11.39%	-0.10%
Max Drawdown (3Y) Largest decline over 3 years	-16.67%	-27.58%	+10.91%
Max Drawdown (5Y) Largest decline over 5 years	-34.88%	-38.41%	+3.53%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.70%	—
Current Drawdown Current decline from peak	-0.94%	0.00%	-0.94%
Average Drawdown Average peak-to-trough decline	-6.45%	-11.61%	+5.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	2.98%	+0.43%

Volatility

ESGYX vs. VISGX - Volatility Comparison

The current volatility for Mirova Global Sustainable Equity Fund (ESGYX) is 3.12%, while Vanguard Small Cap Growth Index Fund (VISGX) has a volatility of 5.28%. This indicates that ESGYX experiences smaller price fluctuations and is considered to be less risky than VISGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGYX	VISGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.12%	5.28%	-2.16%
Volatility (6M) Calculated over the trailing 6-month period	10.34%	14.85%	-4.51%
Volatility (1Y) Calculated over the trailing 1-year period	12.99%	19.48%	-6.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.63%	23.56%	-5.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.66%	22.99%	-5.33%

ESGYX vs. VISGX - Expense Ratio Comparison

ESGYX has a 0.95% expense ratio, which is higher than VISGX's 0.19% expense ratio.

Dividends

ESGYX vs. VISGX - Dividend Comparison

ESGYX's dividend yield for the trailing twelve months is around 4.09%, more than VISGX's 0.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESGYX Mirova Global Sustainable Equity Fund	4.09%	4.44%	1.99%	0.61%	5.28%	12.16%	0.54%	1.84%	4.39%	1.15%	0.00%	0.00%
VISGX Vanguard Small Cap Growth Index Fund	0.34%	0.33%	0.42%	0.56%	0.46%	0.23%	0.35%	0.47%	0.65%	0.71%	0.97%	0.84%

Frequently Asked Questions

Can I hold both ESGYX and VISGX in my portfolio?

ESGYX and VISGX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESGYX or VISGX?

VISGX has higher volatility (5.28%) compared to ESGYX (3.12%). In terms of maximum drawdown, ESGYX dropped -34.88% vs VISGX's -58.74%.

Which has better risk-adjusted returns?

VISGX currently has the higher Sharpe Ratio (1.81 vs 0.99), 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.