NWLG vs. VFTAX

Last updated Jun 4, 2026

NWLG (Nuveen Winslow Large-Cap Growth ESG ETF) and VFTAX (Vanguard FTSE Social Index Fund Admiral Shares) are both Large Cap Growth Equities funds. Their correlation of 0.93 suggests significant overlap in exposure. NWLG charges 0.64%/yr vs 0.14%/yr for VFTAX.

Performance

NWLG vs. VFTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Winslow Large-Cap Growth ESG ETF (NWLG) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

NWLG

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VFTAX

• 1D: 0.03%
• 1M: 7.31%
• YTD: 11.67%
• 6M: 11.59%
• 1Y: 29.31%
• 3Y*: 23.26%
• 5Y*: 13.82%
• 10Y*: —

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

NWLG vs. VFTAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
NWLG Nuveen Winslow Large-Cap Growth ESG ETF	-10.63%	13.21%	29.17%	43.55%	-31.52%	5.24%
VFTAX Vanguard FTSE Social Index Fund Admiral Shares	11.67%	17.25%	25.97%	31.78%	-24.22%	7.62%

Correlation

The correlation between NWLG and VFTAX 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	0.90
Correlation (All Time) Calculated using the full available price history since Aug 6, 2021	0.93

The correlation between NWLG and VFTAX shifts across timeframes, from 0.81 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.

NWLG vs. VFTAX - Sectors Allocation Comparison

Sectors	NWLG	VFTAX
Technology	48.0%	41.4%
Communication Services	14.7%	13.9%
Industrials	12.4%	3.6%
Consumer Cyclical	10.3%	12.0%
Healthcare	6.7%	9.4%
Financial Services	5.9%	11.5%
Consumer Defensive	1.0%	3.9%
Basic Materials	1.0%	1.6%
Energy	-	0.0%
Real Estate	-	2.2%
Utilities	-	0.1%

Return for Risk

NWLG vs. VFTAX — Risk / Return Rank

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

VFTAX

VFTAX Risk / Return Rank: 53
VFTAX Sharpe Ratio Rank: 60
VFTAX Sortino Ratio Rank: 54
VFTAX Omega Ratio Rank: 54
VFTAX Calmar Ratio Rank: 45
VFTAX Martin Ratio Rank: 53

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.

NWLG vs. VFTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Winslow Large-Cap Growth ESG ETF (NWLG) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	NWLG	VFTAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.28	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.83	—

Drawdowns

Drawdown Indicators

	NWLG	VFTAX	Difference
Max Drawdown Largest peak-to-trough decline	—	-34.20%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.84%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.18%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.12%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-6.27%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.78%	—

Volatility

Volatility by Period

	NWLG	VFTAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.26%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.14%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.27%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	18.37%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	20.78%	—

NWLG vs. VFTAX - Expense Ratio Comparison

NWLG has a 0.64% expense ratio, which is higher than VFTAX's 0.14% expense ratio.

Dividends

NWLG vs. VFTAX - Dividend Comparison

NWLG's dividend yield for the trailing twelve months is around 15.71%, more than VFTAX's 0.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
NWLG Nuveen Winslow Large-Cap Growth ESG ETF	15.71%	0.00%	0.00%	0.02%	0.00%	0.00%	0.00%	0.00%
VFTAX Vanguard FTSE Social Index Fund Admiral Shares	0.79%	0.85%	0.99%	1.10%	1.34%	0.94%	1.21%	1.43%

Frequently Asked Questions

Can I hold both NWLG and VFTAX in my portfolio?

NWLG and VFTAX 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.