SGLC vs. VOTE

Last updated Jun 26, 2026

SGLC (SGI U.S. Large Cap Core ETF) and VOTE (Engine No. 1 Transform 500 ETF) are both Large Cap Blend Equities funds. SGLC is actively managed, while VOTE is passively managed. Over the past 3 years, SGLC returned 20.96%/yr vs 21.26%/yr for VOTE. Their correlation of 0.93 suggests significant overlap in exposure. SGLC charges 0.85%/yr vs 0.05%/yr for VOTE.

Performance

SGLC vs. VOTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI U.S. Large Cap Core ETF (SGLC) and Engine No. 1 Transform 500 ETF (VOTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGLC achieves a 11.22% return, which is significantly higher than VOTE's 8.07% return.

SGLC

• 1D: -0.21%
• 1M: -1.93%
• YTD: 11.22%
• 6M: 9.96%
• 1Y: 28.28%
• 3Y*: 20.96%
• 5Y*: —
• 10Y*: —

VOTE

• 1D: -0.07%
• 1M: -1.98%
• YTD: 8.07%
• 6M: 6.78%
• 1Y: 21.92%
• 3Y*: 21.26%
• 5Y*: 12.67%
• 10Y*: —

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

SGLC vs. VOTE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SGLC SGI U.S. Large Cap Core ETF	11.22%	17.30%	20.19%	19.30%
VOTE Engine No. 1 Transform 500 ETF	8.07%	17.95%	25.23%	20.01%

Correlation

The correlation between SGLC and VOTE is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (All Time) Calculated using the full available price history since Mar 31, 2023	0.93

The correlation between SGLC and VOTE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

SGLC vs. VOTE - Sectors Allocation Comparison

Sectors	SGLC	VOTE
Technology	32.4%	39.0%
Financial Services	14.9%	10.9%
Communication Services	11.2%	10.7%
Consumer Cyclical	10.1%	9.9%
Healthcare	9.9%	8.3%
Industrials	6.5%	8.1%
Consumer Defensive	5.4%	4.4%
Basic Materials	3.1%	1.7%
Energy	2.9%	3.2%
Real Estate	2.5%	1.7%
Utilities	1.2%	2.0%

Return for Risk

SGLC vs. VOTE — Risk / Return Rank

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

SGLC

SGLC Risk / Return Rank: 70
SGLC Sharpe Ratio Rank: 72
SGLC Sortino Ratio Rank: 67
SGLC Omega Ratio Rank: 70
SGLC Calmar Ratio Rank: 67
SGLC Martin Ratio Rank: 76

VOTE

VOTE Risk / Return Rank: 60
VOTE Sharpe Ratio Rank: 60
VOTE Sortino Ratio Rank: 57
VOTE Omega Ratio Rank: 58
VOTE Calmar Ratio Rank: 56
VOTE Martin Ratio Rank: 67

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.

SGLC vs. VOTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Cap Core ETF (SGLC) and Engine No. 1 Transform 500 ETF (VOTE). 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.

	SGLC	VOTE	Difference
Sharpe ratio: Return per unit of total volatility	2.03	1.73	+0.30
Sortino ratio: Return per unit of downside risk	2.70	2.38	+0.32
Omega ratio: Gain probability vs. loss probability	1.37	1.31	+0.05
Calmar ratio: Return relative to maximum drawdown	2.94	2.42	+0.52
Martin ratio: Return relative to average drawdown	12.65	10.58	+2.07

SGLC vs. VOTE - Sharpe Ratio Comparison

The current SGLC Sharpe Ratio is 2.03, which is comparable to the VOTE Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SGLC and VOTE, 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

SGLC vs. VOTE - Drawdown Comparison

The maximum SGLC drawdown since its inception was -20.24%, smaller than the maximum VOTE drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for SGLC and VOTE.

Drawdown Indicators

	SGLC	VOTE	Difference
Max Drawdown Largest peak-to-trough decline	-20.24%	-25.71%	+5.47%
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	-9.10%	-0.57%
Max Drawdown (3Y) Largest decline over 3 years	-20.24%	-19.08%	-1.16%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.71%	—
Current Drawdown Current decline from peak	-3.24%	-3.35%	+0.11%
Average Drawdown Average peak-to-trough decline	-2.45%	-6.09%	+3.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	2.08%	+0.16%

Volatility

SGLC vs. VOTE - Volatility Comparison

SGI U.S. Large Cap Core ETF (SGLC) and Engine No. 1 Transform 500 ETF (VOTE) have volatilities of 4.72% and 4.84%, 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.

Volatility by Period

	SGLC	VOTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.72%	4.84%	-0.12%
Volatility (6M) Calculated over the trailing 6-month period	11.63%	10.06%	+1.57%
Volatility (1Y) Calculated over the trailing 1-year period	13.97%	12.69%	+1.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.08%	17.18%	-1.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.08%	17.16%	-1.08%

SGLC vs. VOTE - Expense Ratio Comparison

SGLC has a 0.85% expense ratio, which is higher than VOTE's 0.05% expense ratio.

Dividends

SGLC vs. VOTE - Dividend Comparison

SGLC's dividend yield for the trailing twelve months is around 0.21%, less than VOTE's 0.96% yield.

Position	TTM	2025	2024	2023	2022	2021
SGLC SGI U.S. Large Cap Core ETF	0.21%	0.23%	8.68%	1.49%	0.00%	0.00%
VOTE Engine No. 1 Transform 500 ETF	0.96%	1.03%	1.18%	1.33%	1.54%	0.54%

Frequently Asked Questions

Can I hold both SGLC and VOTE in my portfolio?

With a correlation of 0.91, SGLC and VOTE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SGLC or VOTE?

VOTE has higher volatility (4.84%) compared to SGLC (4.72%). In terms of maximum drawdown, SGLC dropped -20.24% vs VOTE's -25.71%.

Which ETF is better, SGLC or VOTE?

On 3-year performance, VOTE leads with 21.26% vs 20.96% for SGLC. On fees, VOTE is cheaper at 0.05% per year. On volatility, SGLC has been the lower-risk option at 4.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SGLC or VOTE?

Over the 3-year period, VOTE has performed better with a 21.26% return vs 20.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SGLC or VOTE?

VOTE is cheaper with a 0.05% expense ratio, compared with 0.85% for SGLC.

Which ETF pays a higher dividend yield, SGLC or VOTE?

VOTE has the higher dividend yield at 0.96%, compared with 0.21% for SGLC.

What is the main difference between SGLC and VOTE?

They also come from different issuers: Summit Global Investments and Engine No. 1 LLC. Their fees differ too: 0.85% for SGLC and 0.05% for VOTE.

Which has better risk-adjusted returns?

SGLC currently has the higher Sharpe Ratio (2.03 vs 1.73), 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.