SPFFX vs. ESGV

Last updated Apr 1, 2026

Compare and contrast key facts about Sphere 500 Fossil Free Fund (SPFFX) and Vanguard ESG U.S. Stock ETF (ESGV).

SPFFX is managed by Reflection Asset Management. It was launched on Oct 3, 2021. 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.

Performance

SPFFX vs. ESGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sphere 500 Fossil Free Fund (SPFFX) and Vanguard ESG U.S. Stock ETF (ESGV). The values are adjusted to include any dividend payments, if applicable.

SPFFX vs. ESGV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SPFFX Sphere 500 Fossil Free Fund	-9.28%	18.12%	25.13%	29.48%	-20.03%	9.04%
ESGV Vanguard ESG U.S. Stock ETF	-6.94%	16.48%	24.69%	30.79%	-24.04%	9.47%

Returns By Period

In the year-to-date period, SPFFX achieves a -9.28% return, which is significantly lower than ESGV's -6.94% return.

SPFFX

• 1D: -0.33%
• 1M: -8.34%
• YTD: -9.28%
• 6M: -7.06%
• 1Y: 13.01%
• 3Y*: 17.09%
• 5Y*: —
• 10Y*: —

ESGV

• 1D: 3.40%
• 1M: -5.45%
• YTD: -6.94%
• 6M: -4.73%
• 1Y: 15.76%
• 3Y*: 17.42%
• 5Y*: 9.75%
• 10Y*: —

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

SPFFX vs. ESGV - Expense Ratio Comparison

SPFFX has a 0.11% expense ratio, which is higher than ESGV's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

SPFFX

Sphere 500 Fossil Free Fund

ESGV

Vanguard ESG U.S. Stock ETF

Return for Risk

SPFFX vs. ESGV — Risk / Return Rank

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

SPFFX

SPFFX Risk / Return Rank: 34
SPFFX Sharpe Ratio Rank: 32
SPFFX Sortino Ratio Rank: 34
SPFFX Omega Ratio Rank: 36
SPFFX Calmar Ratio Rank: 33
SPFFX Martin Ratio Rank: 37

ESGV

ESGV Risk / Return Rank: 54
ESGV Sharpe Ratio Rank: 47
ESGV Sortino Ratio Rank: 51
ESGV Omega Ratio Rank: 53
ESGV Calmar Ratio Rank: 57
ESGV 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.

SPFFX vs. ESGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sphere 500 Fossil Free Fund (SPFFX) and Vanguard ESG U.S. Stock ETF (ESGV). 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.

	SPFFX	ESGV	Difference
Sharpe ratio Return per unit of total volatility	0.71	0.81	-0.10
Sortino ratio Return per unit of downside risk	1.14	1.29	-0.15
Omega ratio Gain probability vs. loss probability	1.17	1.19	-0.02
Calmar ratio Return relative to maximum drawdown	0.91	1.33	-0.41
Martin ratio Return relative to average drawdown	3.88	5.29	-1.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPFFX vs. ESGV - Sharpe Ratio Comparison

The current SPFFX Sharpe Ratio is 0.71, which is comparable to the ESGV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of SPFFX and ESGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SPFFX	ESGV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	0.81	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.61	-0.04

Correlation

The correlation between SPFFX and ESGV 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

SPFFX vs. ESGV - Dividend Comparison

SPFFX's dividend yield for the trailing twelve months is around 7.50%, more than ESGV's 1.01% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SPFFX Sphere 500 Fossil Free Fund	7.50%	6.80%	1.06%	1.32%	0.73%	0.14%	0.00%	0.00%	0.00%
ESGV Vanguard ESG U.S. Stock ETF	1.01%	0.91%	1.04%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%

Drawdowns

SPFFX vs. ESGV - Drawdown Comparison

The maximum SPFFX drawdown since its inception was -25.11%, smaller than the maximum ESGV drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for SPFFX and ESGV.

Drawdown Indicators

	SPFFX	ESGV	Difference
Max Drawdown Largest peak-to-trough decline	-25.11%	-33.66%	+8.55%
Max Drawdown (1Y) Largest decline over 1 year	-12.14%	-12.28%	+0.14%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.81%	—
Current Drawdown Current decline from peak	-10.75%	-8.60%	-2.15%
Average Drawdown Average peak-to-trough decline	-6.60%	-6.55%	-0.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	3.08%	-0.22%

Volatility

SPFFX vs. ESGV - Volatility Comparison

The current volatility for Sphere 500 Fossil Free Fund (SPFFX) is 4.70%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 6.09%. This indicates that SPFFX experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPFFX	ESGV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.70%	6.09%	-1.39%
Volatility (6M) Calculated over the trailing 6-month period	10.07%	10.58%	-0.51%
Volatility (1Y) Calculated over the trailing 1-year period	19.14%	19.47%	-0.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.24%	18.33%	-1.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.24%	20.72%	-3.48%