Correlation
The correlation between SSIAX and ESGU is 0.96, 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.
SSIAX vs. ESGU
Compare and contrast key facts about 1919 Socially Responsive Balanced Fund (SSIAX) and iShares ESG MSCI USA ETF (ESGU).
SSIAX is managed by 1919 Funds. It was launched on Nov 5, 1992. ESGU is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Focus Index. It was launched on Dec 1, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSIAX or ESGU.
Performance
SSIAX vs. ESGU - Performance Comparison
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Key characteristics
SSIAX:
0.65
ESGU:
0.69
SSIAX:
0.84
ESGU:
0.98
SSIAX:
1.11
ESGU:
1.14
SSIAX:
0.55
ESGU:
0.63
SSIAX:
2.00
ESGU:
2.36
SSIAX:
3.58%
ESGU:
5.15%
SSIAX:
13.37%
ESGU:
20.17%
SSIAX:
-40.41%
ESGU:
-33.87%
SSIAX:
-2.46%
ESGU:
-3.71%
Returns By Period
In the year-to-date period, SSIAX achieves a 0.74% return, which is significantly higher than ESGU's 0.39% return.
SSIAX
0.74%
3.40%
-1.31%
8.04%
9.86%
9.43%
8.75%
ESGU
0.39%
5.96%
-2.26%
12.96%
13.56%
15.06%
N/A
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SSIAX vs. ESGU - Expense Ratio Comparison
SSIAX has a 0.97% expense ratio, which is higher than ESGU's 0.15% expense ratio.
Risk-Adjusted Performance
SSIAX vs. ESGU — Risk-Adjusted Performance Rank
SSIAX
ESGU
SSIAX vs. ESGU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for 1919 Socially Responsive Balanced Fund (SSIAX) and iShares ESG MSCI USA ETF (ESGU). 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.
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Dividends
SSIAX vs. ESGU - Dividend Comparison
SSIAX's dividend yield for the trailing twelve months is around 0.65%, less than ESGU's 1.14% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSIAX 1919 Socially Responsive Balanced Fund | 0.65% | 0.59% | 0.51% | 0.23% | 0.41% | 0.28% | 0.62% | 7.03% | 6.22% | 7.43% | 8.74% | 15.18% |
ESGU iShares ESG MSCI USA ETF | 1.14% | 1.18% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.81% | 1.82% | 0.00% | 0.00% | 0.00% |
Drawdowns
SSIAX vs. ESGU - Drawdown Comparison
The maximum SSIAX drawdown since its inception was -40.41%, which is greater than ESGU's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for SSIAX and ESGU.
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Volatility
SSIAX vs. ESGU - Volatility Comparison
The current volatility for 1919 Socially Responsive Balanced Fund (SSIAX) is 3.26%, while iShares ESG MSCI USA ETF (ESGU) has a volatility of 4.99%. This indicates that SSIAX experiences smaller price fluctuations and is considered to be less risky than ESGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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