SSIAX vs. ESGU
SSIAX (1919 Socially Responsive Balanced Fund) and ESGU (iShares ESG Aware MSCI USA ETF) are both funds - SSIAX is a Diversified Portfolio fund managed by 1919 Funds, while ESGU is a Large Cap Blend Equities fund tracking the MSCI USA Extended ESG Focus Index. Over the past 5 years, SSIAX returned 6.27%/yr vs 11.91%/yr for ESGU. Their correlation of 0.92 suggests significant overlap in exposure. SSIAX charges 0.97%/yr vs 0.15%/yr for ESGU.
Performance
SSIAX vs. ESGU - Performance Comparison
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Returns By Period
In the year-to-date period, SSIAX achieves a 1.44% return, which is significantly lower than ESGU's 8.38% return.
SSIAX
- 1D
- -0.89%
- 1M
- -1.23%
- YTD
- 1.44%
- 6M
- 0.94%
- 1Y
- 9.04%
- 3Y*
- 12.14%
- 5Y*
- 6.27%
- 10Y*
- 10.19%
ESGU
- 1D
- -1.34%
- 1M
- -1.03%
- YTD
- 8.38%
- 6M
- 7.35%
- 1Y
- 23.73%
- 3Y*
- 20.47%
- 5Y*
- 11.91%
- 10Y*
- —
SSIAX vs. ESGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSIAX 1919 Socially Responsive Balanced Fund | 1.44% | 9.79% | 15.94% | 19.66% | -20.00% | 17.26% | 20.57% | 24.69% | -1.30% | 16.38% |
ESGU iShares ESG Aware MSCI USA ETF | 8.38% | 16.90% | 24.31% | 25.79% | -20.27% | 26.89% | 22.54% | 31.72% | -4.32% | 21.07% |
Correlation
The correlation between SSIAX and ESGU is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2016 | 0.92 |
The correlation between SSIAX and ESGU has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
SSIAX vs. ESGU — Risk / Return Rank
SSIAX
ESGU
SSIAX vs. ESGU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 1919 Socially Responsive Balanced Fund (SSIAX) and iShares ESG Aware 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.
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.
| SSIAX | ESGU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.33 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 2.58 | -1.31 |
| Martin ratioReturn relative to average drawdown | 5.22 | 11.27 | -6.06 |
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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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Drawdown Indicators
| SSIAX | ESGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.41% | -33.87% | -6.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.77% | -9.26% | +1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -13.12% | -19.32% | +6.20% |
Max Drawdown (5Y)Largest decline over 5 years | -24.03% | -26.15% | +2.12% |
Max Drawdown (10Y)Largest decline over 10 years | -24.03% | — | — |
Current DrawdownCurrent decline from peak | -2.43% | -3.19% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -4.88% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.11% | -0.23% |
Volatility
SSIAX vs. ESGU - Volatility Comparison
The current volatility for 1919 Socially Responsive Balanced Fund (SSIAX) is 3.05%, while iShares ESG Aware MSCI USA ETF (ESGU) has a volatility of 4.97%. 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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Volatility by Period
| SSIAX | ESGU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 4.97% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 6.83% | 10.11% | -3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.62% | 12.81% | -4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.58% | 17.42% | -4.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.74% | 18.60% | -5.86% |
SSIAX vs. ESGU - Expense Ratio Comparison
SSIAX has a 0.97% expense ratio, which is higher than ESGU's 0.15% expense ratio.
Dividends
SSIAX vs. ESGU - Dividend Comparison
SSIAX's dividend yield for the trailing twelve months is around 1.20%, more than ESGU's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGU iShares ESG Aware MSCI USA ETF | 0.95% | 0.99% | 1.18% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.73% | 1.82% | 0.00% | 0.00% |
SSIAX 1919 Socially Responsive Balanced Fund | 1.20% | 1.23% | 0.73% | 0.51% | 0.23% | 0.41% | 0.27% | 0.62% | 7.03% | 6.21% | 7.28% | 8.74% |
Frequently Asked Questions
With a correlation of 0.93, SSIAX and ESGU 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.
ESGU has higher volatility (4.97%) compared to SSIAX (3.05%). In terms of maximum drawdown, SSIAX dropped -40.41% vs ESGU's -33.87%.
ESGU currently has the higher Sharpe Ratio (1.86 vs 1.14), 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.
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