SUSL vs. VFTAX

Last updated Aug 4, 2026

SUSL (iShares ESG MSCI USA Leaders ETF) and VFTAX (Vanguard FTSE Social Index Fund Admiral Shares) are both funds - SUSL is a Large Cap Growth Equities fund tracking the MSCI USA Extended ESG Leaders Index, while VFTAX is a Large Cap Blend Equities fund tracking the FTSE US Choice Index. Both are passively managed. Over the past 5 years, SUSL returned 13.21%/yr vs 11.86%/yr for VFTAX. Their 0.95 correlation means they have historically moved very closely together. SUSL charges 0.10%/yr vs 0.14%/yr for VFTAX.

Performance

SUSL vs. VFTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI USA Leaders ETF (SUSL) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SUSL achieves a 12.03% return, which is significantly higher than VFTAX's 9.26% return.

SUSL

• 1D: 1.73%
• 1M: 2.24%
• 6M: 10.23%
• YTD: 12.03%
• 1Y: 24.28%
• 3Y*: 21.39%
• 5Y*: 13.21%
• 10Y*: —
• ALL TIME*: 16.67%

VFTAX

• 1D: 0.71%
• 1M: 0.10%
• 6M: 8.40%
• YTD: 9.26%
• 1Y: 20.82%
• 3Y*: 19.59%
• 5Y*: 11.86%
• 10Y*: —
• ALL TIME*: 16.43%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SUSL iShares ESG MSCI USA Leaders ETF	$2.06M	$2.62M	$3.08M
VFTAX Vanguard FTSE Social Index Fund Admiral Shares	$0.00	$0.00	$0.00

SUSL vs. VFTAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SUSL iShares ESG MSCI USA Leaders ETF	12.03%	18.97%	23.51%	29.08%	-20.22%	31.53%	18.89%	15.09%
VFTAX Vanguard FTSE Social Index Fund Admiral Shares	9.26%	17.25%	25.97%	31.78%	-24.22%	27.70%	22.63%	15.60%

Correlation

The correlation between SUSL and VFTAX is 0.95, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.95
Correlation (3Y) Balances recent behavior with more history.	0.96
Correlation (5Y) Shows whether the relationship held over a longer period.	0.97
Correlation (All Time) Calculated using the full available price history since May 10, 2019	0.95

The correlation between SUSL and VFTAX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

SUSL vs. VFTAX - Sectors Allocation Comparison

Sectors	SUSL	VFTAX
Technology	35.8%	44.7%
Communication Services	11.9%	12.4%
Financial Services	11.4%	11.2%
Healthcare	10.6%	9.7%
Consumer Cyclical	8.5%	11.4%
Industrials	8.1%	3.2%
Consumer Defensive	5.4%	3.7%
Energy	2.2%	0.0%
Real Estate	2.1%	2.0%
Basic Materials	2.0%	1.5%
Utilities	1.9%	0.1%

Return for Risk

SUSL vs. VFTAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SUSL

SUSL Risk / Return Rank: 69
SUSL Sharpe Ratio Rank: 73
SUSL Sortino Ratio Rank: 73
SUSL Omega Ratio Rank: 72
SUSL Calmar Ratio Rank: 58
SUSL Martin Ratio Rank: 70

VFTAX

VFTAX Risk / Return Rank: 38
VFTAX Sharpe Ratio Rank: 40
VFTAX Sortino Ratio Rank: 38
VFTAX Omega Ratio Rank: 38
VFTAX Calmar Ratio Rank: 34
VFTAX Martin Ratio Rank: 40

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SUSL vs. VFTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) 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.

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.

	SUSL	VFTAX	Difference
Sharpe ratio: Return per unit of total volatility	1.74	1.28	+0.46
Sortino ratio: Return per unit of downside risk	2.45	1.81	+0.65
Omega ratio: Gain probability vs. loss probability	1.31	1.23	+0.08
Calmar ratio: Return relative to maximum drawdown	2.15	1.58	+0.57
Martin ratio: Return relative to average drawdown	8.82	6.24	+2.57

SUSL vs. VFTAX - Sharpe Ratio Comparison

The current SUSL Sharpe Ratio is 1.74, which is higher than the VFTAX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of SUSL and VFTAX, 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

SUSL vs. VFTAX - Drawdown Comparison

The maximum SUSL drawdown since its inception was -34.26%, roughly equal to the maximum VFTAX drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for SUSL and VFTAX.

Drawdown Indicators

	SUSL	VFTAX	Difference
Max Drawdown Largest peak-to-trough decline	-34.26%	-34.20%	-0.06%
Max Drawdown (1Y) Largest decline over 1 year	-11.37%	-11.84%	+0.47%
Max Drawdown (3Y) Largest decline over 3 years	-19.91%	-20.18%	+0.27%
Max Drawdown (5Y) Largest decline over 5 years	-26.98%	-29.12%	+2.14%
Current Drawdown Current decline from peak	0.00%	-2.16%	+2.16%
Average Drawdown Average peak-to-trough decline	-5.61%	-6.19%	+0.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	2.99%	-0.23%

Volatility

SUSL vs. VFTAX - Volatility Comparison

iShares ESG MSCI USA Leaders ETF (SUSL) has a higher volatility of 4.45% compared to Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) at 4.15%. This indicates that SUSL's price experiences larger fluctuations and is considered to be riskier than VFTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUSL	VFTAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.45%	4.15%	+0.30%
Volatility (6M) Calculated over the trailing 6-month period	11.23%	11.64%	-0.41%
Volatility (1Y) Calculated over the trailing 1-year period	14.04%	14.57%	-0.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.64%	18.54%	-0.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.73%	20.70%	-0.97%

SUSL vs. VFTAX - Expense Ratio Comparison

SUSL has a 0.10% expense ratio, which is lower than VFTAX's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SUSL vs. VFTAX - Dividend Comparison

SUSL's dividend yield for the trailing twelve months is around 0.92%, more than VFTAX's 0.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
SUSL iShares ESG MSCI USA Leaders ETF	0.92%	0.99%	1.10%	1.27%	1.57%	1.12%	1.38%	1.12%
VFTAX Vanguard FTSE Social Index Fund Admiral Shares	0.83%	0.85%	0.99%	1.10%	1.34%	0.94%	1.21%	1.43%

Frequently Asked Questions

Can I hold both SUSL and VFTAX in my portfolio?

With a correlation of 0.95, SUSL and VFTAX 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, SUSL or VFTAX?

SUSL has higher volatility (4.45%) compared to VFTAX (4.15%). In terms of maximum drawdown, SUSL dropped -34.26% vs VFTAX's -34.20%.

Which has better risk-adjusted returns?

SUSL currently has the higher Sharpe Ratio (1.74 vs 1.28), 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.