VFTAX vs. ESGV
Compare and contrast key facts about Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Vanguard ESG U.S. Stock ETF (ESGV).
VFTAX is managed by Vanguard. It was launched on Feb 7, 2019. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFTAX or ESGV.
Performance
VFTAX vs. ESGV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VFTAX having a 26.09% return and ESGV slightly lower at 25.21%.
VFTAX
26.09%
2.00%
14.06%
32.70%
15.61%
N/A
ESGV
25.21%
2.30%
14.03%
32.83%
15.60%
N/A
Key characteristics
| VFTAX | ESGV | |
|---|---|---|
| Sharpe Ratio | 2.49 | 2.48 |
| Sortino Ratio | 3.30 | 3.29 |
| Omega Ratio | 1.46 | 1.45 |
| Calmar Ratio | 3.57 | 3.59 |
| Martin Ratio | 15.43 | 15.05 |
| Ulcer Index | 2.16% | 2.22% |
| Daily Std Dev | 13.42% | 13.47% |
| Max Drawdown | -34.20% | -33.66% |
| Current Drawdown | -1.03% | -1.07% |
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VFTAX vs. ESGV - Expense Ratio Comparison
VFTAX has a 0.14% 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%.
Correlation
The correlation between VFTAX and ESGV is 1.00, 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.
Risk-Adjusted Performance
VFTAX vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) 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.
Dividends
VFTAX vs. ESGV - Dividend Comparison
VFTAX's dividend yield for the trailing twelve months is around 1.02%, less than ESGV's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 1.02% | 1.10% | 1.34% | 0.94% | 1.21% | 1.44% | 0.00% |
ESGV Vanguard ESG U.S. Stock ETF | 1.07% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% |
Drawdowns
VFTAX vs. ESGV - Drawdown Comparison
The maximum VFTAX drawdown since its inception was -34.20%, roughly equal to the maximum ESGV drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for VFTAX and ESGV. For additional features, visit the drawdowns tool.
Volatility
VFTAX vs. ESGV - Volatility Comparison
Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Vanguard ESG U.S. Stock ETF (ESGV) have volatilities of 4.36% and 4.42%, 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.