VFTAX vs. NWLG

Last updated Jun 4, 2026

VFTAX (Vanguard FTSE Social Index Fund Admiral Shares) and NWLG (Nuveen Winslow Large-Cap Growth ESG ETF) are both Large Cap Growth Equities funds. Their correlation of 0.93 suggests significant overlap in exposure. VFTAX charges 0.14%/yr vs 0.64%/yr for NWLG.

Performance

VFTAX vs. NWLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Nuveen Winslow Large-Cap Growth ESG ETF (NWLG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

VFTAX

• 1D: 0.03%
• 1M: 7.31%
• YTD: 11.67%
• 6M: 11.59%
• 1Y: 29.31%
• 3Y*: 23.26%
• 5Y*: 13.82%
• 10Y*: —

NWLG

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VFTAX vs. NWLG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VFTAX Vanguard FTSE Social Index Fund Admiral Shares	11.67%	17.25%	25.97%	31.78%	-24.22%	7.62%
NWLG Nuveen Winslow Large-Cap Growth ESG ETF	-10.63%	13.21%	29.17%	43.55%	-31.52%	5.24%

Correlation

The correlation between VFTAX and NWLG is 0.81, 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (All Time) Calculated using the full available price history since Aug 6, 2021	0.93

The correlation between VFTAX and NWLG shifts across timeframes, from 0.81 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.

VFTAX vs. NWLG - Sectors Allocation Comparison

Sectors	VFTAX	NWLG
Technology	41.4%	48.0%
Communication Services	13.9%	14.7%
Consumer Cyclical	12.0%	10.3%
Financial Services	11.5%	5.9%
Healthcare	9.4%	6.7%
Consumer Defensive	3.9%	1.0%
Industrials	3.6%	12.4%
Real Estate	2.2%	-
Basic Materials	1.6%	1.0%
Utilities	0.1%	-
Energy	0.0%	-

Return for Risk

VFTAX vs. NWLG — Risk / Return Rank

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

VFTAX

VFTAX Risk / Return Rank: 53
VFTAX Sharpe Ratio Rank: 60
VFTAX Sortino Ratio Rank: 54
VFTAX Omega Ratio Rank: 54
VFTAX Calmar Ratio Rank: 45
VFTAX Martin Ratio Rank: 53

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.

VFTAX vs. NWLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Nuveen Winslow Large-Cap Growth ESG ETF (NWLG). 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.

	VFTAX	NWLG	Difference
Sharpe ratio: Return per unit of total volatility	2.28	—	—
Sortino ratio: Return per unit of downside risk	3.09	—	—
Omega ratio: Gain probability vs. loss probability	1.41	—	—
Calmar ratio: Return relative to maximum drawdown	2.55	—	—
Martin ratio: Return relative to average drawdown	10.83	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	VFTAX	NWLG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	—	—

Drawdowns

Drawdown Indicators

	VFTAX	NWLG	Difference
Max Drawdown Largest peak-to-trough decline	-34.20%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.84%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.18%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.12%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-6.27%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	—	—

Volatility

Volatility by Period

	VFTAX	NWLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.27%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.37%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.78%	—	—

VFTAX vs. NWLG - Expense Ratio Comparison

VFTAX has a 0.14% expense ratio, which is lower than NWLG's 0.64% expense ratio.

Dividends

VFTAX vs. NWLG - Dividend Comparison

VFTAX's dividend yield for the trailing twelve months is around 0.79%, less than NWLG's 15.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
NWLG Nuveen Winslow Large-Cap Growth ESG ETF	15.71%	0.00%	0.00%	0.02%	0.00%	0.00%	0.00%	0.00%
VFTAX Vanguard FTSE Social Index Fund Admiral Shares	0.79%	0.85%	0.99%	1.10%	1.34%	0.94%	1.21%	1.43%

Frequently Asked Questions

Can I hold both VFTAX and NWLG in my portfolio?

VFTAX and NWLG have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.