VFTNX vs. ESGV
Compare and contrast key facts about Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard ESG U.S. Stock ETF (ESGV).
VFTNX is a passively managed fund by Vanguard that tracks the performance of the FTSE4Good US Select Index. It was launched on Jan 14, 2003. 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. Both VFTNX and ESGV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFTNX or ESGV.
Key characteristics
| VFTNX | ESGV | |
|---|---|---|
| YTD Return | 27.19% | 26.24% |
| 1Y Return | 38.74% | 38.93% |
| 3Y Return (Ann) | 8.84% | 8.15% |
| 5Y Return (Ann) | 15.99% | 15.91% |
| Sharpe Ratio | 2.87 | 2.87 |
| Sortino Ratio | 3.78 | 3.79 |
| Omega Ratio | 1.53 | 1.53 |
| Calmar Ratio | 4.13 | 3.77 |
| Martin Ratio | 17.95 | 17.59 |
| Ulcer Index | 2.15% | 2.21% |
| Daily Std Dev | 13.44% | 13.53% |
| Max Drawdown | -61.92% | -33.66% |
| Current Drawdown | -0.17% | -0.25% |
Correlation
The correlation between VFTNX and ESGV is 0.99, 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.
Performance
VFTNX vs. ESGV - Performance Comparison
The year-to-date returns for both stocks are quite close, with VFTNX having a 27.19% return and ESGV slightly lower at 26.24%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFTNX vs. ESGV - Expense Ratio Comparison
VFTNX has a 0.12% 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%.
Risk-Adjusted Performance
VFTNX vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) 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
VFTNX vs. ESGV - Dividend Comparison
VFTNX's dividend yield for the trailing twelve months is around 1.03%, less than ESGV's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 1.03% | 1.12% | 1.37% | 0.95% | 1.22% | 1.46% | 1.82% | 1.49% | 1.82% | 1.60% | 1.33% | 1.38% |
ESGV Vanguard ESG U.S. Stock ETF | 1.06% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VFTNX vs. ESGV - Drawdown Comparison
The maximum VFTNX drawdown since its inception was -61.92%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for VFTNX and ESGV. For additional features, visit the drawdowns tool.
Volatility
VFTNX vs. ESGV - Volatility Comparison
Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard ESG U.S. Stock ETF (ESGV) have volatilities of 4.22% and 4.24%, 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.