VOTE vs. ESGV
Compare and contrast key facts about Engine No. 1 Transform 500 ETF (VOTE) and Vanguard ESG U.S. Stock ETF (ESGV).
VOTE and ESGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOTE is a passively managed fund by Engine No. 1 LLC that tracks the performance of the Morningstar US Large Cap Index. It was launched on Jun 22, 2021. 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 VOTE 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: VOTE or ESGV.
Key characteristics
| VOTE | ESGV | |
|---|---|---|
| YTD Return | 27.40% | 26.56% |
| 1Y Return | 38.39% | 39.14% |
| 3Y Return (Ann) | 9.72% | 8.25% |
| Sharpe Ratio | 3.23 | 3.04 |
| Sortino Ratio | 4.33 | 4.00 |
| Omega Ratio | 1.60 | 1.56 |
| Calmar Ratio | 4.71 | 4.02 |
| Martin Ratio | 21.42 | 18.76 |
| Ulcer Index | 1.89% | 2.21% |
| Daily Std Dev | 12.51% | 13.55% |
| Max Drawdown | -25.71% | -33.66% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VOTE 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
VOTE vs. ESGV - Performance Comparison
The year-to-date returns for both stocks are quite close, with VOTE having a 27.40% return and ESGV slightly lower at 26.56%. 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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VOTE vs. ESGV - Expense Ratio Comparison
VOTE has a 0.05% expense ratio, which is lower than ESGV's 0.09% 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%.
Risk-Adjusted Performance
VOTE vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Engine No. 1 Transform 500 ETF (VOTE) 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
VOTE vs. ESGV - Dividend Comparison
VOTE's dividend yield for the trailing twelve months is around 1.17%, more than ESGV's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VOTE Engine No. 1 Transform 500 ETF | 1.17% | 1.33% | 1.54% | 0.54% | 0.00% | 0.00% | 0.00% |
ESGV Vanguard ESG U.S. Stock ETF | 1.06% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% |
Drawdowns
VOTE vs. ESGV - Drawdown Comparison
The maximum VOTE drawdown since its inception was -25.71%, smaller than the maximum ESGV drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for VOTE and ESGV. For additional features, visit the drawdowns tool.
Volatility
VOTE vs. ESGV - Volatility Comparison
The current volatility for Engine No. 1 Transform 500 ETF (VOTE) is 3.90%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 4.28%. This indicates that VOTE experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.