Interactive Advisors · investment strategy
by Interactive Advisors
The ESG Quality portfolio pairs Environmental, Social, and Governance (ESG) principles with a focus on financially sound companies across the U.S. equity market. It applies a disciplined, factor-based strategy to select large- and mid-cap stocks that demonstrate both responsible corporate practices and robust business fundamentals. Each holding is chosen through a rigorous screening process that evaluates ESG credentials alongside key financial indicators. With a broadly diversified set of positions, this portfolio offers investors a structured way to align their investments with their values through a research-driven approach.
Description from Interactive Advisors
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
Each rule is quoted word for word from the strategy's own documents.
“The investment team draws on detailed third-party ESG data to screen and construct the portfolio”
“Positions in stocks affected by corporate actions, such as mergers or acquisitions, may be sold or adjusted outside the regular rebalance cycle.”
“carry above-average ESG scores relative to their industry peers”
“the portfolio also seeks companies with solid fundamentals that are not excessively overvalued”
“The portfolio is rebalanced quarterly”
“the construction process reduces exposure to highly volatile stocks”
“limits heavy concentration in any single market sector”
“The investable universe consists of the largest U.S.-listed companies”
“Stocks exhibiting favorable quality ratios, including strong return on assets and other earnings-quality measures, receive larger allocations”
No published holdings for this strategy.
Fitted to 252 returns (live) from 2025-10-30 to 2026-10-16. An estimate, not holdings: it can't name stocks.
· : 0.78 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.81 (90%: 0.70 to 0.92)
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its ESG / SRI label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
SoFi Wealth · SoFi
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
2 missing
Rebalance schedule taken from a stated rule.
The text the rules are quoted from, with where it came from.
ESG Broad Market launched May 2019; the other four launched July 2019.
The ESG Quality portfolio pairs Environmental, Social, and Governance (ESG) principles with a focus on financially sound companies across the U.S. equity market. It applies a disciplined, factor-based strategy to select large- and mid-cap stocks that demonstrate both responsible corporate practices and robust business fundamentals. Each holding is chosen through a rigorous screening process that evaluates ESG credentials alongside key financial indicators. With a broadly diversified set of positions, this portfolio offers investors a structured way to align their investments with their values through a research-driven approach.
Interactive Advisors is an established name in the field of online investing, with a history of path-breaking work. The platform offers a variety of portfolios, including the Socially Responsible Investing (SRI) portfolios, which are managed by Interactive Advisors's Chief Investment Officer and Investment Management team. The “Socially Responsible Investing” approach to portfolio construction is designed to invest in companies that operate businesses keeping in mind not only financial goals and profits, but also ethical and environmental concerns. The incorporation of Environmental, Social and Governance (ESG) factors into investment decision-making is aimed at incentivizing better practices from the companies. The sustainability practices foster long-term value creation while giving investors an opportunity to align their investments with personal values.
Capital growth with a similar risk profile to broad equity markets. Investing in equities and prepared to accept fluctuation in portfolio value.
Socially conscious investors: Designed for those who want their investments to reflect their values, this portfolio targets companies meeting high ESG standards without sacrificing attention to financial strength. Quality-driven investors: Well-suited for investors who prefer owning companies chosen through a data-driven, quantitative framework rather than subjective judgment calls. Broad market investors: A strong fit for those seeking wide exposure across U.S. equities with guardrails that promote balanced sector representation and help temper stock-level risk.
Research: The investment team draws on detailed third-party ESG data to screen and construct the portfolio. This data evaluates company disclosures from annual reports, regulatory filings, and corporate websites. Approach: The portfolio follows a systematic, rules-based process to determine which stocks to include and how to weight each position. The investable universe consists of the largest U.S.-listed companies that carry above-average ESG scores relative to their industry peers, drawing on third-party ESG ratings during the screening process. The portfolio is rebalanced quarterly, and companies displaying strong quality characteristics receive greater consideration for inclusion. Allocation discipline: The portfolio targets high-quality U.S. large- and mid-cap companies that rank well on ESG measures within their respective industries. Stocks exhibiting favorable quality ratios, including strong return on assets and other earnings-quality measures, receive larger allocations, while the portfolio also seeks companies with solid fundamentals that are not excessively overvalued. As a risk management measure, the construction process reduces exposure to highly volatile stocks and limits heavy concentration in any single market sector. Sell discipline: Sell decisions follow the quarterly rebalance schedule. During each rebalance, holdings that no longer meet the ESG or quality criteria are replaced by stocks with more compelling combinations of both ESG performance and financial characteristics. Exceptions: Positions in stocks affected by corporate actions, such as mergers or acquisitions, may be sold or adjusted outside the regular rebalance cycle.
Values-driven investing: This portfolio screens for companies with strong Environmental, Social, and Governance (ESG) ratings within their industry, allowing you to pursue financial goals while supporting businesses that prioritize ethical and sustainable operations. Disciplined quality selection: A quantitative process evaluates companies on measures like return on assets and earnings quality, removing emotional bias from investment decisions and delivering consistent, repeatable stock selection. Built-in risk controls: The portfolio spreads investments across U.S. large- and mid-cap stocks while reducing exposure to highly volatile holdings and capping allocation to any one sector, helping manage risk through thoughtful diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | equities | 2026-10-09 | |
| Composition (ETFs / Stocks / Mixed) | STOCKS | 2026-10-09 | |
| ESG / responsible flag | Yes | 2026-10-09 | |
| Smart beta flag | Yes | 2026-10-09 | |
| Theme keywords (Interactive Advisors) | ESG focus, Large-cap, Mid-cap, Quality selection | 2026-10-09 |
| Rebalancing (methodology text) | rebalanced quarterly | 2026-10-09 |
| Management / advisory fee | 0.20% | 2026-10-09 | |
| Minimum investment | $100 | 2026-10-09 |
| Metrics calculated through | 2026-10-09 | 2026-10-09 |
| Program in the firm's Form ADV brochure | url: https://files.adviserinfo.sec.gov/IAPD/Content/Common/crd_iapd_Brochure.aspx?BRCHR_VRSN_ID=1024287 · name: Interactive Advisors ESG Smart Beta Factor Portfolios · covers: 5 · source_key: interactive_advisors|3 · original_name: ESG Smart Beta: ESG Broad Market, ESG Growth, ESG Value, ESG Quality, ESG Dividend |
| Benchmark (methodology text) | Broad market investable ETF benchmark without an ESG focus |
| Annualized return since inception (Lighthorse, daily, live) | 9.83% | 2026-10-16 | |
| Calendar-year returns (live account) | 2020: 9.3% · 2021: 25.1% · 2022: -12.7% · 2023: 21.1% · 2024: 7.8% · 2025: 2.4% | 2026-10-09 | |
| Return since inception (annualized) (live account) | 9.80% | 2026-10-09 | |
| Return since inception (cumulative) (live account) | 96.00% | 2026-10-09 | |
| Return vs the source's benchmark, last 365 days (Lighthorse, daily, live) | -4.94% | 2026-10-16 | |
| Return, last 30 days (live account) | -1.10% | 2026-10-09 | |
| Return, last 365 days (Lighthorse, daily, live) | 15.88% | 2026-10-16 | |
| Return, last 365 days (live account) | 15.30% | 2026-10-09 | |
| Return, last 5 years (cumulative) (live account) | 47.30% | 2026-10-09 | |
| Return, last 90 days (live account) | 0.20% | 2026-10-09 | |
| Return, year to date (live account) | 15.40% | 2026-10-09 |
| Beta vs the source's benchmark, last 365 days (Lighthorse, daily, live) | 0.99 | 2026-10-16 | |
| Maximum drawdown since inception (Lighthorse, daily, live) | -35.77% | 2026-10-16 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, live) | -8.92% | 2026-10-16 | |
| Maximum drawdown, last 365 days (live account) | -9.00% | 2026-10-09 | |
| Sharpe ratio since inception (Lighthorse, daily, live) | 0.41 | 2026-10-16 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, live) | 0.82 | 2026-10-16 | |
| Sharpe ratio, last 365 days (live account) | 0.83 | 2026-10-09 | |
| Sortino ratio, last 365 days (Lighthorse, daily, live) | 1.24 | 2026-10-16 | |
| Sortino ratio, last 365 days (live account) | 1.39 | 2026-10-09 | |
| Value-at-risk 95% 1-week, last 365 days (live account) | -3.40% | 2026-10-09 | |
| Volatility since inception (Lighthorse, daily, live) | 19.97% | 2026-10-16 | |
| Volatility, last 365 days (Lighthorse, daily, live) | 14.04% | 2026-10-16 | |
| Volatility, last 365 days (live account) | 14.50% | 2026-10-09 |
| Risk label (Interactive Advisors) | Growth | 2026-10-09 | |
| Risk score 1-5 (Interactive Advisors) | 2 | 2026-10-09 | |
| Risk score description | Capital growth with a similar risk profile to broad equity markets. Investing in equities and prepared to accept fluctuation in portfolio value. | 2026-10-09 |
Interactive Advisors
Interactive Advisors
