CG Aegon Diversified Growth Fund

SRI Style:

Unclassified

SDR Labelling:

Unlabelled (No CFD)

Product:

OEIC

Fund Region:

Global

Fund Asset Type:

Multi Asset

Launch Date:

30/07/2010

Last Amended:

Oct 2024

Dialshifter ():

Fund/Portfolio Size:

£654.59m

(as at: 30/09/2025)

Total Screened Themed SRI Assets:

£28761.00m

(as at: 31/03/2024)

Total Responsible Ownership Assets:

£116188.00m

Total Assets Under Management:

£268599.00m

ISIN:

GB00B625LX43

Objectives:

As of 1 April, 2023, the objective of the Fund changed from RPI +4% per annum to CPI +3% per annum, gross of fees, over any five year period.

The investment objective is to deliver a total return (capital growth plus income) that exceeds the UK Retail Prices Index by at least 4% per annum over any five-year period. By investing in the fund, capital is at risk. There is no guarantee that the fund will deliver positive returns over this, or any, time period.

Sustainable, Responsible
&/or ESG Overview:

Please note: Name changed from Aegon Sustainable Diversified Growth on 19th December 2025 along with fund objective

Awaiting update from fund manager (requested April 2025)

 

This strategy is an outcome-focused global multi-asset solution. It has the flexibility to invest in securities which meet our sustainability criteria across a wide range of asset classes to attain its investment objectives. These asset classes include listed alternatives, equities, corporate bonds and government bonds.

All strategy investments are subject to our asset-class specific sustainability criteria. Our sustainability approach starts with an exclusionary screen to exclude investments that have a negative impact on society and/or the environment. Then, through applying a detailed analysis, we focus on the equities and bonds of companies which are aligned with or are expected to contribute to one or more of the targeted sustainability themes (climate change, eco solutions, resource efficiency, health and wellbeing, inclusion and sustainable growth), as well as government securities which show progress towards achieving the UN’s Sustainable Development Goals.

Primary fund last amended:

Oct 2024

Information directly from fund manager.

Fund Filters

Sustainability - General
Sustainability policy

Has policies that consider (environmental and social) sustainability issues. Strategies vary but are likely to consider environmental issues like climate change, carbon emissions, biodiversity loss, resource management, environmental impacts; and social issues like equal opportunities, human rights, labour standards, diversity and adherence to internationally recognised codes. See individual entry information.

Sustainability focus

Has a significant focus on sustainability issues

Encourage more sustainable practices through stewardship

Aim to encourage higher sustainability standards through responsible ownership / stewardship / engagement / voting activity

Report against sustainability objectives

Publicly report performance against named sustainability objectives

Circular economy theme

Has a theme or investment strand focused on the shift to a circular economy - where products are reused and recycled not incinerated or dumped. See eg https://www.ellenmacarthurfoundation.org/topics/circular-economy-introduction/overview

Environmental - General
Limits exposure to carbon intensive industries

Options that limit or 'reduce' their exposure to carbon intensive industries (ie sectors which are major contributors to climate change). Strategies vary.

Environmental damage & pollution policy

Has documented policies explaining the approach to environmental damage and pollution. Strategies vary.

Resource efficiency policy or theme

Has a policy or theme that relates to managing natural resources more efficiently. Strategies vary. See individual entry information.

Favours cleaner, greener companies

Aims to invest in companies with strong or market leading environmental policies and practices. Strategies vary. See individual entry information for more detail.

Nature & Biodiversity
Illegal deforestation exclusion policy

Avoids assets that are involved in illegal deforestation. This may relate to palm oil, cattle farming or other areas. Strategies vary.

Avoids genetically modified seeds / crop production

Aims to avoid investing in companies that produce genetically modified seeds or crops. (This does not typically include avoiding companies such as supermarkets).

Genetic engineering exclusion

Avoids assets / companies directly involved in genetic engineering

Climate Change & Energy
Coal, oil & / or gas majors excluded

Avoid investment in major coal, oil and/or gas (extraction) companies. Strategies vary.

Fracking & tar sands excluded

Avoid companies involved in fracking and tar sands - which are widely regarded as controversial methods of oil and gas extraction. Strategies vary.

Arctic drilling exclusion

Avoid companies that are involved in extracting oil from the Arctic regions.

Fossil fuel reserves exclusion

Avoid investing in companies / assets with coal, oil and gas reserves. See individual entry information for further details.

Clean / renewable energy theme or focus

Invest (or may invest) in clean / renewable energy companies and other assets. The proportion directly or indirectly invested in renewable energy may vary over time.

Energy efficiency theme

Has an energy efficiency theme - typically meaning that the manager is focused on investing in organisations that manage - or help others to manage - energy use more carefully and less wastefully - and so reduce greenhouse gas emissions.

Invests in clean energy / renewables

Invest in renewable energy companies and / or companies where renewable energy is a significant part of their business. Strategies vary.

Nuclear exclusion policy

Has a policy which describes the avoidance or limited investment in the nuclear industry. Strategies vary.

Fossil fuel exploration exclusion - direct involvement

Excludes companies and other assets with direct involvement in fossil fuel exploration (eg coal, oil and gas companies)

Fossil fuel exploration exclusion – indirect involvement

Excludes companies / assets with indirect involvement in fossil fuel exploration. This may relate to providers of finance and / or insurance and providers of other services.

TCFD / IFRS reporting requirement

Will only invest in companies that report greenhouse gas emissions in line with this international reporting framework. See https://www.fsb-tcfd.org/ https ://www.ifrs.org/sustainability/tcfd/

Require net zero action plan from all / most companies

Requires all, or most of, the assets they invest in to have a ‘net zero action plan’ - describing how they will reduce their greenhouse gas emissions.

Social / Employment
Favours companies with strong social policies

Aims to invest in assets with high social values - this may include strong human rights, labour standards and equal opportunities or safety related practices.

Health & wellbeing policies or theme

Has policies or themes that set out their approach to health and wellbeing issues, typically aims to invest in companies with high standards - or encourage high standards.

Ethical Values Led Exclusions
Tobacco & related products - avoid where revenue > 5%

Companies are excluded if they make more than 5% of their revenue from the manufacture, sale or distribution of tobacco products including cigarettes, vaping, e-cigarettes, chewing tobacco and cigars.

Armaments manufacturers avoided

Avoids companies that manufacture weapons intended specifically for military use. Strategies vary - may or may not include non-strategic military products.

Civilian firearms production exclusion

Has a written civilian firearms exclusion policy - meaning that they will not invest in companies that make (or perhaps also sell) handguns made for non-military users.

Gambling avoidance policy

Avoids companies with significant involvement in the gambling industry. Some may allow a small proportion of revenues to come from this area.

Pornography avoidance policy

Avoids companies that derive significant income from pornography and related areas. Strategies vary.

Animal welfare policy

Has policies that require specific animal welfare standards to be met. These may reference well-known welfare standards (3Rs - Replace, Reduce, Refine) or certification schemes. Strategies vary.

Animal testing - excluded except if for medical purposes

Avoids companies that test their products on animals for purposes other than medical benefit (e.g. for cosmetics). Strategies vary.

Human Rights
Human rights policy

Has policies relating to human rights issues. Typically require companies to demonstrate higher standards, although some managers work to encourage improvements. Investee companies are often judged against internationally agreed norms or standards. Strategies vary.

Child labour exclusion

Has policies to avoid companies that employ children.

Oppressive regimes (not free or democratic) exclusion policy

Has policies that exclude companies or other assets which operate in, or are owned by regimes which are not democratic, or where people may be oppressed. May use eg. Freedom House research. Strategies vary.

Modern slavery exclusion policy

Has a policy which excludes assets with involvement in Modern Slavery

Meeting Peoples' Basic Needs
Healthcare / medical theme

Healthcare and or medical theme or area of investment - may have a single or many themes

Gilts & Sovereigns
Does not invest in sovereigns

Does not invest in / excludes 'sovereigns' - debt issued by governments. See eg https://www.investopedia.com/terms/s/sovereign-debt.asp

Banking & Financials
Invests in banks

Can include banks as part of their holdings / portfolio.

Exclude banks that finance fossil fuels extraction

Avoids banks which finance fossil fuels extraction (coal, oil, gas)

Exclude banks with significant fossil fuel investments

Avoids banks that have a large part of their loan book (or other assets) invested in fossil fuels companies - particular coal, oil and gas.

Invests in insurers

May invest in insurance companies.

Governance & Management
Governance policy

Has policies that relate to corporate governance issues such as board structure, executive remuneration, bribery and/or corporate corruption. These funds will typically avoid companies with poor practices. Strategies vary.

Avoids companies with poor governance

Avoids investing in companies with poor governance practices.(e.g. board structure, management practices etc.) Views may however vary on what counts as 'poor' practices - and funds may not immediately divest as they may prefer to work to encourage higher standards.

Encourage board diversity e.g. gender

Encourage the companies they invest in to have more diverse board structures (e.g. more women on boards)

Encourage TCFD alignment for banks & insurance companies

Encourage the banks and insurance companies they invest in to publish climate change related financial information - as set out by the Task Force on Climate Related Financial Disclosures (with the aim of helping investors measure and respond to climate risk).

Encourage higher ESG standards through stewardship activity

Aim to encourage higher ESG standards through responsible ownership / stewardship / engagement /voting activity

Product / Service Governance
ESG integration strategy

Find fund / asset managers that factor in 'environmental, social and governance' issues as part of their investment decision making process. A focus on 'ESG' typically means a fund is carrying out additional research to help reduce ESG related risks. It does not necessarily mean a focus on sustainability. Strategies vary. See fund literature.

Asset Size
Invests in small, mid & large cap companies / assets

Invests in a combination of small, medium and larger (potentially multinational) companies / assets.

Targeted Positive Investments
Invests >25% in environmental / social solutions companies

Invests >25% of their capital in companies where a major part of their business is focused on helping to address environmental or social challenges.

Invests >50% of fund in environmental / social solutions companies

Invests >50% of their capital in companies where a major part of their business is focused on helping to address environmental or social challenges.

Impact Methodologies
Invests in environmental solutions companies

Directs investment towards companies where a major part of their business is about solving environmental challenges. e.g. companies helping to address climate change.

Invests in social solutions companies

Invest in companies where a major part of their business is specifically aimed at helping to address social challenges. e.g. companies helping to address poverty.

Invests in sustainability / ESG disruptors

Specifically sets out to invest in companies that are regarded as 'disrupting' existing business practices - typically through the development of innovative (sustainability aware) products and/or practices.

Aim to deliver positive impacts through engagement

Aims to deliver positive environmental and or social impacts (real world benefits) through its engagement with investee assets

Over 50% in assets providing environmental or social ‘solutions’

Invests more than 50% of capital in assets which are regarded as being significantly focused on providing solutions to environmental or social challenges. Strategies vary.

How The Fund/Portfolio Works
Positive selection bias

Focuses on finding and investing in companies with positive / beneficial attributes. This strategy can be applied in addition to exclusion criteria and engagement/stewardship activity.

Negative selection bias

Has principle 'ethical approach' to avoid companies by using negative screening criteria. Strategies vary.

Limited / few ethical exclusions

Has some exclusions - typically for example excludes tobacco or companies that breach commonly adopted standards or norms such as the UN Global Compact.

Significant harm exclusion

Aims to avoid companies that do significant harm. This originates from the EU’s sustainable finance ‘DNSH’ (do no significant harm) work, which is not necessarily used by UK investors.

Assets mapped to SDGs

Invests in assets which can be 'mapped' (reviewed) their investment selection and management strategies to identify which of the UN Sustainable Development Goals (SDGs) the fund is helping to address.

ESG risk mitigation focus

Focuses on the careful management of environmental, social and governance (ESG) related risks - typically by avoiding or being underweight in companies seen as posing major risks in these areas (i.e. not necessarily by using themes, exclusions etc).

SRI / ESG / Ethical policies explained on website

Publish explanations of their ethical, social and/or environmental policies online (i.e. investment decision making strategies/ buy/sell &/or asset management strategies).

Converted from ‘non ESG’ strategy

Has changed its mandate. It was previously not an ESG/sustainable fund. The information published here shows the upgraded strategy.

Do not use stock / securities lending

Does not use stock lending for performance or risk purposes.

Unscreened Assets & Cash
Assets typically aligned to sustainability objectives 70 - 79%

Holds between 70-79% of assets which align to the sustainability objectives; which are not being held purely for risk management purposes, such as derivatives and cash equivalent assets.

Assets typically aligned to sustainability objectives 80 – 89%

Holds between 80-89% of assets which align to the sustainability objectives; which are not being held purely for risk management purposes, such as derivatives and cash equivalent assets.

Assets typically aligned to sustainability objectives > 90%

Holds at least 90% of assets which align to the sustainability objectives; which are not being held purely for risk management purposes, such as derivatives and cash equivalent assets.

No ‘diversifiers’ used other than cash

Only invests in cash to aid the practical management (buying and selling) of assets and so do not use additional financial instruments.

All assets (except cash) meet published sustainability criteria

All assets - except cash - meet the sustainability criteria published in strategy documentation.

Intended Clients & Product Options
Intended for clients interested in sustainability

Designed to meet the needs of individual investors with an interest in sustainability issues.

Intended for clients who want to have a positive impact

Designed to meet the needs of individual investors with an interest in ‘Impact investment’ which help or support the delivery of positive social or environmental impacts (or societal/real world outcomes) by investing in companies regarded as beneficial to people and / or the planet. Strategies vary.

Available via an ISA (OEIC only)

Available via a tax efficient ISA product wrapper.

Labels & Accreditations
SFDR Article 8 fund / product (EU)

Find options classified under Article 8 of the EU’s SFDR (Sustainable Finance Disclosure Requirements). Article 8 of the SFDR is a set of requirements that apply to financial products that 'promote' environmental or social characteristics together with high governance. These rules do not currently apply to UK products so many managers may leave this field blank.

Collaborations & Affiliations
Fund EcoMarket partner

Find fund / asset management companies that have partnered with Fund EcoMarket - meaning that they are helping to improve access to information on sustainable and responsible investment by paying an annual fee to us which enables us to publish information for free. Partner funds are listed ahead of other funds and have their logos displayed.

Transparency
Dialshifter statement

Find fund / asset management companies that have supplied Dialshifter information. See Dialshifter tab within record for more information.

Sustainable, Responsible &/or ESG Policy:

We seek to identify the best bottom-up investment ideas available globally, while focusing our exposure on investments with strong sustainability characteristics, as defined by our in-house sustainability analysis. To do so we use the sustainability assessment process that has been developed for the relevant asset class, which enables us to capture the specific characteristics of an asset class linked to sustainability.

These slightly differentiated approaches help in identifying truly sustainable investment opportunities, while all relying on the same core principles. The asset-class-specific sustainability assessments follow the same structure across the investment universe:

Step 1 – Product Exclusions              

 The fund applies a limited number of absolute exclusions as follows:

Adult entertainment

  • own an adult entertainment company or produce adult entertainment.

Animal testing

  • engage in the production or sales of animal tested cosmetics

Fossil fuels

  • engage in the extraction of oil, gas or coal

Gambling

  • derive more than 10% of revenue from gambling

Genetic modification

  • conduct genetic modification for agricultural policies

Human Rights

  •  Fail to address serious allegations of violations of international standards on human rights including the use of child, forced or bonded labour

Nuclear power

  • own a nuclear power facility

Tobacco

  • derive more than 10% of revenue from tobacco

Weapons

  • produce or sell civilian firearms and firms which manufacture or sell armaments, nuclear weapons or associated strategic products

Process:

Assessment categories

For each security, we undertake a thorough assessment of the issuer’s contribution to sustainability themes. This is done through a combination of quantitative and qualitative analysis by specialist teams that leverage specific sector, sustainability and financial expertise. The exact composition of the research team varies by asset class. The findings are used to create a recommendation to classify the security into one of our three categories:

  • Leaders - Companies that meet a large amount of our absolute sustainability criteria and are demonstrably leaders in their sub-sector.
  • Improvers - Companies where material sustainability issues have been identified and the company is showing clear evidence of significant improvements in its sustainability performance.
  • Laggards - Companies that are either excluded due to a combination of poor product exposure (e.g. tobacco or defence manufacturers), poor sustainability disclosure and performance and/or with little evidence of a desire to improve.

The RI team, in cooperation with the investment team, reviews and approves (or rejects) the proposed category for each security. The exact process for this also varies by asset class, given the need for specialist input in areas such as securitized debt. The RI team always has the deciding say on whether a security is considered to be sustainable, and therefore eligible.

After a security has been categorized as sustainable, it is included in the sustainable universe, from which portfolio managers can choose to invest.

Sustainability assessment process for corporates

To construct the sustainable universe of equity and corporate fixed income securities, after excluding securities falling under our exclusion criteria, we evaluate each issuer’s sustainability profile along three dimensions:

  • Practices: We analyse how the practices - operations, governance, production process - of a company have positive (or negative) impacts on environmental and social factors. This is akin to ESG analysis in that it focuses on how a company operates.
  • Products & services: Whether and how the products or services offered by a company generate positive (or negative) outcomes for environmental and social factors. This is focused on what the company does.
  • Improvement: We track positive and negative sustainability changes and assess if a company is showing clear evidence of material improvements or has in place credible plans to do so.

Through a combination of quantitative and qualitative analysis, we assign a product score and a practice score: from 5 (worst) to 1 (best). This analysis is undertaken by different teams depending on the asset class, given the need for expert input in the process. This also allows us to benefit from specialist analysis and frameworks developed for each asset class and to consider scores in the context of industry dynamics. These scores are always reviewed, and if needed challenged, by the RI Team.

We use these scores and the underlying analysis to assign a company as a leader, improver or laggard. We only consider improvers and leaders (in green in the graphic) as part of the sustainable investment universe, and which are therefore investable. Laggards (in orange and red) are companies that are excluded due to a combination of poor product exposure (such as tobacco or defense manufacturers), poor sustainability disclosures and performance and/or demonstrate little evidence of a desire to improve. We review this classification on an annual basis, or more frequently if needed (for instance because of a recent controversy).

Sustainability assessment process for sovereigns

To select sustainable sovereign securities, we use an adapted version of this process. First, we exclude countries that severely and repeatedly violate international human rights norms in line with international sanctions. This list of countries is updated annually in consultation with internal and external stakeholders.

Next, to identify the sustainable investment universe in sovereigns, we assess countries’ progress towards achieving the UN Sustainable Development Goals (SDGs), a set of 17 globally agreed goals for governments to work towards and achieve by 2030. This analysis is guided by our proprietary model, based on the SDSN/Bertelsmann Stiftung methodology, which evaluates the progress of a country against each SDG, its trajectory and its relative performance against development peers.

Given the large opportunity sets in both equity and fixed income, we do not systematically review every security qualitatively. Instead, we work firm-wide on a best-idea basis through collaboration between the portfolio managers, analysts and the RI team. This ensures that any attractive investment opportunity is reviewed and that resources are available to build high-conviction portfolios from both financial and sustainability perspectives. Furthermore, since the sustainability assessments are firm-wide processes, the sustainable universe is the same for all sustainable solutions at Aegon AM, ensuring consistency and avoiding duplication of efforts.

External ESG filters

We do not use third-party ESG screens as a driver of our investment decisions, but rather as an input to flag potential areas of concern for us to investigate further. We believe that third-party ESG tools and screens offer value in this context and can help us to focus our research on areas where there might be concern. However, we often find that ESG screens deliver conclusions with which we fundamentally disagree. This is frequently due to context and nuance of the particular company, rather than the generic methodology used.

We find that this tension is particularly apparent in small and mid-cap companies and in emerging markets, where companies may have very sustainable products or practices, but are either not covered by the ESG rating agencies or score poorly because they have not disclosed certain pieces of ESG information. In addition, ESG screens do not typically consider products or rates of improvement as part of their methodologies, which we believe misses much of the sustainability alpha that we are trying to capture. Many large companies have departments devoted to ESG disclosures, while smaller companies can suffer through a relative lack of resources in this area.

As a result, we use ESG scores from third-party providers as an input into our own internal ESG and sustainability views on a company. Depending on the quality of this third-party data, as well as on the specific security at hand, this involves a mix of qualitative and quantitative analysis which ultimately determines the eligibility of a security to the strategy. Below are some of the third-party data providers we use in the initial stages of our analysis.

  • MSCI ESG Manager – company ESG research platform
  • ISS Quickscore – Corporate governance research
  • Empirical Research – ESG ratings data
  • Bloomberg ESG

This process provides a good starting point from which to assess the universe more broadly and what to consider when beginning our bottom-up analysis.

ESG roles and responsibilities

Our sustainability analysis is undertaken independently from our portfolio managers. The investment ideas are identified by our investment team and the sustainability analysis is undertaken by the RI team, who are responsible for determining the sustainability essence and ultimately the sustainability category.

The RI team contributes to sustainability analysis and makes a final decision on the eligibility of a security from the sustainability perspective. The framework for analysis is tailored to each asset class, building on the experience and knowledge of our asset class specialists in assessing the sustainability credentials of each type of security. While the RI team always has a veto over a security’s eligibility for the sustainable investment universe, the analysis is carried out by various teams depending on the expertise needed. In particular, given fixed income analysts’ expertise and experience with individual sectors and the practices relevant in that sector, these specialists contribute to the sustainability assessment process for fixed income securities.

Equity and fixed income investment professionals analyse companies from different but related viewpoints. Our responsible investment specialists who are responsible for sustainable security analysis are aligned with asset classes. This supports a close working relationship between the RI team and the relevant investment team and allows our responsible investing professionals to form an integral part of the process for our sustainable investment portfolios.

While the RI team makes the final decision on whether a company is ranked as a Leader, Improver or Laggard, there is open communication with the portfolio managers and analysts regarding the sustainability rating. Both parties share their knowledge to understand fully the nuance and ultimately achieve the best outcome.

Dialshifter

This fund is helping to ‘shift the dial from brown to green’ by…

Aegon AM apply strict screening criteria to our ethical range, avoiding companies and sectors which have a detrimental effect on the environment, such as:

  • environmentally unsound activities – specifically PVC, Ozone Depleting Chemicals and hazardous pesticides.
  • those convicted of serious pollution offences or breach internationally recognised conventions on biodiversity.
  • energy intensive industries not tackling climate change and hazardous chemicals issues.
  • coal mining/processing.
  • oil and gas exploration/production.

Excluding harmful companies with large carbon footprints delivers investments with lower carbon intensity and green energy transition themes.

Our approach results in a low carbon portfolio giving exposure to positive climate change solutions.

SDR Labelling:

Unlabelled (No CFD)

Fund Name SRI Style SDR Labelling Product Region Asset Type Launch Date Last Amended

CG Aegon Diversified Growth Fund

Unclassified Unlabelled (No CFD) OEIC Global Multi Asset 30/07/2010 Oct 2024

Objectives

As of 1 April, 2023, the objective of the Fund changed from RPI +4% per annum to CPI +3% per annum, gross of fees, over any five year period.

The investment objective is to deliver a total return (capital growth plus income) that exceeds the UK Retail Prices Index by at least 4% per annum over any five-year period. By investing in the fund, capital is at risk. There is no guarantee that the fund will deliver positive returns over this, or any, time period.

Fund/Portfolio Size: £654.59m

(as at: 30/09/2025)

Total Screened Themed SRI Assets: £28761.00m

(as at: 31/03/2024)

Total Responsible Ownership Assets: £116188.00m

(as at: 30/09/2025)

Total Assets Under Management: £268599.00m

(as at: 30/09/2025)

ISIN: GB00B625LX43

Contact Us: mark.ferguson@aegonam.com

Sustainable, Responsible &/or ESG Overview

Please note: Name changed from Aegon Sustainable Diversified Growth on 19th December 2025 along with fund objective

Awaiting update from fund manager (requested April 2025)

 

This strategy is an outcome-focused global multi-asset solution. It has the flexibility to invest in securities which meet our sustainability criteria across a wide range of asset classes to attain its investment objectives. These asset classes include listed alternatives, equities, corporate bonds and government bonds.

All strategy investments are subject to our asset-class specific sustainability criteria. Our sustainability approach starts with an exclusionary screen to exclude investments that have a negative impact on society and/or the environment. Then, through applying a detailed analysis, we focus on the equities and bonds of companies which are aligned with or are expected to contribute to one or more of the targeted sustainability themes (climate change, eco solutions, resource efficiency, health and wellbeing, inclusion and sustainable growth), as well as government securities which show progress towards achieving the UN’s Sustainable Development Goals.

Primary fund last amended: Oct 2024

Information received directly from Fund Manager

Please select what you would like to read:

Fund Filters

Sustainability - General
Sustainability policy

Has policies that consider (environmental and social) sustainability issues. Strategies vary but are likely to consider environmental issues like climate change, carbon emissions, biodiversity loss, resource management, environmental impacts; and social issues like equal opportunities, human rights, labour standards, diversity and adherence to internationally recognised codes. See individual entry information.

Sustainability focus

Has a significant focus on sustainability issues

Encourage more sustainable practices through stewardship

Aim to encourage higher sustainability standards through responsible ownership / stewardship / engagement / voting activity

Report against sustainability objectives

Publicly report performance against named sustainability objectives

Circular economy theme

Has a theme or investment strand focused on the shift to a circular economy - where products are reused and recycled not incinerated or dumped. See eg https://www.ellenmacarthurfoundation.org/topics/circular-economy-introduction/overview

Environmental - General
Limits exposure to carbon intensive industries

Options that limit or 'reduce' their exposure to carbon intensive industries (ie sectors which are major contributors to climate change). Strategies vary.

Environmental damage & pollution policy

Has documented policies explaining the approach to environmental damage and pollution. Strategies vary.

Resource efficiency policy or theme

Has a policy or theme that relates to managing natural resources more efficiently. Strategies vary. See individual entry information.

Favours cleaner, greener companies

Aims to invest in companies with strong or market leading environmental policies and practices. Strategies vary. See individual entry information for more detail.

Nature & Biodiversity
Illegal deforestation exclusion policy

Avoids assets that are involved in illegal deforestation. This may relate to palm oil, cattle farming or other areas. Strategies vary.

Avoids genetically modified seeds / crop production

Aims to avoid investing in companies that produce genetically modified seeds or crops. (This does not typically include avoiding companies such as supermarkets).

Genetic engineering exclusion

Avoids assets / companies directly involved in genetic engineering

Climate Change & Energy
Coal, oil & / or gas majors excluded

Avoid investment in major coal, oil and/or gas (extraction) companies. Strategies vary.

Fracking & tar sands excluded

Avoid companies involved in fracking and tar sands - which are widely regarded as controversial methods of oil and gas extraction. Strategies vary.

Arctic drilling exclusion

Avoid companies that are involved in extracting oil from the Arctic regions.

Fossil fuel reserves exclusion

Avoid investing in companies / assets with coal, oil and gas reserves. See individual entry information for further details.

Clean / renewable energy theme or focus

Invest (or may invest) in clean / renewable energy companies and other assets. The proportion directly or indirectly invested in renewable energy may vary over time.

Energy efficiency theme

Has an energy efficiency theme - typically meaning that the manager is focused on investing in organisations that manage - or help others to manage - energy use more carefully and less wastefully - and so reduce greenhouse gas emissions.

Invests in clean energy / renewables

Invest in renewable energy companies and / or companies where renewable energy is a significant part of their business. Strategies vary.

Nuclear exclusion policy

Has a policy which describes the avoidance or limited investment in the nuclear industry. Strategies vary.

Fossil fuel exploration exclusion - direct involvement

Excludes companies and other assets with direct involvement in fossil fuel exploration (eg coal, oil and gas companies)

Fossil fuel exploration exclusion – indirect involvement

Excludes companies / assets with indirect involvement in fossil fuel exploration. This may relate to providers of finance and / or insurance and providers of other services.

TCFD / IFRS reporting requirement

Will only invest in companies that report greenhouse gas emissions in line with this international reporting framework. See https://www.fsb-tcfd.org/ https ://www.ifrs.org/sustainability/tcfd/

Require net zero action plan from all / most companies

Requires all, or most of, the assets they invest in to have a ‘net zero action plan’ - describing how they will reduce their greenhouse gas emissions.

Social / Employment
Favours companies with strong social policies

Aims to invest in assets with high social values - this may include strong human rights, labour standards and equal opportunities or safety related practices.

Health & wellbeing policies or theme

Has policies or themes that set out their approach to health and wellbeing issues, typically aims to invest in companies with high standards - or encourage high standards.

Ethical Values Led Exclusions
Tobacco & related products - avoid where revenue > 5%

Companies are excluded if they make more than 5% of their revenue from the manufacture, sale or distribution of tobacco products including cigarettes, vaping, e-cigarettes, chewing tobacco and cigars.

Armaments manufacturers avoided

Avoids companies that manufacture weapons intended specifically for military use. Strategies vary - may or may not include non-strategic military products.

Civilian firearms production exclusion

Has a written civilian firearms exclusion policy - meaning that they will not invest in companies that make (or perhaps also sell) handguns made for non-military users.

Gambling avoidance policy

Avoids companies with significant involvement in the gambling industry. Some may allow a small proportion of revenues to come from this area.

Pornography avoidance policy

Avoids companies that derive significant income from pornography and related areas. Strategies vary.

Animal welfare policy

Has policies that require specific animal welfare standards to be met. These may reference well-known welfare standards (3Rs - Replace, Reduce, Refine) or certification schemes. Strategies vary.

Animal testing - excluded except if for medical purposes

Avoids companies that test their products on animals for purposes other than medical benefit (e.g. for cosmetics). Strategies vary.

Human Rights
Human rights policy

Has policies relating to human rights issues. Typically require companies to demonstrate higher standards, although some managers work to encourage improvements. Investee companies are often judged against internationally agreed norms or standards. Strategies vary.

Child labour exclusion

Has policies to avoid companies that employ children.

Oppressive regimes (not free or democratic) exclusion policy

Has policies that exclude companies or other assets which operate in, or are owned by regimes which are not democratic, or where people may be oppressed. May use eg. Freedom House research. Strategies vary.

Modern slavery exclusion policy

Has a policy which excludes assets with involvement in Modern Slavery

Meeting Peoples' Basic Needs
Healthcare / medical theme

Healthcare and or medical theme or area of investment - may have a single or many themes

Gilts & Sovereigns
Does not invest in sovereigns

Does not invest in / excludes 'sovereigns' - debt issued by governments. See eg https://www.investopedia.com/terms/s/sovereign-debt.asp

Banking & Financials
Invests in banks

Can include banks as part of their holdings / portfolio.

Exclude banks that finance fossil fuels extraction

Avoids banks which finance fossil fuels extraction (coal, oil, gas)

Exclude banks with significant fossil fuel investments

Avoids banks that have a large part of their loan book (or other assets) invested in fossil fuels companies - particular coal, oil and gas.

Invests in insurers

May invest in insurance companies.

Governance & Management
Governance policy

Has policies that relate to corporate governance issues such as board structure, executive remuneration, bribery and/or corporate corruption. These funds will typically avoid companies with poor practices. Strategies vary.

Avoids companies with poor governance

Avoids investing in companies with poor governance practices.(e.g. board structure, management practices etc.) Views may however vary on what counts as 'poor' practices - and funds may not immediately divest as they may prefer to work to encourage higher standards.

Encourage board diversity e.g. gender

Encourage the companies they invest in to have more diverse board structures (e.g. more women on boards)

Encourage TCFD alignment for banks & insurance companies

Encourage the banks and insurance companies they invest in to publish climate change related financial information - as set out by the Task Force on Climate Related Financial Disclosures (with the aim of helping investors measure and respond to climate risk).

Encourage higher ESG standards through stewardship activity

Aim to encourage higher ESG standards through responsible ownership / stewardship / engagement /voting activity

Product / Service Governance
ESG integration strategy

Find fund / asset managers that factor in 'environmental, social and governance' issues as part of their investment decision making process. A focus on 'ESG' typically means a fund is carrying out additional research to help reduce ESG related risks. It does not necessarily mean a focus on sustainability. Strategies vary. See fund literature.

Asset Size
Invests in small, mid & large cap companies / assets

Invests in a combination of small, medium and larger (potentially multinational) companies / assets.

Targeted Positive Investments
Invests >25% in environmental / social solutions companies

Invests >25% of their capital in companies where a major part of their business is focused on helping to address environmental or social challenges.

Invests >50% of fund in environmental / social solutions companies

Invests >50% of their capital in companies where a major part of their business is focused on helping to address environmental or social challenges.

Impact Methodologies
Invests in environmental solutions companies

Directs investment towards companies where a major part of their business is about solving environmental challenges. e.g. companies helping to address climate change.

Invests in social solutions companies

Invest in companies where a major part of their business is specifically aimed at helping to address social challenges. e.g. companies helping to address poverty.

Invests in sustainability / ESG disruptors

Specifically sets out to invest in companies that are regarded as 'disrupting' existing business practices - typically through the development of innovative (sustainability aware) products and/or practices.

Aim to deliver positive impacts through engagement

Aims to deliver positive environmental and or social impacts (real world benefits) through its engagement with investee assets

Over 50% in assets providing environmental or social ‘solutions’

Invests more than 50% of capital in assets which are regarded as being significantly focused on providing solutions to environmental or social challenges. Strategies vary.

How The Fund/Portfolio Works
Positive selection bias

Focuses on finding and investing in companies with positive / beneficial attributes. This strategy can be applied in addition to exclusion criteria and engagement/stewardship activity.

Negative selection bias

Has principle 'ethical approach' to avoid companies by using negative screening criteria. Strategies vary.

Limited / few ethical exclusions

Has some exclusions - typically for example excludes tobacco or companies that breach commonly adopted standards or norms such as the UN Global Compact.

Significant harm exclusion

Aims to avoid companies that do significant harm. This originates from the EU’s sustainable finance ‘DNSH’ (do no significant harm) work, which is not necessarily used by UK investors.

Assets mapped to SDGs

Invests in assets which can be 'mapped' (reviewed) their investment selection and management strategies to identify which of the UN Sustainable Development Goals (SDGs) the fund is helping to address.

ESG risk mitigation focus

Focuses on the careful management of environmental, social and governance (ESG) related risks - typically by avoiding or being underweight in companies seen as posing major risks in these areas (i.e. not necessarily by using themes, exclusions etc).

SRI / ESG / Ethical policies explained on website

Publish explanations of their ethical, social and/or environmental policies online (i.e. investment decision making strategies/ buy/sell &/or asset management strategies).

Converted from ‘non ESG’ strategy

Has changed its mandate. It was previously not an ESG/sustainable fund. The information published here shows the upgraded strategy.

Do not use stock / securities lending

Does not use stock lending for performance or risk purposes.

Unscreened Assets & Cash
Assets typically aligned to sustainability objectives 70 - 79%

Holds between 70-79% of assets which align to the sustainability objectives; which are not being held purely for risk management purposes, such as derivatives and cash equivalent assets.

Assets typically aligned to sustainability objectives 80 – 89%

Holds between 80-89% of assets which align to the sustainability objectives; which are not being held purely for risk management purposes, such as derivatives and cash equivalent assets.

Assets typically aligned to sustainability objectives > 90%

Holds at least 90% of assets which align to the sustainability objectives; which are not being held purely for risk management purposes, such as derivatives and cash equivalent assets.

No ‘diversifiers’ used other than cash

Only invests in cash to aid the practical management (buying and selling) of assets and so do not use additional financial instruments.

All assets (except cash) meet published sustainability criteria

All assets - except cash - meet the sustainability criteria published in strategy documentation.

Intended Clients & Product Options
Intended for clients interested in sustainability

Designed to meet the needs of individual investors with an interest in sustainability issues.

Intended for clients who want to have a positive impact

Designed to meet the needs of individual investors with an interest in ‘Impact investment’ which help or support the delivery of positive social or environmental impacts (or societal/real world outcomes) by investing in companies regarded as beneficial to people and / or the planet. Strategies vary.

Available via an ISA (OEIC only)

Available via a tax efficient ISA product wrapper.

Labels & Accreditations
SFDR Article 8 fund / product (EU)

Find options classified under Article 8 of the EU’s SFDR (Sustainable Finance Disclosure Requirements). Article 8 of the SFDR is a set of requirements that apply to financial products that 'promote' environmental or social characteristics together with high governance. These rules do not currently apply to UK products so many managers may leave this field blank.

Collaborations & Affiliations
Fund EcoMarket partner

Find fund / asset management companies that have partnered with Fund EcoMarket - meaning that they are helping to improve access to information on sustainable and responsible investment by paying an annual fee to us which enables us to publish information for free. Partner funds are listed ahead of other funds and have their logos displayed.

Transparency
Dialshifter statement

Find fund / asset management companies that have supplied Dialshifter information. See Dialshifter tab within record for more information.

Sustainable, Responsible &/or ESG Policy:

We seek to identify the best bottom-up investment ideas available globally, while focusing our exposure on investments with strong sustainability characteristics, as defined by our in-house sustainability analysis. To do so we use the sustainability assessment process that has been developed for the relevant asset class, which enables us to capture the specific characteristics of an asset class linked to sustainability.

These slightly differentiated approaches help in identifying truly sustainable investment opportunities, while all relying on the same core principles. The asset-class-specific sustainability assessments follow the same structure across the investment universe:

Step 1 – Product Exclusions              

 The fund applies a limited number of absolute exclusions as follows:

Adult entertainment

  • own an adult entertainment company or produce adult entertainment.

Animal testing

  • engage in the production or sales of animal tested cosmetics

Fossil fuels

  • engage in the extraction of oil, gas or coal

Gambling

  • derive more than 10% of revenue from gambling

Genetic modification

  • conduct genetic modification for agricultural policies

Human Rights

  •  Fail to address serious allegations of violations of international standards on human rights including the use of child, forced or bonded labour

Nuclear power

  • own a nuclear power facility

Tobacco

  • derive more than 10% of revenue from tobacco

Weapons

  • produce or sell civilian firearms and firms which manufacture or sell armaments, nuclear weapons or associated strategic products

Process:

Assessment categories

For each security, we undertake a thorough assessment of the issuer’s contribution to sustainability themes. This is done through a combination of quantitative and qualitative analysis by specialist teams that leverage specific sector, sustainability and financial expertise. The exact composition of the research team varies by asset class. The findings are used to create a recommendation to classify the security into one of our three categories:

  • Leaders - Companies that meet a large amount of our absolute sustainability criteria and are demonstrably leaders in their sub-sector.
  • Improvers - Companies where material sustainability issues have been identified and the company is showing clear evidence of significant improvements in its sustainability performance.
  • Laggards - Companies that are either excluded due to a combination of poor product exposure (e.g. tobacco or defence manufacturers), poor sustainability disclosure and performance and/or with little evidence of a desire to improve.

The RI team, in cooperation with the investment team, reviews and approves (or rejects) the proposed category for each security. The exact process for this also varies by asset class, given the need for specialist input in areas such as securitized debt. The RI team always has the deciding say on whether a security is considered to be sustainable, and therefore eligible.

After a security has been categorized as sustainable, it is included in the sustainable universe, from which portfolio managers can choose to invest.

Sustainability assessment process for corporates

To construct the sustainable universe of equity and corporate fixed income securities, after excluding securities falling under our exclusion criteria, we evaluate each issuer’s sustainability profile along three dimensions:

  • Practices: We analyse how the practices - operations, governance, production process - of a company have positive (or negative) impacts on environmental and social factors. This is akin to ESG analysis in that it focuses on how a company operates.
  • Products & services: Whether and how the products or services offered by a company generate positive (or negative) outcomes for environmental and social factors. This is focused on what the company does.
  • Improvement: We track positive and negative sustainability changes and assess if a company is showing clear evidence of material improvements or has in place credible plans to do so.

Through a combination of quantitative and qualitative analysis, we assign a product score and a practice score: from 5 (worst) to 1 (best). This analysis is undertaken by different teams depending on the asset class, given the need for expert input in the process. This also allows us to benefit from specialist analysis and frameworks developed for each asset class and to consider scores in the context of industry dynamics. These scores are always reviewed, and if needed challenged, by the RI Team.

We use these scores and the underlying analysis to assign a company as a leader, improver or laggard. We only consider improvers and leaders (in green in the graphic) as part of the sustainable investment universe, and which are therefore investable. Laggards (in orange and red) are companies that are excluded due to a combination of poor product exposure (such as tobacco or defense manufacturers), poor sustainability disclosures and performance and/or demonstrate little evidence of a desire to improve. We review this classification on an annual basis, or more frequently if needed (for instance because of a recent controversy).

Sustainability assessment process for sovereigns

To select sustainable sovereign securities, we use an adapted version of this process. First, we exclude countries that severely and repeatedly violate international human rights norms in line with international sanctions. This list of countries is updated annually in consultation with internal and external stakeholders.

Next, to identify the sustainable investment universe in sovereigns, we assess countries’ progress towards achieving the UN Sustainable Development Goals (SDGs), a set of 17 globally agreed goals for governments to work towards and achieve by 2030. This analysis is guided by our proprietary model, based on the SDSN/Bertelsmann Stiftung methodology, which evaluates the progress of a country against each SDG, its trajectory and its relative performance against development peers.

Given the large opportunity sets in both equity and fixed income, we do not systematically review every security qualitatively. Instead, we work firm-wide on a best-idea basis through collaboration between the portfolio managers, analysts and the RI team. This ensures that any attractive investment opportunity is reviewed and that resources are available to build high-conviction portfolios from both financial and sustainability perspectives. Furthermore, since the sustainability assessments are firm-wide processes, the sustainable universe is the same for all sustainable solutions at Aegon AM, ensuring consistency and avoiding duplication of efforts.

External ESG filters

We do not use third-party ESG screens as a driver of our investment decisions, but rather as an input to flag potential areas of concern for us to investigate further. We believe that third-party ESG tools and screens offer value in this context and can help us to focus our research on areas where there might be concern. However, we often find that ESG screens deliver conclusions with which we fundamentally disagree. This is frequently due to context and nuance of the particular company, rather than the generic methodology used.

We find that this tension is particularly apparent in small and mid-cap companies and in emerging markets, where companies may have very sustainable products or practices, but are either not covered by the ESG rating agencies or score poorly because they have not disclosed certain pieces of ESG information. In addition, ESG screens do not typically consider products or rates of improvement as part of their methodologies, which we believe misses much of the sustainability alpha that we are trying to capture. Many large companies have departments devoted to ESG disclosures, while smaller companies can suffer through a relative lack of resources in this area.

As a result, we use ESG scores from third-party providers as an input into our own internal ESG and sustainability views on a company. Depending on the quality of this third-party data, as well as on the specific security at hand, this involves a mix of qualitative and quantitative analysis which ultimately determines the eligibility of a security to the strategy. Below are some of the third-party data providers we use in the initial stages of our analysis.

  • MSCI ESG Manager – company ESG research platform
  • ISS Quickscore – Corporate governance research
  • Empirical Research – ESG ratings data
  • Bloomberg ESG

This process provides a good starting point from which to assess the universe more broadly and what to consider when beginning our bottom-up analysis.

ESG roles and responsibilities

Our sustainability analysis is undertaken independently from our portfolio managers. The investment ideas are identified by our investment team and the sustainability analysis is undertaken by the RI team, who are responsible for determining the sustainability essence and ultimately the sustainability category.

The RI team contributes to sustainability analysis and makes a final decision on the eligibility of a security from the sustainability perspective. The framework for analysis is tailored to each asset class, building on the experience and knowledge of our asset class specialists in assessing the sustainability credentials of each type of security. While the RI team always has a veto over a security’s eligibility for the sustainable investment universe, the analysis is carried out by various teams depending on the expertise needed. In particular, given fixed income analysts’ expertise and experience with individual sectors and the practices relevant in that sector, these specialists contribute to the sustainability assessment process for fixed income securities.

Equity and fixed income investment professionals analyse companies from different but related viewpoints. Our responsible investment specialists who are responsible for sustainable security analysis are aligned with asset classes. This supports a close working relationship between the RI team and the relevant investment team and allows our responsible investing professionals to form an integral part of the process for our sustainable investment portfolios.

While the RI team makes the final decision on whether a company is ranked as a Leader, Improver or Laggard, there is open communication with the portfolio managers and analysts regarding the sustainability rating. Both parties share their knowledge to understand fully the nuance and ultimately achieve the best outcome.

Dialshifter (Fund)

This fund is helping to ‘shift the dial from brown to green’ by…

Aegon AM apply strict screening criteria to our ethical range, avoiding companies and sectors which have a detrimental effect on the environment, such as:

  • environmentally unsound activities – specifically PVC, Ozone Depleting Chemicals and hazardous pesticides.
  • those convicted of serious pollution offences or breach internationally recognised conventions on biodiversity.
  • energy intensive industries not tackling climate change and hazardous chemicals issues.
  • coal mining/processing.
  • oil and gas exploration/production.

Excluding harmful companies with large carbon footprints delivers investments with lower carbon intensity and green energy transition themes.

Our approach results in a low carbon portfolio giving exposure to positive climate change solutions.

Dialshifter (Corporate)

Our organisation is helping to support the Paris Climate Agreement and the Race to Net Zero by…

Aegon AM carries out a significant number of individual and collaborative engagements related to climate change to improve outcomes for our clients’ portfolios. As part of our engagement strategy, we challenge portfolio companies to set science-based greenhouse gas (GHG) reduction targets and expect them to work towards those with ambitious decarbonisation plans. We engage with companies on a regular basis, prioritizing top GHG emitters, and discuss progress towards their targets and the realisation of the 2015 Paris Agreement as the key international commitment to the climate transition.

SDR Labelling:

Unlabelled (No CFD)