If your beliefs are the strong, I consider putting together a well-balanced and well-diversified portfolio of a few dozen individually held stocks from large firms you don't object to.
Essentially 0 ongoing fees, even cheaper than Vanguard (but obviously some more risk).
I agree 100%. Even in sector based investing there are a lot of companies that are unethical are choose to participate in poor business practices to boost the bottom line. I can give you some examples:
Consumer Discretionary - #1 holding Disney and #9 holding NIKE, repeatedly accused of supporting sweatshop and child labour for production of their merchandise, #5 holding is McD who is trying everything they can to prevent increased minimum wages
Consumer Staples - #4 Phillip Morris and #7 Altria both tobacco companies, #5 Walmart is also trying everything they can to prevent increased minimum wages and fight the organization of labour unions in their stores
Financials - don't get me started
Health Care - we could just go down the list for all the major drug company corruption, preventing inclusion of holistic remedies, vigorous protecting patents and trademarks so they can rip off/exclude from health care the several billion people that live on less than $2/day
Industrials - holdings #1, #2, #3, #6, #9 are all arms manufacturers, #10 Caterpillar benefits significantly from the destruction of our planet by mining
IT - #1 Apple uses child labour and obtains minerals resources from questionable sources (where child labour is used, poor working conditions, etc)
Materials - #1 du Pont and #3 Monsanto 'nough said
Utilities - lots of big coal plant people here, climate change fighters, extensive lobbying to prevent plant upgrades to reduce emissions (until it's paid for by the taxpayer of course)
So I think you have two choices: 1) buy individual stocks and do extensive research into their business practices in addition to the extensive research on valuations, price points, "moats", and so on.... or 2) just buy the total stock market and live your own life by making responsible choices that align with your beliefs.
I don't think buying an overpriced, under-performing "green fund" is really a good option. Just because the companies they are investing in have things like "Renewables" included in their names doesn't mean they are truly green or socially responsible corporations. Massive hydro-electric dams are considered renewables but that ignores the massive destruction done to rivers, fish/wildlife habitats, etc. The manufacture of solar panels produces a significant amount of highly toxic waste. These green funds generally exist so their managers can profit from misinformed people thinking they are making good choices.