Hi Ryan, go to this link of Professors Kenneth French's Eugene Fama's response to a similar question.http://www.dimensional.com/famafrench/2011/06/qa-expected-returns-and-socially-responsible-investing.html#more
All that being said the key having a competitive SRI or sustainable funds is to index and keep the fees low, diversify across the globe and include small companies in the portfolio. Otherwise known in academic circles as the French/Fama three factor model. Dimensional funds dfaus.com has SRI and sustainable funds that adhere to these strategies.
Although it may seem counter-intuitive, SRI funds seek to balance monetary returns with increasing the longevity of the environment and improving working conditions around the world. Accordingly, high returns may not be the most significant selling point. The truth is that a continuation in the trend of non-SRI investing may not leave much of a future for our children and grandchildren. As a result, SRI may soon become necessary because it helps all of us in the long-term even though returns may not outperform in the near-term. Effectively, these factors serve to make the comparison of SRI to non-SRI returns more of an apples to oranges relationship because they differ in their intent and substance. I hope you find this helpful.
Gottcha Ryan. I'm sure Morningstar or the fund companies websites would have such data.