Tech stocks are down double-digits, the S&P 500 has fallen more than 13% and even dipped into bear territory, but one sector of the market that is doing well is the fossil fuel industry. That’s producing an awkward dilemma for investors who want to make money but also want to be mindful about the future of our planet, contends an article in The New York Times.

Of the top 20 companies in the S&P 500 this year, 19 of them have some connection to fossil fuel, with the best performer being Occidental Petroleum, gaining 142% (driven in no small part by Warren Buffet’s significant share purchases). Those high returns make energy very attractive to short-term investors. And long-term investors who want to be fully diversified will want to hold fossil fuel companies in their portfolios to maximize returns during this turbulent time.

But the persistent use of fossil fuels will increase the havoc wreaked by climate change, according to a recent report from the Intergovernmental Panel on Climate Change that is cited in the article. Understandably, many investors want to wash their portfolios clean of fossil fuels, and it’s become much easier to do that of late: choose a “sustainable” or “socially responsible” investing option, if your workplace plan or your brokerage house has one. However, avoiding fossil fuels could limit your returns at a time when the industry is the best-performing sector in the market.

Another route for the socially-conscious investor would be to invest in energy companies, and then use your voice (or your vote, if you are allowed) to make sure the companies are acting the way you want them too. The activist hedge fund Engine No. 1 last year won a battle to replace three Exxon Mobil board members, pushing the company to smartly transition to a more sustainable energy solutions. The CEO of Engine No. 1, Jennifer Grancio, told The Times that “a company that does not factor in the costs of dealing…with climate change will not prosper,” and indeed, that argument brought BlackRock, Vanguard and State Street—the largest Exxon Mobil shareholders—to Engine No. 1’s side. The hedge fund is now using platforms like Betterment and Tumelo to gather information from the investors in its S&P 500 index fund how they want their votes to be cast. It’s a step toward having investors be granted a direct vote, which could ultimately provide a sea change in how energy companies move toward a more sustainable future.

Disclosures by companies about their climate change risks is an ongoing issue, with the both the SEC and the Labor Department proposing regulations that would require companies to disclose, and Republicans fighting against disclosure. And while diversification makes the most financial sense, it’s hard to recommend holding fossil fuels if their effect on climate change isn’t factored into their price. Investors who take an active role to monitor companies and use their voting power will be a major part of turning the tide on the fossil fuel industry, the article maintains. There isn’t a one-size-fits-all solution to the dilemma, says Boris Khentov, the head of sustainable investing at Betterment. “These issues are complicated, and the solutions are going to be complicated. To put the entire onus for changing the world on your investing portfolio is a fundamentally problematic premise.”