As corporate social responsibility (CSR) becomes increasingly emphasized recently, sociallyresponsible investing (SRI) funds have attracted capital market participants, interests. The study examines the capital market performance of the firms whose stocks are selected into the SRI funds. An SRI fund is the one that screens the companies whose stock investors buy on a list of socially-responsible criteria. So, the firms whose stocks are included in SRI fund (i.e., SRI firms) are meant to carry out well their social responsibility. While CSR activities are socially desirable, the study examines whether CSR firms perform well in capital market as they may convey good corporate image to their present and potential customers and capital investors. The study empirically tested the hypothesis with the capital make performance measure of Tobin's Q, based on a sample of 1,994 year-firms whose stocks were included into SRI funds during the period from 2007 to 2010 in Korea (SRI funds were launched to market mainly from year 2007 in Korea).The study found that SRI fund firms performed better in the capital market (Korea Securities Market).