Punctuation reminder: When an -ly adverb is part of a compound modifier

Should you hyphenate “socially responsible” in the following phrase?

“Socially responsible funds are…”

“Hyphens should never be used with compound modifiers that include an adverb ending in -ly,” as my colleague Hilda Brucker reminds me occasionally. Yes, I make punctuation mistakes, too. This is one of my weaknesses.