PortfoliosLab logo
Green Century Balanced Fund (GCBLX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3927681078

CUSIP

392768107

Inception Date

Mar 17, 1992

Min. Investment

$2,500

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

GCBLX has a high expense ratio of 1.46%, indicating above-average management fees.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Green Century Balanced Fund

Popular comparisons:
GCBLX vs. VOO GCBLX vs. VFIAX
Popular comparisons:

Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

Green Century Balanced Fund (GCBLX) returned 1.26% year-to-date (YTD) and 4.70% over the past 12 months. Over the past 10 years, GCBLX returned 6.37% annually, underperforming the S&P 500 benchmark at 10.84%.


GCBLX

YTD

1.26%

1M

3.90%

6M

-1.81%

1Y

4.70%

3Y*

6.07%

5Y*

7.40%

10Y*

6.37%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of GCBLX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.32%-0.35%-3.94%0.84%3.53%1.26%
20240.81%2.29%1.92%-2.85%4.44%1.36%1.03%1.96%0.65%-1.99%3.37%-3.39%9.67%
20235.27%-2.35%1.27%0.66%-1.18%3.42%1.86%-2.18%-4.00%-1.91%6.91%4.06%11.78%
2022-4.79%-1.88%0.57%-6.84%-0.89%-5.15%7.16%-2.92%-7.19%4.35%5.26%-3.95%-16.19%
2021-0.75%1.45%1.70%3.69%0.51%2.13%2.34%1.99%-3.45%5.40%-1.17%1.75%16.43%
2020-0.30%-4.44%-8.41%8.11%4.19%1.46%3.87%4.77%-2.26%-1.05%7.49%2.78%15.96%
20195.37%2.30%1.88%2.46%-2.65%4.52%1.11%0.03%0.55%0.48%2.25%1.06%20.90%
20182.81%-2.70%-0.87%0.31%1.03%0.06%2.38%2.18%-0.07%-4.38%2.50%-5.02%-2.14%
20171.35%2.59%-0.53%1.35%1.45%0.82%0.91%-0.23%1.49%1.08%1.87%-0.02%12.78%
2016-4.94%0.37%5.04%0.52%0.78%-1.03%4.04%0.71%-0.25%-1.91%1.65%0.64%5.39%
2015-1.67%5.49%-0.32%-0.12%1.54%-0.56%0.64%-5.23%-2.44%3.93%-0.25%-1.94%-1.37%
2014-3.16%4.36%0.30%-1.68%1.33%2.41%-1.86%2.95%-1.27%1.78%2.12%-0.04%7.18%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GCBLX is 29, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of GCBLX is 2929
Overall Rank
The Sharpe Ratio Rank of GCBLX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of GCBLX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of GCBLX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of GCBLX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of GCBLX is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Green Century Balanced Fund (GCBLX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Green Century Balanced Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.40
  • 5-Year: 0.63
  • 10-Year: 0.54
  • All Time: 0.47

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Green Century Balanced Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Green Century Balanced Fund provided a 6.91% dividend yield over the last twelve months, with an annual payout of $2.39 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$2.39$2.39$1.01$0.58$1.49$1.20$0.57$0.59$0.34$0.50$0.68$1.25

Dividend yield

6.91%7.00%3.02%1.88%3.99%3.61%1.92%2.36%1.29%2.14%2.97%5.24%

Monthly Dividends

The table displays the monthly dividend distributions for Green Century Balanced Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$2.32$2.39
2023$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.96$1.01
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.49$1.49
2020$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$1.15$1.20
2019$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.52$0.57
2018$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.57$0.59
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.34
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50$0.50
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68$0.68
2014$0.06$0.00$0.00$0.00$0.00$0.00$1.19$1.25

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Green Century Balanced Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Green Century Balanced Fund was 64.31%, occurring on Oct 9, 2002. Recovery took 2747 trading sessions.

The current Green Century Balanced Fund drawdown is 2.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.31%Mar 13, 2000644Oct 9, 20022747Sep 16, 20133391
-39.32%Apr 1, 1998137Oct 8, 1998287Nov 15, 1999424
-22.38%Feb 21, 202022Mar 23, 202084Jul 22, 2020106
-21.88%Nov 17, 2021229Oct 14, 2022411Jun 5, 2024640
-16.07%Jun 23, 2015162Feb 11, 2016253Feb 13, 2017415
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...