- ISIN
- US3927681078
- CUSIP
- 392768107
- Issuer
- Green Century
- Inception Date
- Mar 17, 1992
- Category
- Diversified Portfolio
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
GCBLX Performance Chart
Green Century Balanced Fund (GCBLX) is up 6.9% since the beginning of the year. GCBLX is currently trading at $38 per share. Investors who bought $1,000 worth of GCBLX shares 5 years ago would now be looking at an investment worth $1,306.
Loading charts...
Returns By Period
Green Century Balanced Fund (GCBLX) has returned 6.86% so far this year and 14.43% over the past 12 months. Over the last ten years, GCBLX has returned 8.44% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Green Century Balanced Fund
- 1D
- 0.72%
- 1M
- 1.18%
- YTD
- 6.86%
- 6M
- 6.53%
- 1Y
- 14.43%
- 3Y*
- 10.02%
- 5Y*
- 5.49%
- 10Y*
- 8.44%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
GCBLX Monthly Returns History
Based on dividend-adjusted daily data since Mar 16, 1992, GCBLX's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Feb 2000 with a return of +27.4%, while the worst month was Nov 2000 at -21.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, GCBLX closed higher 52% of trading days. The best single day was Dec 20, 1999 with a return of +8.1%, while the worst single day was Apr 14, 2000 at -7.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.79% | -0.08% | -4.04% | 7.02% | 3.41% | -0.08% | 6.86% | ||||||
| 2025 | 1.32% | -0.35% | -3.94% | 0.84% | 3.68% | 2.84% | -0.14% | 2.17% | 1.43% | 0.68% | 0.05% | -0.12% | 8.58% |
| 2024 | 0.81% | 2.29% | 1.92% | -2.85% | 4.44% | 1.36% | 1.03% | 1.95% | 0.65% | -1.99% | 3.37% | -3.39% | 9.67% |
| 2023 | 5.27% | -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% |
Benchmark Metrics
Green Century Balanced Fund has an annualized alpha of 1.35%, beta of 0.66, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since March 16, 1992.
- This fund participated in 87.99% of S&P 500 Index downside but only 81.36% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.66 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.35%
- Beta
- 0.66
- R²
- 0.64
- Upside Capture
- 81.36%
- Downside Capture
- 87.99%
Expense Ratio
GCBLX has a high expense ratio of 1.46%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
GCBLX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Green Century Balanced Fund (GCBLX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GCBLX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.78 | -0.66 |
| Martin ratioReturn relative to average drawdown | 9.22 | 12.44 | -3.21 |
Dividends
Dividend History
Green Century Balanced Fund provided a 4.55% dividend yield over the last twelve months, with an annual payout of $1.72 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.72 | $1.72 | $2.39 | $1.01 | $0.58 | $1.49 | $1.20 | $0.57 | $0.59 | $0.34 | $0.50 | $0.68 |
Dividend yield | 4.55% | 4.86% | 7.00% | 3.02% | 1.88% | 3.99% | 3.61% | 1.92% | 2.36% | 1.29% | 2.14% | 2.97% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.64 | $1.72 |
| 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 |
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 charts...
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 64.30%, occurring on Oct 9, 2002. Recovery took 2752 trading sessions.
The current Green Century Balanced Fund drawdown is 0.63%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Dot-com crash2000–2002 | -64.30%Oct 2002 | 2y 7mo | 10y 11mo | 13y 6moMar 2000 - Sep 2013 |
1998 bear market1998 | -39.31%Oct 1998 | 6mo 10d | 1y 1mo | 1y 7moApr 1998 - Nov 1999 |
COVID crash2020 | -22.38%Mar 2020 | 1mo 1d | 4mo 1d | 5mo 2dFeb 2020 - Jul 2020 |
Bear market2022 | -21.88%Oct 2022 | 11mo 1d | 1y 7mo | 2y 6moNov 2021 - Jun 2024 |
2016 correction2016 | -16.07%Feb 2016 | 7mo 23d | 1y 3d | 1y 7moJun 2015 - Feb 2017 |
Drawdown Indicators
| GCBLX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.30% | -56.78% | -7.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -9.10% | +2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -13.03% | -18.90% | +5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -21.88% | -25.43% | +3.55% |
Max Drawdown (10Y)Largest decline over 10 years | -22.38% | -33.92% | +11.54% |
Current DrawdownCurrent decline from peak | -0.63% | -1.80% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -14.54% | -10.71% | -3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.03% | -0.47% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with GCBLX
Add Green Century Balanced Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with GCBLX