Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GMO Climate Change Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
GMO Climate Change Fund (GCCHX) has returned 6.61% so far this year and 64.36% over the past 12 months.
GMO Climate Change Fund
- 1D
- -1.04%
- 1M
- -5.74%
- YTD
- 6.61%
- 6M
- 15.46%
- 1Y
- 64.36%
- 3Y*
- -1.00%
- 5Y*
- 0.70%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 18, 2017, GCCHX's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, your investment would double in approximately 5.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +17.3%, while the worst month was Mar 2020 at -22.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, GCCHX closed higher 51% of trading days. The best single day was Dec 31, 2021 with a return of +11.5%, while the worst single day was Mar 16, 2020 at -12.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.84% | 2.97% | -5.74% | 6.61% | |||||||||
| 2025 | 1.80% | -7.51% | -4.06% | -1.21% | 8.33% | 7.29% | 6.80% | 12.14% | 3.52% | 7.22% | 0.32% | 0.68% | 39.25% |
| 2024 | -12.68% | 1.67% | 5.51% | -5.69% | 8.46% | -11.17% | 5.79% | 0.63% | 3.17% | -8.43% | -3.73% | -9.73% | -25.63% |
| 2023 | 13.48% | -5.15% | -1.52% | -2.92% | -3.51% | 6.94% | 4.66% | -12.09% | -8.16% | -14.23% | 9.34% | 10.71% | -6.85% |
| 2022 | -7.04% | 5.96% | 5.49% | -13.01% | 7.17% | -15.07% | 14.58% | -0.04% | -13.46% | 6.60% | 13.14% | -8.89% | -10.39% |
| 2021 | 2.61% | 3.96% | 1.69% | 0.31% | 1.51% | 2.05% | -0.71% | 0.88% | -3.07% | 11.76% | -6.96% | 7.07% | 21.84% |
Benchmark Metrics
GMO Climate Change Fund has an annualized alpha of -1.18%, beta of 1.00, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since April 19, 2017.
- This fund participated in 124.70% of S&P 500 Index downside but only 115.68% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 1.00 and R² of 0.56, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.18%
- Beta
- 1.00
- R²
- 0.56
- Upside Capture
- 115.68%
- Downside Capture
- 124.70%
Expense Ratio
GCCHX has an expense ratio of 0.77%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GCCHX ranks 94 for risk / return — in the top 94% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for GMO Climate Change Fund (GCCHX) and compare them to a chosen benchmark (S&P 500 Index).
| GCCHX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.24 | 0.90 | +1.35 |
Sortino ratioReturn per unit of downside risk | 2.89 | 1.39 | +1.50 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.92 | 1.40 | +2.52 |
Martin ratioReturn relative to average drawdown | 13.98 | 6.61 | +7.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GCCHX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
GMO Climate Change Fund provided a 1.41% dividend yield over the last twelve months, with an annual payout of $0.38 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.38 | $0.38 | $0.12 | $0.24 | $0.60 | $7.80 | $1.75 | $0.97 | $0.52 | $0.82 |
Dividend yield | 1.41% | 1.51% | 0.66% | 0.96% | 2.24% | 25.43% | 5.42% | 4.03% | 2.62% | 3.43% |
Monthly Dividends
The table displays the monthly dividend distributions for GMO Climate Change 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 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.60 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.15 | $0.00 | $0.00 | $0.00 | $0.00 | $5.65 | $7.80 |
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 graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the GMO Climate Change 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 GMO Climate Change Fund was 54.32%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current GMO Climate Change Fund drawdown is 13.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.32% | Apr 5, 2022 | 755 | Apr 8, 2025 | — | — | — |
| -40.29% | Feb 21, 2020 | 22 | Mar 23, 2020 | 99 | Aug 12, 2020 | 121 |
| -20.9% | May 22, 2018 | 150 | Dec 24, 2018 | 247 | Dec 17, 2019 | 397 |
| -16.95% | Nov 9, 2021 | 29 | Dec 20, 2021 | 63 | Mar 22, 2022 | 92 |
| -8.89% | Jan 23, 2018 | 13 | Feb 8, 2018 | 64 | May 11, 2018 | 77 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...