- ISIN
- US3927684049
- CUSIP
- 392768404
- Issuer
- Green Century
- Inception Date
- Sep 30, 2016
- Category
- Foreign Large Cap Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
GCINX Performance Chart
Green Century MSCI International Index Fund (GCINX) is up 3.3% since the beginning of the year. GCINX is currently trading at $16 per share. Investors who bought $1,000 worth of GCINX shares 5 years ago would now be looking at an investment worth $1,214.
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Returns By Period
Green Century MSCI International Index Fund (GCINX) has returned 3.34% so far this year and 8.25% over the past 12 months.
Green Century MSCI International Index Fund
- 1D
- 0.44%
- 1M
- 3.48%
- YTD
- 3.34%
- 6M
- 5.49%
- 1Y
- 8.25%
- 3Y*
- 10.32%
- 5Y*
- 3.95%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
GCINX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2017, GCINX's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +13.6%, while the worst month was Mar 2020 at -12.1%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.
On a daily basis, GCINX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.54% | 1.68% | -9.16% | 5.78% | 1.84% | 0.31% | 3.34% | ||||||
| 2025 | 3.49% | 1.40% | -1.94% | 4.66% | 4.18% | 1.77% | -4.61% | 2.89% | 2.67% | 0.06% | 0.00% | 2.08% | 17.54% |
| 2024 | 0.37% | 2.38% | 2.03% | -3.77% | 5.11% | -0.68% | 2.79% | 3.83% | 1.48% | -6.48% | 1.77% | -3.91% | 4.33% |
| 2023 | 8.70% | -3.57% | 3.70% | 2.77% | -3.70% | 3.61% | 1.95% | -4.28% | -4.72% | -2.60% | 9.73% | 5.28% | 16.63% |
| 2022 | -6.57% | -4.30% | 0.22% | -7.55% | -0.16% | -8.52% | 5.63% | -6.68% | -9.43% | 5.11% | 13.24% | -2.17% | -21.35% |
| 2021 | -1.61% | 1.12% | 2.28% | 2.88% | 3.29% | -0.02% | 1.91% | 2.68% | -4.76% | 3.90% | -4.02% | 4.74% | 12.53% |
Benchmark Metrics
Green Century MSCI International Index Fund has an annualized alpha of -2.67%, beta of 0.76, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.
- This fund participated in 95.38% of S&P 500 Index downside but only 72.51% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.67% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -2.67%
- Beta
- 0.76
- R²
- 0.72
- Upside Capture
- 72.51%
- Downside Capture
- 95.38%
Expense Ratio
GCINX has a high expense ratio of 1.28%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
GCINX ranks 6 for risk / return — in the bottom 6% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Green Century MSCI International Index Fund (GCINX) and compare them to S&P 500 Index.
| GCINX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 2.24 | -1.79 |
Sortino ratioReturn per unit of downside risk | 0.74 | 3.07 | -2.34 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.41 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 2.93 | -2.36 |
Martin ratioReturn relative to average drawdown | 1.95 | 13.52 | -11.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Green Century MSCI International Index Fund provided a 3.87% dividend yield over the last twelve months, with an annual payout of $0.62 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.62 | $0.62 | $0.21 | $0.14 | $0.12 | $0.44 | $0.08 | $0.14 | $0.22 | $0.16 |
Dividend yield | 3.87% | 4.00% | 1.53% | 1.07% | 1.04% | 2.94% | 0.55% | 1.14% | 2.21% | 1.37% |
Monthly Dividends
The table displays the monthly dividend distributions for Green Century MSCI International Index 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 | $0.09 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.62 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.21 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.14 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.12 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.44 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Green Century MSCI International Index 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 MSCI International Index Fund was 34.26%, occurring on Oct 12, 2022. Recovery took 468 trading sessions.
The current Green Century MSCI International Index Fund drawdown is 1.83%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -34.26%Oct 2022 | 1y 1mo | 1y 10mo | 2y 11moSep 2021 - Aug 2024 |
COVID crash2020 | -30.87%Mar 2020 | 2mo 2d | 5mo 13d | 7mo 15dJan 2020 - Sep 2020 |
Rate-hike selloffLate 2018 | -20.94%Dec 2018 | 10mo 29d | 11mo 22d | 1y 10moJan 2018 - Dec 2019 |
2025 selloff2025 | -15.66%Apr 2025 | 6mo 13d | 1mo 11d | 7mo 24dSep 2024 - May 2025 |
2026 correction2026 | -12.22%Mar 2026 | 25d | — | 3mo 4dMar 2026 - now |
Drawdown Indicators
| GCINX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -56.78% | +22.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -9.10% | -3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -15.66% | -18.90% | +3.24% |
Max Drawdown (5Y)Largest decline over 5 years | -34.26% | -25.43% | -8.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.83% | -0.74% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -10.72% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 1.97% | +1.59% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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