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AALGX vs. GCCHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AALGX vs. GCCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Global Stock Fund (AALGX) and GMO Climate Change Fund (GCCHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with AALGX having a 10.02% return and GCCHX slightly higher at 10.46%.


AALGX

1D
2.00%
1M
-0.25%
6M
7.08%
YTD
10.02%
1Y
21.30%
3Y*
20.71%
5Y*
11.66%
10Y*
11.18%
ALL TIME*
8.98%

GCCHX

1D
3.38%
1M
-3.29%
6M
0.57%
YTD
10.46%
1Y
40.74%
3Y*
-1.39%
5Y*
0.78%
10Y*
ALL TIME*
9.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

AALGX vs. GCCHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AALGX
Thrivent Global Stock Fund
10.02%20.49%27.79%21.71%-19.38%20.37%14.46%22.71%-8.75%4.27%
GCCHX
GMO Climate Change Fund
10.46%39.25%-25.63%-6.85%-10.39%21.84%42.82%27.36%-16.35%26.15%

Correlation

The correlation between AALGX and GCCHX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.70

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.76

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2017

0.77

The correlation between AALGX and GCCHX has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

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Return for Risk

AALGX vs. GCCHX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AALGX
AALGX Risk / Return Rank: 6262
Overall Rank
AALGX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AALGX Sortino Ratio Rank: 5656
Sortino Ratio Rank
AALGX Omega Ratio Rank: 5757
Omega Ratio Rank
AALGX Calmar Ratio Rank: 6464
Calmar Ratio Rank
AALGX Martin Ratio Rank: 7474
Martin Ratio Rank

GCCHX
GCCHX Risk / Return Rank: 6161
Overall Rank
GCCHX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GCCHX Sortino Ratio Rank: 6262
Sortino Ratio Rank
GCCHX Omega Ratio Rank: 5858
Omega Ratio Rank
GCCHX Calmar Ratio Rank: 6868
Calmar Ratio Rank
GCCHX Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AALGX vs. GCCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Global Stock Fund (AALGX) and GMO Climate Change Fund (GCCHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


AALGXGCCHXDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.26

1.27

0.00

Calmar ratioReturn relative to maximum drawdown

2.12

2.22

-0.10

Martin ratioReturn relative to average drawdown

8.98

6.75

+2.23

AALGX vs. GCCHX - Sharpe Ratio Comparison

The current AALGX Sharpe Ratio is 1.45, which is comparable to the GCCHX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of AALGX and GCCHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AALGX vs. GCCHX - Drawdown Comparison

The maximum AALGX drawdown since its inception was -55.28%, roughly equal to the maximum GCCHX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for AALGX and GCCHX.


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Drawdown Indicators


AALGXGCCHXDifference

Max Drawdown

Largest peak-to-trough decline

-55.28%

-54.32%

-0.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-17.06%

+7.96%

Max Drawdown (3Y)

Largest decline over 3 years

-16.65%

-48.16%

+31.51%

Max Drawdown (5Y)

Largest decline over 5 years

-34.65%

-54.32%

+19.67%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

Current Drawdown

Current decline from peak

-1.40%

-14.26%

+12.86%

Average Drawdown

Average peak-to-trough decline

-10.45%

-13.85%

+3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

5.60%

-3.45%

Volatility

AALGX vs. GCCHX - Volatility Comparison

The current volatility for Thrivent Global Stock Fund (AALGX) is 3.83%, while GMO Climate Change Fund (GCCHX) has a volatility of 6.52%. This indicates that AALGX experiences smaller price fluctuations and is considered to be less risky than GCCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AALGXGCCHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

6.52%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

18.44%

-7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

24.04%

-10.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

27.22%

-8.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

25.19%

-6.93%

AALGX vs. GCCHX - Expense Ratio Comparison

AALGX has a 0.97% expense ratio, which is higher than GCCHX's 0.77% expense ratio.


Dividends

AALGX vs. GCCHX - Dividend Comparison

AALGX's dividend yield for the trailing twelve months is around 10.05%, more than GCCHX's 2.12% yield.


PositionTTM2025202420232022202120202019201820172016
AALGX
Thrivent Global Stock Fund
10.05%11.05%23.12%5.51%3.21%14.40%3.01%12.68%9.82%1.00%1.15%
GCCHX
GMO Climate Change Fund
2.12%1.51%0.66%0.96%2.24%25.43%5.42%4.03%2.62%3.43%0.00%

Frequently Asked Questions


AALGX and GCCHX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GCCHX has higher volatility (6.52%) compared to AALGX (3.83%). In terms of maximum drawdown, AALGX dropped -55.28% vs GCCHX's -54.32%.

GCCHX currently has the higher Sharpe Ratio (1.58 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AALGX and GCCHX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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