AALGX vs. GCCHX
AALGX (Thrivent Global Stock Fund) and GCCHX (GMO Climate Change Fund) are both Global Equities funds. Over the past 5 years, AALGX returned 11.66%/yr vs 0.78%/yr for GCCHX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. AALGX charges 0.97%/yr vs 0.77%/yr for GCCHX.
Performance
AALGX vs. GCCHX - Performance Comparison
Loading charts...
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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AALGX vs. GCCHX — Risk / Return Rank
AALGX
GCCHX
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.
| AALGX | GCCHX | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| AALGX | GCCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.40% | -14.26% | +12.86% |
Average DrawdownAverage peak-to-trough decline | -10.45% | -13.85% | +3.40% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| AALGX | GCCHX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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.
Open Portfolio Optimizer