DQEIX vs. GCCHX
DQEIX (BNY Mellon Global Equity Income Fund) and GCCHX (GMO Climate Change Fund) are both mutual funds - DQEIX is a Dividend fund managed by Dreyfus, while GCCHX is a Global Equities fund managed by GMO. Over the past 5 years, DQEIX returned 10.83%/yr vs 0.78%/yr for GCCHX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. DQEIX charges 0.92%/yr vs 0.77%/yr for GCCHX.
Performance
DQEIX vs. GCCHX - Performance Comparison
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Returns By Period
In the year-to-date period, DQEIX achieves a 14.89% return, which is significantly higher than GCCHX's 10.46% return.
DQEIX
- 1D
- 0.49%
- 1M
- 0.84%
- 6M
- 8.24%
- YTD
- 14.89%
- 1Y
- 27.91%
- 3Y*
- 14.73%
- 5Y*
- 10.83%
- 10Y*
- 10.27%
- ALL TIME*
- 7.61%
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 |
DQEIX vs. GCCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DQEIX BNY Mellon Global Equity Income Fund | 14.89% | 24.64% | 6.54% | 9.70% | -3.72% | 14.32% | 5.62% | 25.80% | -5.61% | 11.25% |
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 DQEIX and GCCHX is 0.55, 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. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2017 | 0.69 |
The correlation between DQEIX and GCCHX shifts across timeframes, from 0.55 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DQEIX vs. GCCHX — Risk / Return Rank
DQEIX
GCCHX
DQEIX vs. GCCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Equity Income Fund (DQEIX) 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.
| DQEIX | GCCHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.27 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.22 | +0.32 |
| Martin ratioReturn relative to average drawdown | 9.34 | 6.75 | +2.59 |
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Drawdowns
DQEIX vs. GCCHX - Drawdown Comparison
The maximum DQEIX drawdown since its inception was -52.75%, roughly equal to the maximum GCCHX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for DQEIX and GCCHX.
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Drawdown Indicators
| DQEIX | GCCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.75% | -54.32% | +1.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -17.06% | +7.32% |
Max Drawdown (3Y)Largest decline over 3 years | -13.21% | -48.16% | +34.95% |
Max Drawdown (5Y)Largest decline over 5 years | -18.65% | -54.32% | +35.67% |
Max Drawdown (10Y)Largest decline over 10 years | -32.69% | — | — |
Current DrawdownCurrent decline from peak | -0.14% | -14.26% | +14.12% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -13.85% | +6.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 5.60% | -2.95% |
Volatility
DQEIX vs. GCCHX - Volatility Comparison
The current volatility for BNY Mellon Global Equity Income Fund (DQEIX) is 3.00%, while GMO Climate Change Fund (GCCHX) has a volatility of 6.52%. This indicates that DQEIX 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
| DQEIX | GCCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 6.52% | -3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 18.44% | -9.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.07% | 24.04% | -12.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.90% | 27.22% | -14.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.54% | 25.19% | -10.65% |
DQEIX vs. GCCHX - Expense Ratio Comparison
DQEIX has a 0.92% expense ratio, which is higher than GCCHX's 0.77% expense ratio.
Dividends
DQEIX vs. GCCHX - Dividend Comparison
DQEIX's dividend yield for the trailing twelve months is around 11.69%, more than GCCHX's 2.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DQEIX BNY Mellon Global Equity Income Fund | 11.69% | 13.55% | 12.56% | 7.65% | 14.39% | 12.69% | 1.97% | 3.41% | 10.50% | 5.32% | 5.83% | 6.94% |
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% | 0.00% |
Frequently Asked Questions
DQEIX and GCCHX have a correlation of 0.55, 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 DQEIX (3.00%). In terms of maximum drawdown, DQEIX dropped -52.75% vs GCCHX's -54.32%.
DQEIX currently has the higher Sharpe Ratio (2.24 vs 1.58), 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.
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