ERBIX vs. GCCHX
Compare and contrast key facts about Eaton Vance Richard Bernstein Equity Strategy Fund (ERBIX) and GMO Climate Change Fund (GCCHX).
ERBIX is managed by Eaton Vance. It was launched on Oct 11, 2010. GCCHX is managed by GMO. It was launched on Apr 4, 2017.
Performance
ERBIX vs. GCCHX - Performance Comparison
Loading graphics...
ERBIX vs. GCCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ERBIX Eaton Vance Richard Bernstein Equity Strategy Fund | -2.81% | 18.35% | 15.00% | 14.63% | -14.75% | 17.75% | 16.49% | 36.69% | -11.86% | 15.61% |
GCCHX GMO Climate Change Fund | 10.71% | 39.25% | -25.63% | -6.85% | -10.39% | 21.84% | 42.82% | 27.36% | -16.35% | 26.15% |
Returns By Period
In the year-to-date period, ERBIX achieves a -2.81% return, which is significantly lower than GCCHX's 10.71% return.
ERBIX
- 1D
- 3.16%
- 1M
- -6.32%
- YTD
- -2.81%
- 6M
- 0.68%
- 1Y
- 17.69%
- 3Y*
- 12.66%
- 5Y*
- 7.17%
- 10Y*
- 11.21%
GCCHX
- 1D
- 3.85%
- 1M
- -2.15%
- YTD
- 10.71%
- 6M
- 17.26%
- 1Y
- 69.04%
- 3Y*
- 0.26%
- 5Y*
- 1.25%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ERBIX vs. GCCHX - Expense Ratio Comparison
ERBIX has a 0.93% expense ratio, which is higher than GCCHX's 0.77% expense ratio.
Return for Risk
ERBIX vs. GCCHX — Risk / Return Rank
ERBIX
GCCHX
ERBIX vs. GCCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Richard Bernstein Equity Strategy Fund (ERBIX) 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.
| ERBIX | GCCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 2.55 | -1.47 |
Sortino ratioReturn per unit of downside risk | 1.60 | 3.20 | -1.60 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.42 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 4.57 | -2.96 |
Martin ratioReturn relative to average drawdown | 6.94 | 16.21 | -9.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ERBIX | GCCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 2.55 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.05 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.37 | +0.31 |
Correlation
The correlation between ERBIX and GCCHX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ERBIX vs. GCCHX - Dividend Comparison
ERBIX's dividend yield for the trailing twelve months is around 18.67%, more than GCCHX's 1.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERBIX Eaton Vance Richard Bernstein Equity Strategy Fund | 18.67% | 18.14% | 4.12% | 8.82% | 5.97% | 13.08% | 2.63% | 16.82% | 5.93% | 5.78% | 3.59% | 2.32% |
GCCHX GMO Climate Change Fund | 1.36% | 1.51% | 0.66% | 0.96% | 2.24% | 25.43% | 5.42% | 4.03% | 2.62% | 3.43% | 0.00% | 0.00% |
Drawdowns
ERBIX vs. GCCHX - Drawdown Comparison
The maximum ERBIX drawdown since its inception was -29.18%, smaller than the maximum GCCHX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for ERBIX and GCCHX.
Loading graphics...
Drawdown Indicators
| ERBIX | GCCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.18% | -54.32% | +25.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -14.89% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -54.32% | +30.00% |
Max Drawdown (10Y)Largest decline over 10 years | -29.18% | — | — |
Current DrawdownCurrent decline from peak | -7.59% | -9.81% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -14.11% | +9.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 4.20% | -1.56% |
Volatility
ERBIX vs. GCCHX - Volatility Comparison
The current volatility for Eaton Vance Richard Bernstein Equity Strategy Fund (ERBIX) is 6.49%, while GMO Climate Change Fund (GCCHX) has a volatility of 9.28%. This indicates that ERBIX 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 graphics...
Volatility by Period
| ERBIX | GCCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 9.28% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 17.44% | -7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 27.93% | -10.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 26.92% | -12.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 25.23% | -8.87% |