Correlation
The correlation between GCBLX and VOO is 0.96, 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.
GCBLX vs. VOO
Compare and contrast key facts about Green Century Balanced Fund (GCBLX) and Vanguard S&P 500 ETF (VOO).
GCBLX is managed by Green Century. It was launched on Mar 17, 1992. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GCBLX or VOO.
Performance
GCBLX vs. VOO - Performance Comparison
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Key characteristics
GCBLX:
0.37
VOO:
0.64
GCBLX:
0.67
VOO:
1.07
GCBLX:
1.09
VOO:
1.16
GCBLX:
0.37
VOO:
0.71
GCBLX:
1.32
VOO:
2.69
GCBLX:
3.70%
VOO:
4.92%
GCBLX:
11.79%
VOO:
19.55%
GCBLX:
-64.31%
VOO:
-33.99%
GCBLX:
-2.57%
VOO:
-3.82%
Returns By Period
In the year-to-date period, GCBLX achieves a 1.43% return, which is significantly higher than VOO's 0.61% return. Over the past 10 years, GCBLX has underperformed VOO with an annualized return of 6.41%, while VOO has yielded a comparatively higher 12.79% annualized return.
GCBLX
1.43%
4.55%
-1.64%
4.32%
6.13%
7.44%
6.41%
VOO
0.61%
6.68%
-1.22%
12.39%
13.99%
15.83%
12.79%
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GCBLX vs. VOO - Expense Ratio Comparison
GCBLX has a 1.46% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
GCBLX vs. VOO — Risk-Adjusted Performance Rank
GCBLX
VOO
GCBLX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Green Century Balanced Fund (GCBLX) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
GCBLX vs. VOO - Dividend Comparison
GCBLX's dividend yield for the trailing twelve months is around 6.90%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCBLX Green Century Balanced Fund | 6.90% | 7.00% | 3.02% | 1.88% | 3.99% | 3.61% | 1.92% | 2.36% | 1.29% | 2.14% | 2.97% | 5.24% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
GCBLX vs. VOO - Drawdown Comparison
The maximum GCBLX drawdown since its inception was -64.31%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GCBLX and VOO.
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Volatility
GCBLX vs. VOO - Volatility Comparison
The current volatility for Green Century Balanced Fund (GCBLX) is 2.82%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that GCBLX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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