GCCHX vs. AALGX
GCCHX (GMO Climate Change Fund) and AALGX (Thrivent Global Stock Fund) are both Global Equities funds. Over the past 5 years, GCCHX returned 0.68%/yr vs 11.80%/yr for AALGX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. GCCHX charges 0.77%/yr vs 0.97%/yr for AALGX.
Performance
GCCHX vs. AALGX - Performance Comparison
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Returns By Period
In the year-to-date period, GCCHX achieves a 9.94% return, which is significantly lower than AALGX's 10.76% return.
GCCHX
- 1D
- -0.47%
- 1M
- -3.75%
- 6M
- 0.53%
- YTD
- 9.94%
- 1Y
- 40.08%
- 3Y*
- -1.09%
- 5Y*
- 0.68%
- 10Y*
- —
- ALL TIME*
- 8.99%
AALGX
- 1D
- 0.66%
- 1M
- 0.41%
- 6M
- 7.21%
- YTD
- 10.76%
- 1Y
- 22.10%
- 3Y*
- 21.19%
- 5Y*
- 11.80%
- 10Y*
- 11.30%
- ALL TIME*
- 9.01%
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 |
GCCHX vs. AALGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCCHX GMO Climate Change Fund | 9.94% | 39.25% | -25.63% | -6.85% | -10.39% | 21.84% | 42.82% | 27.36% | -16.35% | 26.15% |
AALGX Thrivent Global Stock Fund | 10.76% | 20.49% | 27.79% | 21.71% | -19.38% | 20.37% | 14.46% | 22.71% | -8.75% | 4.27% |
Correlation
The correlation between GCCHX and AALGX is 0.73, 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. | 0.73 |
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 GCCHX and AALGX has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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Return for Risk
GCCHX vs. AALGX — Risk / Return Rank
GCCHX
AALGX
GCCHX vs. AALGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Climate Change Fund (GCCHX) and Thrivent Global Stock Fund (AALGX). 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.
| GCCHX | AALGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 2.27 | -0.02 |
| Martin ratioReturn relative to average drawdown | 6.76 | 9.64 | -2.88 |
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Drawdowns
GCCHX vs. AALGX - Drawdown Comparison
The maximum GCCHX drawdown since its inception was -54.32%, roughly equal to the maximum AALGX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for GCCHX and AALGX.
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Drawdown Indicators
| GCCHX | AALGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -55.28% | +0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -17.06% | -9.10% | -7.96% |
Max Drawdown (3Y)Largest decline over 3 years | -48.16% | -16.65% | -31.51% |
Max Drawdown (5Y)Largest decline over 5 years | -54.32% | -34.65% | -19.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.32% | — |
Current DrawdownCurrent decline from peak | -14.67% | -0.75% | -13.92% |
Average DrawdownAverage peak-to-trough decline | -13.85% | -10.45% | -3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 2.14% | +3.53% |
Volatility
GCCHX vs. AALGX - Volatility Comparison
GMO Climate Change Fund (GCCHX) has a higher volatility of 6.40% compared to Thrivent Global Stock Fund (AALGX) at 3.83%. This indicates that GCCHX's price experiences larger fluctuations and is considered to be riskier than AALGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCCHX | AALGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 3.83% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 18.44% | 10.96% | +7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.00% | 13.34% | +10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.21% | 18.79% | +8.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.19% | 18.26% | +6.93% |
GCCHX vs. AALGX - Expense Ratio Comparison
GCCHX has a 0.77% expense ratio, which is lower than AALGX's 0.97% expense ratio.
Dividends
GCCHX vs. AALGX - Dividend Comparison
GCCHX's dividend yield for the trailing twelve months is around 2.13%, less than AALGX's 9.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AALGX Thrivent Global Stock Fund | 9.98% | 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 | 2.13% | 1.51% | 0.66% | 0.96% | 2.24% | 25.43% | 5.42% | 4.03% | 2.62% | 3.43% | 0.00% |
Frequently Asked Questions
GCCHX and AALGX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCCHX has higher volatility (6.40%) compared to AALGX (3.83%). In terms of maximum drawdown, GCCHX dropped -54.32% vs AALGX's -55.28%.
GCCHX currently has the higher Sharpe Ratio (1.60 vs 1.55), 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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