GCCHX vs. CWGIX
Compare and contrast key facts about GMO Climate Change Fund (GCCHX) and American Funds Capital World Growth and Income Fund Class A (CWGIX).
GCCHX is managed by GMO. It was launched on Apr 4, 2017. CWGIX is managed by American Funds. It was launched on Mar 26, 1993.
Performance
GCCHX vs. CWGIX - Performance Comparison
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GCCHX vs. CWGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCCHX GMO Climate Change Fund | 6.61% | 39.25% | -25.63% | -6.85% | -10.39% | 21.84% | 42.82% | 27.36% | -16.35% | 26.15% |
CWGIX American Funds Capital World Growth and Income Fund Class A | -4.19% | 24.68% | 13.85% | 20.55% | -17.32% | 14.74% | 15.31% | 25.32% | -10.60% | 16.59% |
Returns By Period
In the year-to-date period, GCCHX achieves a 6.61% return, which is significantly higher than CWGIX's -4.19% return.
GCCHX
- 1D
- -1.04%
- 1M
- -5.74%
- YTD
- 6.61%
- 6M
- 15.46%
- 1Y
- 64.36%
- 3Y*
- -1.00%
- 5Y*
- 0.70%
- 10Y*
- —
CWGIX
- 1D
- -0.47%
- 1M
- -9.84%
- YTD
- -4.19%
- 6M
- -0.07%
- 1Y
- 19.60%
- 3Y*
- 15.56%
- 5Y*
- 8.31%
- 10Y*
- 10.27%
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GCCHX vs. CWGIX - Expense Ratio Comparison
GCCHX has a 0.77% expense ratio, which is higher than CWGIX's 0.75% expense ratio.
Return for Risk
GCCHX vs. CWGIX — Risk / Return Rank
GCCHX
CWGIX
GCCHX vs. CWGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Climate Change Fund (GCCHX) and American Funds Capital World Growth and Income Fund Class A (CWGIX). 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.
| GCCHX | CWGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.24 | 1.23 | +1.01 |
Sortino ratioReturn per unit of downside risk | 2.89 | 1.78 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.25 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.92 | 1.57 | +2.35 |
Martin ratioReturn relative to average drawdown | 13.98 | 6.75 | +7.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GCCHX | CWGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 1.23 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.56 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.65 | -0.29 |
Correlation
The correlation between GCCHX and CWGIX is 0.77, 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
GCCHX vs. CWGIX - Dividend Comparison
GCCHX's dividend yield for the trailing twelve months is around 1.41%, less than CWGIX's 11.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCCHX GMO Climate Change Fund | 1.41% | 1.51% | 0.66% | 0.96% | 2.24% | 25.43% | 5.42% | 4.03% | 2.62% | 3.43% | 0.00% | 0.00% |
CWGIX American Funds Capital World Growth and Income Fund Class A | 11.03% | 10.54% | 7.88% | 3.20% | 2.09% | 6.82% | 1.23% | 2.44% | 7.00% | 6.63% | 4.96% | 3.78% |
Drawdowns
GCCHX vs. CWGIX - Drawdown Comparison
The maximum GCCHX drawdown since its inception was -54.32%, roughly equal to the maximum CWGIX drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for GCCHX and CWGIX.
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Drawdown Indicators
| GCCHX | CWGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -54.47% | +0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -14.89% | -11.08% | -3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -54.32% | -27.18% | -27.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.00% | — |
Current DrawdownCurrent decline from peak | -13.15% | -10.52% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -7.16% | -6.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 2.58% | +1.60% |
Volatility
GCCHX vs. CWGIX - Volatility Comparison
GMO Climate Change Fund (GCCHX) has a higher volatility of 8.34% compared to American Funds Capital World Growth and Income Fund Class A (CWGIX) at 5.20%. This indicates that GCCHX's price experiences larger fluctuations and is considered to be riskier than CWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCCHX | CWGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.34% | 5.20% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 17.07% | 10.06% | +7.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.75% | 15.77% | +11.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.87% | 14.98% | +11.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.21% | 15.94% | +9.27% |