GCCHX vs. DGSCX
GCCHX (GMO Climate Change Fund) and DGSCX (Virtus Global Small-Cap Fund) are both Global Equities funds. Over the past 5 years, GCCHX returned 0.68%/yr vs 1.58%/yr for DGSCX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. GCCHX charges 0.77%/yr vs 1.28%/yr for DGSCX.
Performance
GCCHX vs. DGSCX - Performance Comparison
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Returns By Period
In the year-to-date period, GCCHX achieves a 9.94% return, which is significantly higher than DGSCX's 5.97% 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%
DGSCX
- 1D
- -0.23%
- 1M
- 0.00%
- 6M
- 0.84%
- YTD
- 5.97%
- 1Y
- -0.62%
- 3Y*
- 7.12%
- 5Y*
- 1.58%
- 10Y*
- 7.55%
- ALL TIME*
- 8.15%
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. DGSCX - 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% |
DGSCX Virtus Global Small-Cap Fund | 5.97% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 21.73% |
Correlation
The correlation between GCCHX and DGSCX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2017 | 0.72 |
Over the past year, the correlation between GCCHX and DGSCX has dropped to 0.41 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
GCCHX vs. DGSCX — Risk / Return Rank
GCCHX
DGSCX
GCCHX vs. DGSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Climate Change Fund (GCCHX) and Virtus Global Small-Cap Fund (DGSCX). 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 | DGSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.99 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | -0.10 | +2.35 |
| Martin ratioReturn relative to average drawdown | 6.76 | -0.22 | +6.97 |
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Drawdowns
GCCHX vs. DGSCX - Drawdown Comparison
The maximum GCCHX drawdown since its inception was -54.32%, smaller than the maximum DGSCX drawdown of -68.18%. Use the drawdown chart below to compare losses from any high point for GCCHX and DGSCX.
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Drawdown Indicators
| GCCHX | DGSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -68.18% | +13.86% |
Max Drawdown (1Y)Largest decline over 1 year | -17.06% | -16.85% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -48.16% | -18.04% | -30.12% |
Max Drawdown (5Y)Largest decline over 5 years | -54.32% | -37.49% | -16.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.29% | — |
Current DrawdownCurrent decline from peak | -14.67% | -5.45% | -9.22% |
Average DrawdownAverage peak-to-trough decline | -13.85% | -19.61% | +5.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 7.93% | -2.26% |
Volatility
GCCHX vs. DGSCX - Volatility Comparison
GMO Climate Change Fund (GCCHX) has a higher volatility of 6.40% compared to Virtus Global Small-Cap Fund (DGSCX) at 2.94%. This indicates that GCCHX's price experiences larger fluctuations and is considered to be riskier than DGSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCCHX | DGSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 2.94% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 18.44% | 9.86% | +8.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.00% | 12.53% | +11.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.21% | 17.88% | +9.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.19% | 19.13% | +6.06% |
GCCHX vs. DGSCX - Expense Ratio Comparison
GCCHX has a 0.77% expense ratio, which is lower than DGSCX's 1.28% expense ratio.
Dividends
GCCHX vs. DGSCX - Dividend Comparison
GCCHX's dividend yield for the trailing twelve months is around 2.13%, less than DGSCX's 4.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 4.35% | 4.61% | 14.50% | 0.84% | 2.64% | 30.56% | 4.16% | 7.03% | 21.96% | 7.99% |
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% |
Frequently Asked Questions
GCCHX and DGSCX have a correlation of 0.41, 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 DGSCX (2.94%). In terms of maximum drawdown, GCCHX dropped -54.32% vs DGSCX's -68.18%.
GCCHX currently has the higher Sharpe Ratio (1.60 vs -0.14), 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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