GCCHX vs. LSGGX

Last updated Apr 1, 2026

Compare and contrast key facts about GMO Climate Change Fund (GCCHX) and Loomis Sayles Global Growth Fund (LSGGX).

GCCHX is managed by GMO. It was launched on Apr 4, 2017. LSGGX is managed by Natixis. It was launched on Mar 30, 2016.

Performance

GCCHX vs. LSGGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Climate Change Fund (GCCHX) and Loomis Sayles Global Growth Fund (LSGGX). The values are adjusted to include any dividend payments, if applicable.

GCCHX vs. LSGGX - 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%
LSGGX Loomis Sayles Global Growth Fund	-16.35%	16.84%	23.30%	36.10%	-25.98%	5.89%	35.25%	30.63%	-6.70%	19.84%

Returns By Period

In the year-to-date period, GCCHX achieves a 6.61% return, which is significantly higher than LSGGX's -16.35% return.

GCCHX

• 1D: -1.04%
• 1M: -5.74%
• YTD: 6.61%
• 6M: 15.46%
• 1Y: 64.36%
• 3Y*: -1.00%
• 5Y*: 0.70%
• 10Y*: —

LSGGX

• 1D: 0.20%
• 1M: -9.84%
• YTD: -16.35%
• 6M: -18.90%
• 1Y: 1.75%
• 3Y*: 11.82%
• 5Y*: 4.56%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GCCHX vs. LSGGX - Expense Ratio Comparison

GCCHX has a 0.77% expense ratio, which is lower than LSGGX's 0.95% expense ratio.

LSGGX

Loomis Sayles Global Growth Fund

GCCHX

GMO Climate Change Fund

Return for Risk

GCCHX vs. LSGGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GCCHX

GCCHX Risk / Return Rank: 94
GCCHX Sharpe Ratio Rank: 95
GCCHX Sortino Ratio Rank: 93
GCCHX Omega Ratio Rank: 87
GCCHX Calmar Ratio Rank: 97
GCCHX Martin Ratio Rank: 96

LSGGX

LSGGX Risk / Return Rank: 4
LSGGX Sharpe Ratio Rank: 4
LSGGX Sortino Ratio Rank: 4
LSGGX Omega Ratio Rank: 4
LSGGX Calmar Ratio Rank: 3
LSGGX Martin Ratio Rank: 3

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GCCHX vs. LSGGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Climate Change Fund (GCCHX) and Loomis Sayles Global Growth Fund (LSGGX). 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	LSGGX	Difference
Sharpe ratio Return per unit of total volatility	2.24	-0.08	+2.32
Sortino ratio Return per unit of downside risk	2.89	0.06	+2.83
Omega ratio Gain probability vs. loss probability	1.38	1.01	+0.37
Calmar ratio Return relative to maximum drawdown	3.92	-0.30	+4.22
Martin ratio Return relative to average drawdown	13.98	-0.84	+14.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GCCHX vs. LSGGX - Sharpe Ratio Comparison

The current GCCHX Sharpe Ratio is 2.24, which is higher than the LSGGX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of GCCHX and LSGGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GCCHX	LSGGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	-0.08	+2.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.22	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.58	-0.23

Correlation

The correlation between GCCHX and LSGGX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GCCHX vs. LSGGX - Dividend Comparison

GCCHX's dividend yield for the trailing twelve months is around 1.41%, more than LSGGX's 0.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
LSGGX Loomis Sayles Global Growth Fund	0.36%	0.30%	0.00%	0.00%	7.77%	7.38%	6.15%	5.74%	4.78%	3.44%

Drawdowns

GCCHX vs. LSGGX - Drawdown Comparison

The maximum GCCHX drawdown since its inception was -54.32%, which is greater than LSGGX's maximum drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for GCCHX and LSGGX.

Drawdown Indicators

	GCCHX	LSGGX	Difference
Max Drawdown Largest peak-to-trough decline	-54.32%	-37.72%	-16.60%
Max Drawdown (1Y) Largest decline over 1 year	-14.89%	-21.08%	+6.19%
Max Drawdown (5Y) Largest decline over 5 years	-54.32%	-37.72%	-16.60%
Current Drawdown Current decline from peak	-13.15%	-20.92%	+7.77%
Average Drawdown Average peak-to-trough decline	-14.11%	-7.55%	-6.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.18%	7.93%	-3.75%

Volatility

GCCHX vs. LSGGX - Volatility Comparison

GMO Climate Change Fund (GCCHX) has a higher volatility of 8.34% compared to Loomis Sayles Global Growth Fund (LSGGX) at 5.66%. This indicates that GCCHX's price experiences larger fluctuations and is considered to be riskier than LSGGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GCCHX	LSGGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.34%	5.66%	+2.68%
Volatility (6M) Calculated over the trailing 6-month period	17.07%	12.86%	+4.21%
Volatility (1Y) Calculated over the trailing 1-year period	27.75%	23.95%	+3.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.87%	21.87%	+5.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.21%	20.57%	+4.64%