GCCHX vs. LSGGX
GCCHX (GMO Climate Change Fund) and LSGGX (Loomis Sayles Global Growth Fund) are both Global Equities funds. Over the past 5 years, GCCHX returned 0.68%/yr vs 5.30%/yr for LSGGX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. GCCHX charges 0.77%/yr vs 0.95%/yr for LSGGX.
Performance
GCCHX vs. LSGGX - 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 LSGGX's -8.03% 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%
LSGGX
- 1D
- 1.03%
- 1M
- -2.13%
- 6M
- -6.31%
- YTD
- -8.03%
- 1Y
- -4.52%
- 3Y*
- 11.15%
- 5Y*
- 5.30%
- 10Y*
- —
- ALL TIME*
- 12.37%
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. LSGGX - 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% |
LSGGX Loomis Sayles Global Growth Fund | -8.03% | 16.84% | 23.30% | 36.10% | -25.98% | 5.89% | 35.25% | 30.63% | -6.70% | 19.73% |
Correlation
The correlation between GCCHX and LSGGX 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. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2017 | 0.65 |
Over the past year, the correlation between GCCHX and LSGGX has dropped to 0.41 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
GCCHX vs. LSGGX — Risk / Return Rank
GCCHX
LSGGX
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.
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 | LSGGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.97 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | -0.25 | +2.50 |
| Martin ratioReturn relative to average drawdown | 6.76 | -0.54 | +7.30 |
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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.
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Drawdown Indicators
| GCCHX | LSGGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -37.72% | -16.60% |
Max Drawdown (1Y)Largest decline over 1 year | -17.06% | -21.08% | +4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -48.16% | -22.21% | -25.95% |
Max Drawdown (5Y)Largest decline over 5 years | -54.32% | -37.72% | -16.60% |
Current DrawdownCurrent decline from peak | -14.67% | -13.06% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -13.85% | -7.69% | -6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 8.97% | -3.30% |
Volatility
GCCHX vs. LSGGX - Volatility Comparison
GMO Climate Change Fund (GCCHX) has a higher volatility of 6.40% compared to Loomis Sayles Global Growth Fund (LSGGX) at 5.20%. 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.
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Volatility by Period
| GCCHX | LSGGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 5.20% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 18.44% | 14.58% | +3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.00% | 18.87% | +5.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.21% | 22.24% | +4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.19% | 20.54% | +4.65% |
GCCHX vs. LSGGX - Expense Ratio Comparison
GCCHX has a 0.77% expense ratio, which is lower than LSGGX's 0.95% expense ratio.
Dividends
GCCHX vs. LSGGX - Dividend Comparison
GCCHX's dividend yield for the trailing twelve months is around 2.13%, more than LSGGX's 0.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LSGGX Loomis Sayles Global Growth Fund | 0.33% | 0.30% | 0.00% | 0.00% | 7.77% | 7.38% | 6.15% | 5.74% | 4.78% | 3.44% |
Frequently Asked Questions
GCCHX and LSGGX 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 LSGGX (5.20%). In terms of maximum drawdown, GCCHX dropped -54.32% vs LSGGX's -37.72%.
GCCHX currently has the higher Sharpe Ratio (1.60 vs -0.28), 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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