GCCHX vs. MFWIX
Compare and contrast key facts about GMO Climate Change Fund (GCCHX) and MFS Global Total Return Fund Class I (MFWIX).
GCCHX is managed by GMO. It was launched on Apr 4, 2017. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
GCCHX vs. MFWIX - Performance Comparison
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GCCHX vs. MFWIX - 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% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 9.80% |
Returns By Period
In the year-to-date period, GCCHX achieves a 6.61% return, which is significantly higher than MFWIX's -0.47% return.
GCCHX
- 1D
- -1.04%
- 1M
- -5.74%
- YTD
- 6.61%
- 6M
- 15.46%
- 1Y
- 64.36%
- 3Y*
- -1.00%
- 5Y*
- 0.70%
- 10Y*
- —
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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GCCHX vs. MFWIX - Expense Ratio Comparison
GCCHX has a 0.77% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
GCCHX vs. MFWIX — Risk / Return Rank
GCCHX
MFWIX
GCCHX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Climate Change Fund (GCCHX) and MFS Global Total Return Fund Class I (MFWIX). 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 | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.24 | 1.29 | +0.95 |
Sortino ratioReturn per unit of downside risk | 2.89 | 1.77 | +1.12 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.25 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.92 | 1.59 | +2.34 |
Martin ratioReturn relative to average drawdown | 13.98 | 6.26 | +7.72 |
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 | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 1.29 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.52 | -0.50 |
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 | 0.71 | -0.35 |
Correlation
The correlation between GCCHX and MFWIX is 0.74, 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. MFWIX - Dividend Comparison
GCCHX's dividend yield for the trailing twelve months is around 1.41%, less than MFWIX's 8.81% 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% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
GCCHX vs. MFWIX - Drawdown Comparison
The maximum GCCHX drawdown since its inception was -54.32%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for GCCHX and MFWIX.
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Drawdown Indicators
| GCCHX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -33.01% | -21.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.89% | -6.85% | -8.04% |
Max Drawdown (5Y)Largest decline over 5 years | -54.32% | -20.22% | -34.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -13.15% | -6.50% | -6.65% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -3.83% | -10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 1.74% | +2.44% |
Volatility
GCCHX vs. MFWIX - Volatility Comparison
GMO Climate Change Fund (GCCHX) has a higher volatility of 8.34% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that GCCHX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCCHX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.34% | 3.04% | +5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 17.07% | 5.25% | +11.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.75% | 8.85% | +18.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.87% | 9.09% | +17.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.21% | 9.60% | +15.61% |