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GCCHX vs. VGPMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCCHX vs. VGPMX - Performance Comparison

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

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GCCHX vs. VGPMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VGPMX
Vanguard Global Capital Cycles Fund
4.53%65.96%5.78%10.06%7.34%19.50%17.21%20.67%-32.26%0.00%

Returns By Period

In the year-to-date period, GCCHX achieves a 6.61% return, which is significantly higher than VGPMX's 4.53% return.


GCCHX

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

VGPMX

1D
-0.02%
1M
-10.69%
YTD
4.53%
6M
17.55%
1Y
57.21%
3Y*
24.25%
5Y*
19.13%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCCHX vs. VGPMX - Expense Ratio Comparison

GCCHX has a 0.77% expense ratio, which is higher than VGPMX's 0.36% expense ratio.


Return for Risk

GCCHX vs. VGPMX — Risk / Return Rank

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

GCCHX
GCCHX Risk / Return Rank: 9494
Overall Rank
GCCHX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GCCHX Sortino Ratio Rank: 9393
Sortino Ratio Rank
GCCHX Omega Ratio Rank: 8787
Omega Ratio Rank
GCCHX Calmar Ratio Rank: 9797
Calmar Ratio Rank
GCCHX Martin Ratio Rank: 9696
Martin Ratio Rank

VGPMX
VGPMX Risk / Return Rank: 9797
Overall Rank
VGPMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VGPMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VGPMX Omega Ratio Rank: 9696
Omega Ratio Rank
VGPMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
VGPMX Martin Ratio Rank: 9797
Martin Ratio Rank
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. VGPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Climate Change Fund (GCCHX) and Vanguard Global Capital Cycles Fund (VGPMX). 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.


GCCHXVGPMXDifference

Sharpe ratio

Return per unit of total volatility

2.24

2.94

-0.70

Sortino ratio

Return per unit of downside risk

2.89

3.51

-0.62

Omega ratio

Gain probability vs. loss probability

1.38

1.56

-0.18

Calmar ratio

Return relative to maximum drawdown

3.92

4.24

-0.32

Martin ratio

Return relative to average drawdown

13.98

17.59

-3.62

GCCHX vs. VGPMX - Sharpe Ratio Comparison

The current GCCHX Sharpe Ratio is 2.24, which is comparable to the VGPMX Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of GCCHX and VGPMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GCCHXVGPMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.94

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

1.12

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.25

+0.11

Correlation

The correlation between GCCHX and VGPMX is 0.71, 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. VGPMX - Dividend Comparison

GCCHX's dividend yield for the trailing twelve months is around 1.41%, less than VGPMX's 3.73% yield.


TTM20252024202320222021202020192018201720162015
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%
VGPMX
Vanguard Global Capital Cycles Fund
3.73%2.59%2.68%3.22%3.27%3.26%2.03%2.39%3.02%0.02%1.72%2.32%

Drawdowns

GCCHX vs. VGPMX - Drawdown Comparison

The maximum GCCHX drawdown since its inception was -54.32%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for GCCHX and VGPMX.


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Drawdown Indicators


GCCHXVGPMXDifference

Max Drawdown

Largest peak-to-trough decline

-54.32%

-78.85%

+24.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.89%

-12.80%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-54.32%

-22.71%

-31.61%

Max Drawdown (10Y)

Largest decline over 10 years

-54.59%

Current Drawdown

Current decline from peak

-13.15%

-10.73%

-2.42%

Average Drawdown

Average peak-to-trough decline

-14.11%

-34.69%

+20.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

3.09%

+1.09%

Volatility

GCCHX vs. VGPMX - Volatility Comparison

GMO Climate Change Fund (GCCHX) has a higher volatility of 8.34% compared to Vanguard Global Capital Cycles Fund (VGPMX) at 7.56%. This indicates that GCCHX's price experiences larger fluctuations and is considered to be riskier than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCCHXVGPMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

7.56%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

17.07%

13.14%

+3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

27.75%

19.28%

+8.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.87%

17.15%

+9.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.21%

21.65%

+3.56%