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GCEQX vs. ANFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCEQX vs. ANFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Green Century Equity Fund Individual Investor Class (GCEQX) and American Funds The New Economy Fund Class F-1 (ANFFX). The values are adjusted to include any dividend payments, if applicable.

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GCEQX vs. ANFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCEQX
Green Century Equity Fund Individual Investor Class
-9.94%16.73%21.72%27.70%-23.03%29.69%22.23%30.71%-4.00%21.95%
ANFFX
American Funds The New Economy Fund Class F-1
-8.51%30.96%23.52%29.10%-29.69%11.98%33.43%26.38%-4.41%34.27%

Returns By Period

In the year-to-date period, GCEQX achieves a -9.94% return, which is significantly lower than ANFFX's -8.51% return. Both investments have delivered pretty close results over the past 10 years, with GCEQX having a 12.48% annualized return and ANFFX not far ahead at 13.09%.


GCEQX

1D
-0.23%
1M
-8.80%
YTD
-9.94%
6M
-7.60%
1Y
13.61%
3Y*
14.42%
5Y*
8.95%
10Y*
12.48%

ANFFX

1D
-1.43%
1M
-11.33%
YTD
-8.51%
6M
-0.99%
1Y
27.33%
3Y*
20.21%
5Y*
8.37%
10Y*
13.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCEQX vs. ANFFX - Expense Ratio Comparison

GCEQX has a 1.25% expense ratio, which is higher than ANFFX's 0.78% expense ratio.


Return for Risk

GCEQX vs. ANFFX — Risk / Return Rank

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

GCEQX
GCEQX Risk / Return Rank: 3535
Overall Rank
GCEQX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GCEQX Sortino Ratio Rank: 3737
Sortino Ratio Rank
GCEQX Omega Ratio Rank: 3636
Omega Ratio Rank
GCEQX Calmar Ratio Rank: 3535
Calmar Ratio Rank
GCEQX Martin Ratio Rank: 3535
Martin Ratio Rank

ANFFX
ANFFX Risk / Return Rank: 7474
Overall Rank
ANFFX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ANFFX Sortino Ratio Rank: 7474
Sortino Ratio Rank
ANFFX Omega Ratio Rank: 6868
Omega Ratio Rank
ANFFX Calmar Ratio Rank: 7575
Calmar Ratio Rank
ANFFX Martin Ratio Rank: 7979
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.

GCEQX vs. ANFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Century Equity Fund Individual Investor Class (GCEQX) and American Funds The New Economy Fund Class F-1 (ANFFX). 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.


GCEQXANFFXDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.30

-0.55

Sortino ratio

Return per unit of downside risk

1.20

1.88

-0.68

Omega ratio

Gain probability vs. loss probability

1.17

1.26

-0.09

Calmar ratio

Return relative to maximum drawdown

0.95

1.78

-0.82

Martin ratio

Return relative to average drawdown

3.77

7.66

-3.90

GCEQX vs. ANFFX - Sharpe Ratio Comparison

The current GCEQX Sharpe Ratio is 0.75, which is lower than the ANFFX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of GCEQX and ANFFX, 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


GCEQXANFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.30

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.44

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.69

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.47

-0.01

Correlation

The correlation between GCEQX and ANFFX is 0.91, 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

GCEQX vs. ANFFX - Dividend Comparison

GCEQX's dividend yield for the trailing twelve months is around 4.88%, less than ANFFX's 10.82% yield.


TTM20252024202320222021202020192018201720162015
GCEQX
Green Century Equity Fund Individual Investor Class
4.88%4.40%1.10%0.13%0.47%1.11%1.14%0.68%2.24%0.90%2.29%1.87%
ANFFX
American Funds The New Economy Fund Class F-1
10.82%9.90%9.56%3.89%0.00%7.53%2.45%7.26%9.84%8.19%2.13%6.07%

Drawdowns

GCEQX vs. ANFFX - Drawdown Comparison

The maximum GCEQX drawdown since its inception was -56.88%, roughly equal to the maximum ANFFX drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for GCEQX and ANFFX.


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Drawdown Indicators


GCEQXANFFXDifference

Max Drawdown

Largest peak-to-trough decline

-56.88%

-55.37%

-1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-13.36%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-29.33%

-37.10%

+7.77%

Max Drawdown (10Y)

Largest decline over 10 years

-32.89%

-37.10%

+4.21%

Current Drawdown

Current decline from peak

-12.27%

-13.36%

+1.09%

Average Drawdown

Average peak-to-trough decline

-12.62%

-11.43%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

3.09%

+0.01%

Volatility

GCEQX vs. ANFFX - Volatility Comparison

The current volatility for Green Century Equity Fund Individual Investor Class (GCEQX) is 4.62%, while American Funds The New Economy Fund Class F-1 (ANFFX) has a volatility of 6.50%. This indicates that GCEQX experiences smaller price fluctuations and is considered to be less risky than ANFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCEQXANFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

6.50%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

13.19%

-3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

20.67%

-1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.03%

19.16%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.77%

18.97%

-0.20%