GCEQX vs. GCBLX
Compare and contrast key facts about Green Century Equity Fund Individual Investor Class (GCEQX) and Green Century Balanced Fund (GCBLX).
GCEQX is managed by Green Century. It was launched on Sep 13, 1995. GCBLX is managed by Green Century. It was launched on Mar 17, 1992.
Performance
GCEQX vs. GCBLX - Performance Comparison
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GCEQX vs. GCBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCEQX Green Century Equity Fund Individual Investor Class | -7.08% | 16.73% | 21.72% | 27.70% | -23.03% | 29.69% | 22.23% | 30.71% | -4.00% | 21.95% |
GCBLX Green Century Balanced Fund | -3.36% | 8.58% | 9.67% | 11.78% | -16.19% | 16.43% | 15.97% | 20.90% | -2.14% | 12.78% |
Returns By Period
In the year-to-date period, GCEQX achieves a -7.08% return, which is significantly lower than GCBLX's -3.36% return. Over the past 10 years, GCEQX has outperformed GCBLX with an annualized return of 12.83%, while GCBLX has yielded a comparatively lower 7.36% annualized return.
GCEQX
- 1D
- 3.18%
- 1M
- -6.02%
- YTD
- -7.08%
- 6M
- -5.19%
- 1Y
- 16.51%
- 3Y*
- 15.62%
- 5Y*
- 9.34%
- 10Y*
- 12.83%
GCBLX
- 1D
- 1.97%
- 1M
- -3.93%
- YTD
- -3.36%
- 6M
- -2.82%
- 1Y
- 7.80%
- 3Y*
- 7.31%
- 5Y*
- 4.02%
- 10Y*
- 7.36%
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GCEQX vs. GCBLX - Expense Ratio Comparison
GCEQX has a 1.25% expense ratio, which is lower than GCBLX's 1.46% expense ratio.
Return for Risk
GCEQX vs. GCBLX — Risk / Return Rank
GCEQX
GCBLX
GCEQX vs. GCBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Green Century Equity Fund Individual Investor Class (GCEQX) and Green Century Balanced Fund (GCBLX). 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.
| GCEQX | GCBLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.75 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.17 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.16 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.15 | +0.28 |
Martin ratioReturn relative to average drawdown | 5.57 | 4.81 | +0.76 |
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
| GCEQX | GCBLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.75 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.36 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.64 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.46 | +0.01 |
Correlation
The correlation between GCEQX and GCBLX is 0.82, 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. GCBLX - Dividend Comparison
GCEQX's dividend yield for the trailing twelve months is around 4.73%, less than GCBLX's 5.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCEQX Green Century Equity Fund Individual Investor Class | 4.73% | 4.40% | 1.10% | 0.13% | 0.47% | 1.11% | 1.14% | 0.68% | 2.24% | 0.90% | 2.29% | 1.87% |
GCBLX Green Century Balanced Fund | 5.03% | 4.86% | 7.00% | 3.02% | 1.88% | 3.99% | 3.61% | 1.92% | 2.36% | 1.29% | 2.14% | 2.97% |
Drawdowns
GCEQX vs. GCBLX - Drawdown Comparison
The maximum GCEQX drawdown since its inception was -56.88%, smaller than the maximum GCBLX drawdown of -64.30%. Use the drawdown chart below to compare losses from any high point for GCEQX and GCBLX.
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Drawdown Indicators
| GCEQX | GCBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.88% | -64.30% | +7.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -7.34% | -4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -29.33% | -21.88% | -7.45% |
Max Drawdown (10Y)Largest decline over 10 years | -32.89% | -22.38% | -10.51% |
Current DrawdownCurrent decline from peak | -9.48% | -4.97% | -4.51% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -14.63% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 1.76% | +1.39% |
Volatility
GCEQX vs. GCBLX - Volatility Comparison
Green Century Equity Fund Individual Investor Class (GCEQX) has a higher volatility of 5.82% compared to Green Century Balanced Fund (GCBLX) at 3.75%. This indicates that GCEQX's price experiences larger fluctuations and is considered to be riskier than GCBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCEQX | GCBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 3.75% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 6.06% | +4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.95% | 10.93% | +8.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 11.34% | +6.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 11.59% | +7.21% |