GCEQX vs. GCINX

Last updated Aug 4, 2026

GCEQX (Green Century Equity Fund Individual Investor Class) and GCINX (Green Century MSCI International Index Fund) are both mutual funds - GCEQX is a Large Cap Growth Equities fund managed by Green Century, while GCINX is a Foreign Large Cap Equities fund managed by Green Century. Over the past 5 years, GCEQX returned 10.63%/yr vs 4.17%/yr for GCINX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. GCEQX charges 1.25%/yr vs 1.28%/yr for GCINX.

Performance

GCEQX vs. GCINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Green Century Equity Fund Individual Investor Class (GCEQX) and Green Century MSCI International Index Fund (GCINX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GCEQX achieves a 8.64% return, which is significantly higher than GCINX's 6.75% return.

GCEQX

• 1D: 1.43%
• 1M: 0.15%
• 6M: 7.28%
• YTD: 8.64%
• 1Y: 18.82%
• 3Y*: 17.39%
• 5Y*: 10.63%
• 10Y*: 14.23%
• ALL TIME*: 9.55%

GCINX

• 1D: -1.13%
• 1M: 1.16%
• 6M: 2.53%
• YTD: 6.75%
• 1Y: 15.41%
• 3Y*: 10.74%
• 5Y*: 4.17%
• 10Y*: —
• ALL TIME*: 7.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GCEQX Green Century Equity Fund Individual Investor Class	$0.00	$0.00	$0.00
GCINX Green Century MSCI International Index Fund	$0.00	$0.00	$0.00

GCEQX vs. GCINX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GCEQX Green Century Equity Fund Individual Investor Class	8.64%	16.73%	21.72%	27.70%	-23.03%	29.69%	22.23%	30.71%	-4.00%	21.95%
GCINX Green Century MSCI International Index Fund	6.75%	17.54%	4.33%	16.63%	-21.35%	12.53%	12.18%	25.02%	-14.33%	23.59%

Correlation

The correlation between GCEQX and GCINX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.73
Correlation (3Y) Balances recent behavior with more history.	0.72
Correlation (5Y) Shows whether the relationship held over a longer period.	0.76
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.77

The correlation between GCEQX and GCINX has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

Return for Risk

GCEQX vs. GCINX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GCEQX

GCEQX Risk / Return Rank: 33
GCEQX Sharpe Ratio Rank: 34
GCEQX Sortino Ratio Rank: 33
GCEQX Omega Ratio Rank: 32
GCEQX Calmar Ratio Rank: 30
GCEQX Martin Ratio Rank: 34

GCINX

GCINX Risk / Return Rank: 26
GCINX Sharpe Ratio Rank: 26
GCINX Sortino Ratio Rank: 26
GCINX Omega Ratio Rank: 24
GCINX Calmar Ratio Rank: 25
GCINX Martin Ratio Rank: 29

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GCEQX vs. GCINX - 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 MSCI International Index Fund (GCINX). 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.

	GCEQX	GCINX	Difference
Sharpe ratio: Return per unit of total volatility	1.16	0.95	+0.21
Sortino ratio: Return per unit of downside risk	1.69	1.43	+0.26
Omega ratio: Gain probability vs. loss probability	1.21	1.17	+0.04
Calmar ratio: Return relative to maximum drawdown	1.41	1.25	+0.17
Martin ratio: Return relative to average drawdown	5.43	4.45	+0.98

GCEQX vs. GCINX - Sharpe Ratio Comparison

The current GCEQX Sharpe Ratio is 1.16, which is comparable to the GCINX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of GCEQX and GCINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GCEQX vs. GCINX - Drawdown Comparison

The maximum GCEQX drawdown since its inception was -56.88%, which is greater than GCINX's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for GCEQX and GCINX.

Drawdown Indicators

	GCEQX	GCINX	Difference
Max Drawdown Largest peak-to-trough decline	-56.88%	-34.26%	-22.62%
Max Drawdown (1Y) Largest decline over 1 year	-12.27%	-12.22%	-0.05%
Max Drawdown (3Y) Largest decline over 3 years	-20.55%	-15.66%	-4.89%
Max Drawdown (5Y) Largest decline over 5 years	-29.33%	-34.26%	+4.93%
Max Drawdown (10Y) Largest decline over 10 years	-32.89%	—	—
Current Drawdown Current decline from peak	-1.58%	-1.13%	-0.45%
Average Drawdown Average peak-to-trough decline	-12.50%	-7.66%	-4.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	3.42%	-0.23%

Volatility

GCEQX vs. GCINX - Volatility Comparison

Green Century Equity Fund Individual Investor Class (GCEQX) has a higher volatility of 4.92% compared to Green Century MSCI International Index Fund (GCINX) at 4.32%. This indicates that GCEQX's price experiences larger fluctuations and is considered to be riskier than GCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GCEQX	GCINX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	4.32%	+0.60%
Volatility (6M) Calculated over the trailing 6-month period	12.13%	13.42%	-1.29%
Volatility (1Y) Calculated over the trailing 1-year period	14.93%	16.09%	-1.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.36%	16.58%	+1.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.89%	16.47%	+2.42%

GCEQX vs. GCINX - Expense Ratio Comparison

GCEQX has a 1.25% expense ratio, which is lower than GCINX's 1.28% expense ratio.

Dividends

GCEQX vs. GCINX - Dividend Comparison

GCEQX's dividend yield for the trailing twelve months is around 4.01%, more than GCINX's 3.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GCEQX Green Century Equity Fund Individual Investor Class	4.01%	4.40%	1.10%	0.13%	0.47%	1.11%	1.14%	0.68%	2.24%	0.90%	2.29%	1.87%
GCINX Green Century MSCI International Index Fund	3.25%	4.00%	1.53%	1.07%	1.04%	2.94%	0.55%	1.14%	2.21%	1.37%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GCEQX and GCINX in my portfolio?

GCEQX and GCINX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GCEQX or GCINX?

GCEQX has higher volatility (4.92%) compared to GCINX (4.32%). In terms of maximum drawdown, GCEQX dropped -56.88% vs GCINX's -34.26%.

Which has better risk-adjusted returns?

GCEQX currently has the higher Sharpe Ratio (1.16 vs 0.95), 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.