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GCEQX vs. GXXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCEQX vs. GXXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Green Century Equity Fund Individual Investor Class (GCEQX) and abrdn U.S. Sustainable Leaders Fund (GXXIX). The values are adjusted to include any dividend payments, if applicable.

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GCEQX vs. GXXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GXXIX
abrdn U.S. Sustainable Leaders Fund
-7.53%3.82%10.11%15.19%-26.55%81.37%29.56%36.96%-6.73%20.42%

Returns By Period

In the year-to-date period, GCEQX achieves a -7.08% return, which is significantly higher than GXXIX's -7.53% return. Both investments have delivered pretty close results over the past 10 years, with GCEQX having a 12.83% annualized return and GXXIX not far ahead at 13.33%.


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%

GXXIX

1D
2.82%
1M
-5.54%
YTD
-7.53%
6M
-7.78%
1Y
2.72%
3Y*
5.62%
5Y*
9.27%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCEQX vs. GXXIX - Expense Ratio Comparison

GCEQX has a 1.25% expense ratio, which is higher than GXXIX's 0.97% expense ratio.


Return for Risk

GCEQX vs. GXXIX — Risk / Return Rank

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

GCEQX
GCEQX Risk / Return Rank: 4747
Overall Rank
GCEQX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GCEQX Sortino Ratio Rank: 4646
Sortino Ratio Rank
GCEQX Omega Ratio Rank: 4343
Omega Ratio Rank
GCEQX Calmar Ratio Rank: 5454
Calmar Ratio Rank
GCEQX Martin Ratio Rank: 5252
Martin Ratio Rank

GXXIX
GXXIX Risk / Return Rank: 88
Overall Rank
GXXIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GXXIX Sortino Ratio Rank: 77
Sortino Ratio Rank
GXXIX Omega Ratio Rank: 77
Omega Ratio Rank
GXXIX Calmar Ratio Rank: 99
Calmar Ratio Rank
GXXIX Martin Ratio Rank: 99
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. GXXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Century Equity Fund Individual Investor Class (GCEQX) and abrdn U.S. Sustainable Leaders Fund (GXXIX). 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.


GCEQXGXXIXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.19

+0.72

Sortino ratio

Return per unit of downside risk

1.44

0.40

+1.04

Omega ratio

Gain probability vs. loss probability

1.20

1.05

+0.15

Calmar ratio

Return relative to maximum drawdown

1.43

0.31

+1.13

Martin ratio

Return relative to average drawdown

5.57

1.15

+4.42

GCEQX vs. GXXIX - Sharpe Ratio Comparison

The current GCEQX Sharpe Ratio is 0.91, which is higher than the GXXIX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of GCEQX and GXXIX, 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


GCEQXGXXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.19

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.34

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.56

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.60

-0.13

Correlation

The correlation between GCEQX and GXXIX is 0.93, 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. GXXIX - Dividend Comparison

GCEQX's dividend yield for the trailing twelve months is around 4.73%, more than GXXIX's 2.48% yield.


TTM20252024202320222021202020192018201720162015
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%
GXXIX
abrdn U.S. Sustainable Leaders Fund
2.48%2.30%0.00%0.28%0.39%59.39%14.10%9.76%12.93%10.11%12.20%5.82%

Drawdowns

GCEQX vs. GXXIX - Drawdown Comparison

The maximum GCEQX drawdown since its inception was -56.88%, which is greater than GXXIX's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for GCEQX and GXXIX.


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Drawdown Indicators


GCEQXGXXIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.88%

-33.65%

-23.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-11.78%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-29.33%

-33.65%

+4.32%

Max Drawdown (10Y)

Largest decline over 10 years

-32.89%

-33.65%

+0.76%

Current Drawdown

Current decline from peak

-9.48%

-10.87%

+1.39%

Average Drawdown

Average peak-to-trough decline

-12.62%

-6.20%

-6.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.14%

+0.01%

Volatility

GCEQX vs. GXXIX - Volatility Comparison

Green Century Equity Fund Individual Investor Class (GCEQX) has a higher volatility of 5.82% compared to abrdn U.S. Sustainable Leaders Fund (GXXIX) at 5.20%. This indicates that GCEQX's price experiences larger fluctuations and is considered to be riskier than GXXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCEQXGXXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

5.20%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

9.27%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

16.73%

+2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.09%

27.78%

-9.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

23.72%

-4.92%