GCEQX vs. IEMG
Compare and contrast key facts about Green Century Equity Fund Individual Investor Class (GCEQX) and iShares Core MSCI Emerging Markets ETF (IEMG).
GCEQX is managed by Green Century. It was launched on Sep 13, 1995. IEMG is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on Oct 18, 2012.
Performance
GCEQX vs. IEMG - Performance Comparison
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GCEQX vs. IEMG - 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% |
IEMG iShares Core MSCI Emerging Markets ETF | 4.55% | 32.56% | 6.50% | 11.52% | -19.98% | -0.64% | 17.87% | 17.81% | -14.92% | 37.38% |
Returns By Period
In the year-to-date period, GCEQX achieves a -7.08% return, which is significantly lower than IEMG's 4.55% return. Over the past 10 years, GCEQX has outperformed IEMG with an annualized return of 12.83%, while IEMG has yielded a comparatively lower 8.31% 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%
IEMG
- 1D
- 0.76%
- 1M
- -6.83%
- YTD
- 4.55%
- 6M
- 7.62%
- 1Y
- 33.51%
- 3Y*
- 16.36%
- 5Y*
- 4.53%
- 10Y*
- 8.31%
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GCEQX vs. IEMG - Expense Ratio Comparison
GCEQX has a 1.25% expense ratio, which is higher than IEMG's 0.09% expense ratio.
Return for Risk
GCEQX vs. IEMG — Risk / Return Rank
GCEQX
IEMG
GCEQX vs. IEMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Green Century Equity Fund Individual Investor Class (GCEQX) and iShares Core MSCI Emerging Markets ETF (IEMG). 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 | IEMG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.70 | -0.79 |
Sortino ratioReturn per unit of downside risk | 1.44 | 2.30 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.34 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 2.58 | -1.15 |
Martin ratioReturn relative to average drawdown | 5.57 | 9.84 | -4.27 |
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 | IEMG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.70 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.25 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.42 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.28 | +0.19 |
Correlation
The correlation between GCEQX and IEMG is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GCEQX vs. IEMG - Dividend Comparison
GCEQX's dividend yield for the trailing twelve months is around 4.73%, more than IEMG's 2.63% 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% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.63% | 2.75% | 3.20% | 2.89% | 2.71% | 3.06% | 1.87% | 3.15% | 2.76% | 2.35% | 2.28% | 2.53% |
Drawdowns
GCEQX vs. IEMG - Drawdown Comparison
The maximum GCEQX drawdown since its inception was -56.88%, which is greater than IEMG's maximum drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for GCEQX and IEMG.
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Drawdown Indicators
| GCEQX | IEMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.88% | -38.71% | -18.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -13.21% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -29.33% | -35.93% | +6.60% |
Max Drawdown (10Y)Largest decline over 10 years | -32.89% | -38.71% | +5.82% |
Current DrawdownCurrent decline from peak | -9.48% | -9.40% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -13.11% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.46% | -0.31% |
Volatility
GCEQX vs. IEMG - Volatility Comparison
The current volatility for Green Century Equity Fund Individual Investor Class (GCEQX) is 5.82%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 9.35%. This indicates that GCEQX experiences smaller price fluctuations and is considered to be less risky than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCEQX | IEMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 9.35% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 14.68% | -4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.95% | 19.79% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 17.91% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 19.84% | -1.04% |