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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GCEQX or IEMG.
Key characteristics
| GCEQX | IEMG | |
|---|---|---|
| YTD Return | 8.57% | 5.02% |
| 1Y Return | 27.10% | 11.83% |
| 3Y Return (Ann) | 7.02% | -4.53% |
| 5Y Return (Ann) | 13.99% | 3.95% |
| 10Y Return (Ann) | 12.23% | 3.25% |
| Sharpe Ratio | 2.08 | 0.82 |
| Daily Std Dev | 13.09% | 14.40% |
| Max Drawdown | -56.88% | -38.72% |
| Current Drawdown | -2.26% | -16.82% |
Correlation
The correlation between GCEQX and IEMG is 0.69, 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.
Performance
GCEQX vs. IEMG - Performance Comparison
In the year-to-date period, GCEQX achieves a 8.57% return, which is significantly higher than IEMG's 5.02% return. Over the past 10 years, GCEQX has outperformed IEMG with an annualized return of 12.23%, while IEMG has yielded a comparatively lower 3.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GCEQX vs. IEMG - Expense Ratio Comparison
GCEQX has a 1.25% expense ratio, which is higher than IEMG's 0.14% expense ratio.
Risk-Adjusted Performance
GCEQX vs. IEMG - Risk-Adjusted Performance 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.
Dividends
GCEQX vs. IEMG - Dividend Comparison
GCEQX's dividend yield for the trailing twelve months is around 0.12%, less than IEMG's 2.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCEQX Green Century Equity Fund Individual Investor Class | 0.12% | 0.13% | 0.47% | 1.11% | 1.14% | 0.68% | 2.24% | 0.90% | 2.29% | 1.87% | 1.58% | 0.60% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.75% | 2.89% | 2.71% | 3.06% | 1.87% | 3.14% | 2.74% | 2.33% | 2.26% | 2.51% | 2.29% | 1.75% |
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 -38.72%. Use the drawdown chart below to compare losses from any high point for GCEQX and IEMG. For additional features, visit the drawdowns tool.
Volatility
GCEQX vs. IEMG - Volatility Comparison
The current volatility for Green Century Equity Fund Individual Investor Class (GCEQX) is 4.56%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 4.92%. 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.