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GCEQX vs. TILIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCEQX vs. TILIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Green Century Equity Fund Individual Investor Class (GCEQX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). The values are adjusted to include any dividend payments, if applicable.

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GCEQX vs. TILIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCEQX
Green Century Equity Fund Individual Investor Class
-9.94%16.73%21.72%27.70%-23.03%29.69%22.23%30.71%-4.00%21.95%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
-13.04%18.41%33.31%42.64%-29.22%27.63%38.43%36.30%-1.66%28.49%

Returns By Period

In the year-to-date period, GCEQX achieves a -9.94% return, which is significantly higher than TILIX's -13.04% return. Over the past 10 years, GCEQX has underperformed TILIX with an annualized return of 12.48%, while TILIX has yielded a comparatively higher 16.09% annualized return.


GCEQX

1D
-0.23%
1M
-8.80%
YTD
-9.94%
6M
-7.60%
1Y
13.61%
3Y*
14.42%
5Y*
8.95%
10Y*
12.48%

TILIX

1D
-0.44%
1M
-8.64%
YTD
-13.04%
6M
-12.14%
1Y
14.38%
3Y*
19.64%
5Y*
11.88%
10Y*
16.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCEQX vs. TILIX - Expense Ratio Comparison

GCEQX has a 1.25% expense ratio, which is higher than TILIX's 0.05% expense ratio.


Return for Risk

GCEQX vs. TILIX — Risk / Return Rank

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

GCEQX
GCEQX Risk / Return Rank: 3535
Overall Rank
GCEQX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GCEQX Sortino Ratio Rank: 3737
Sortino Ratio Rank
GCEQX Omega Ratio Rank: 3636
Omega Ratio Rank
GCEQX Calmar Ratio Rank: 3535
Calmar Ratio Rank
GCEQX Martin Ratio Rank: 3535
Martin Ratio Rank

TILIX
TILIX Risk / Return Rank: 2727
Overall Rank
TILIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3131
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2222
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. TILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Century Equity Fund Individual Investor Class (GCEQX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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.


GCEQXTILIXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.65

+0.10

Sortino ratio

Return per unit of downside risk

1.20

1.10

+0.10

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratio

Return relative to maximum drawdown

0.95

0.67

+0.28

Martin ratio

Return relative to average drawdown

3.77

2.32

+1.45

GCEQX vs. TILIX - Sharpe Ratio Comparison

The current GCEQX Sharpe Ratio is 0.75, which is comparable to the TILIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of GCEQX and TILIX, 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


GCEQXTILIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.65

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.56

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.77

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.56

-0.10

Correlation

The correlation between GCEQX and TILIX is 0.96, 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. TILIX - Dividend Comparison

GCEQX's dividend yield for the trailing twelve months is around 4.88%, less than TILIX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
GCEQX
Green Century Equity Fund Individual Investor Class
4.88%4.40%1.10%0.13%0.47%1.11%1.14%0.68%2.24%0.90%2.29%1.87%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
5.07%4.41%3.25%1.90%11.00%8.76%1.91%2.38%4.01%0.68%1.33%1.32%

Drawdowns

GCEQX vs. TILIX - Drawdown Comparison

The maximum GCEQX drawdown since its inception was -56.88%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for GCEQX and TILIX.


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Drawdown Indicators


GCEQXTILIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.88%

-50.54%

-6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-16.24%

+3.97%

Max Drawdown (5Y)

Largest decline over 5 years

-29.33%

-32.68%

+3.35%

Max Drawdown (10Y)

Largest decline over 10 years

-32.89%

-32.68%

-0.21%

Current Drawdown

Current decline from peak

-12.27%

-16.24%

+3.97%

Average Drawdown

Average peak-to-trough decline

-12.62%

-7.77%

-4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

4.73%

-1.63%

Volatility

GCEQX vs. TILIX - Volatility Comparison

The current volatility for Green Century Equity Fund Individual Investor Class (GCEQX) is 4.62%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 5.34%. This indicates that GCEQX experiences smaller price fluctuations and is considered to be less risky than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCEQXTILIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

5.34%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

11.80%

-1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

22.35%

-3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.03%

21.44%

-3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.77%

21.01%

-2.24%