GCEQX vs. VOO
Compare and contrast key facts about Green Century Equity Fund Individual Investor Class (GCEQX) and Vanguard S&P 500 ETF (VOO).
GCEQX is managed by Green Century. It was launched on Sep 13, 1995. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
GCEQX vs. VOO - Performance Comparison
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GCEQX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, GCEQX achieves a -9.94% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, GCEQX has underperformed VOO with an annualized return of 12.48%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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GCEQX vs. VOO - Expense Ratio Comparison
GCEQX has a 1.25% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
GCEQX vs. VOO — Risk / Return Rank
GCEQX
VOO
GCEQX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Green Century Equity Fund Individual Investor Class (GCEQX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.98 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.50 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.53 | -0.58 |
Martin ratioReturn relative to average drawdown | 3.77 | 7.29 | -3.53 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.98 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.70 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.78 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.83 | -0.37 |
Correlation
The correlation between GCEQX and VOO is 0.98, 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. VOO - Dividend Comparison
GCEQX's dividend yield for the trailing twelve months is around 4.88%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
GCEQX vs. VOO - Drawdown Comparison
The maximum GCEQX drawdown since its inception was -56.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GCEQX and VOO.
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Drawdown Indicators
| GCEQX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.88% | -33.99% | -22.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -11.98% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -29.33% | -24.52% | -4.81% |
Max Drawdown (10Y)Largest decline over 10 years | -32.89% | -33.99% | +1.10% |
Current DrawdownCurrent decline from peak | -12.27% | -6.29% | -5.98% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -3.72% | -8.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.52% | +0.58% |
Volatility
GCEQX vs. VOO - Volatility Comparison
The current volatility for Green Century Equity Fund Individual Investor Class (GCEQX) is 4.62%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that GCEQX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCEQX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 5.29% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 9.44% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 18.10% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.03% | 16.82% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.77% | 17.99% | +0.78% |