GCEQX vs. VTEX

Last updated Aug 4, 2026

GCEQX (Green Century Equity Fund Individual Investor Class) is Large Cap Growth Equities fund managed by Green Century, while VTEX (VTEX) is a stock. Over the past 5 years, GCEQX returned 10.63%/yr vs -31.48%/yr for VTEX. Their 0.40 correlation means their historical movements had little consistent relationship.

Performance

GCEQX vs. VTEX - Performance Comparison

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

Returns By Period

In the year-to-date period, GCEQX achieves a 8.64% return, which is significantly lower than VTEX's 17.02% return.

GCEQX

• 1D: 1.43%
• 1M: 0.15%
• 6M: 7.28%
• YTD: 8.64%
• 1Y: 18.82%
• 3Y*: 17.39%
• 5Y*: 10.63%
• 10Y*: 14.23%
• ALL TIME*: 9.55%

VTEX

• 1D: 2.09%
• 1M: 6.28%
• 6M: 39.24%
• YTD: 17.02%
• 1Y: -24.01%
• 3Y*: -5.60%
• 5Y*: -31.48%
• 10Y*: —
• ALL TIME*: -29.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GCEQX Green Century Equity Fund Individual Investor Class	$0.00	$0.00	$0.00
VTEX VTEX	$4.03M	$3.60M	$5.45M

GCEQX vs. VTEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GCEQX Green Century Equity Fund Individual Investor Class	8.64%	16.73%	21.72%	27.70%	-23.03%	11.39%
VTEX VTEX	17.02%	-36.16%	-14.39%	83.47%	-65.02%	-57.29%

Correlation

The correlation between GCEQX and VTEX is 0.24, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.24
Correlation (3Y) Balances recent behavior with more history.	0.34
Correlation (5Y) Shows whether the relationship held over a longer period.	0.41
Correlation (All Time) Calculated using the full available price history since Jul 21, 2021	0.40

The correlation between GCEQX and VTEX shifts across timeframes, from 0.24 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

GCEQX vs. VTEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GCEQX

GCEQX Risk / Return Rank: 33
GCEQX Sharpe Ratio Rank: 34
GCEQX Sortino Ratio Rank: 33
GCEQX Omega Ratio Rank: 32
GCEQX Calmar Ratio Rank: 30
GCEQX Martin Ratio Rank: 34

VTEX

VTEX Risk / Return Rank: 26
VTEX Sharpe Ratio Rank: 23
VTEX Sortino Ratio Rank: 25
VTEX Omega Ratio Rank: 24
VTEX Calmar Ratio Rank: 27
VTEX Martin Ratio Rank: 30

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GCEQX vs. VTEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Century Equity Fund Individual Investor Class (GCEQX) and VTEX (VTEX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GCEQX	VTEX	Difference
Sharpe ratio: Return per unit of total volatility	1.16	-0.45	+1.61
Sortino ratio: Return per unit of downside risk	1.69	-0.29	+1.98
Omega ratio: Gain probability vs. loss probability	1.21	0.96	+0.25
Calmar ratio: Return relative to maximum drawdown	1.41	-0.47	+1.88
Martin ratio: Return relative to average drawdown	5.43	-0.70	+6.13

GCEQX vs. VTEX - Sharpe Ratio Comparison

The current GCEQX Sharpe Ratio is 1.16, which is higher than the VTEX Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of GCEQX and VTEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GCEQX vs. VTEX - Drawdown Comparison

The maximum GCEQX drawdown since its inception was -56.88%, smaller than the maximum VTEX drawdown of -91.38%. Use the drawdown chart below to compare losses from any high point for GCEQX and VTEX.

Drawdown Indicators

	GCEQX	VTEX	Difference
Max Drawdown Largest peak-to-trough decline	-56.88%	-91.38%	+34.50%
Max Drawdown (1Y) Largest decline over 1 year	-12.27%	-51.52%	+39.25%
Max Drawdown (3Y) Largest decline over 3 years	-20.55%	-69.50%	+48.95%
Max Drawdown (5Y) Largest decline over 5 years	-29.33%	-91.38%	+62.05%
Max Drawdown (10Y) Largest decline over 10 years	-32.89%	—	—
Current Drawdown Current decline from peak	-1.58%	-86.36%	+84.78%
Average Drawdown Average peak-to-trough decline	-12.50%	-79.27%	+66.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	34.43%	-31.24%

Volatility

GCEQX vs. VTEX - Volatility Comparison

The current volatility for Green Century Equity Fund Individual Investor Class (GCEQX) is 4.92%, while VTEX (VTEX) has a volatility of 13.94%. This indicates that GCEQX experiences smaller price fluctuations and is considered to be less risky than VTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GCEQX	VTEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	13.94%	-9.02%
Volatility (6M) Calculated over the trailing 6-month period	12.13%	36.24%	-24.11%
Volatility (1Y) Calculated over the trailing 1-year period	14.93%	53.96%	-39.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.36%	60.38%	-42.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.89%	60.96%	-42.07%

Dividends

GCEQX vs. VTEX - Dividend Comparison

GCEQX's dividend yield for the trailing twelve months is around 4.01%, while VTEX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GCEQX Green Century Equity Fund Individual Investor Class	4.01%	4.40%	1.10%	0.13%	0.47%	1.11%	1.14%	0.68%	2.24%	0.90%	2.29%	1.87%
VTEX VTEX	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GCEQX and VTEX in my portfolio?

GCEQX and VTEX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GCEQX or VTEX?

VTEX has higher volatility (13.94%) compared to GCEQX (4.92%). In terms of maximum drawdown, GCEQX dropped -56.88% vs VTEX's -91.38%.

Which has better risk-adjusted returns?

GCEQX currently has the higher Sharpe Ratio (1.16 vs -0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.