GCEQX vs. VTSAX
Compare and contrast key facts about Green Century Equity Fund Individual Investor Class (GCEQX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
GCEQX is managed by Green Century. It was launched on Sep 13, 1995. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GCEQX or VTSAX.
Key characteristics
| GCEQX | VTSAX | |
|---|---|---|
| YTD Return | 8.57% | 8.47% |
| 1Y Return | 27.10% | 27.08% |
| 3Y Return (Ann) | 7.02% | 7.06% |
| 5Y Return (Ann) | 13.99% | 13.61% |
| 10Y Return (Ann) | 12.23% | 12.17% |
| Sharpe Ratio | 2.08 | 2.26 |
| Daily Std Dev | 13.09% | 12.04% |
| Max Drawdown | -56.88% | -55.34% |
| Current Drawdown | -2.26% | -1.40% |
Correlation
The correlation between GCEQX and VTSAX 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.
Performance
GCEQX vs. VTSAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with GCEQX having a 8.57% return and VTSAX slightly lower at 8.47%. Both investments have delivered pretty close results over the past 10 years, with GCEQX having a 12.23% annualized return and VTSAX not far behind at 12.17%. 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. VTSAX - Expense Ratio Comparison
GCEQX has a 1.25% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
GCEQX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Green Century Equity Fund Individual Investor Class (GCEQX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
GCEQX's dividend yield for the trailing twelve months is around 0.12%, less than VTSAX's 1.37% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.37% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
GCEQX vs. VTSAX - Drawdown Comparison
The maximum GCEQX drawdown since its inception was -56.88%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for GCEQX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
GCEQX vs. VTSAX - Volatility Comparison
Green Century Equity Fund Individual Investor Class (GCEQX) has a higher volatility of 4.56% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.18%. This indicates that GCEQX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.