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.
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.
Performance
GCEQX vs. VTSAX - Performance Comparison
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Key characteristics
GCEQX:
0.55
VTSAX:
0.67
GCEQX:
0.78
VTSAX:
0.99
GCEQX:
1.11
VTSAX:
1.14
GCEQX:
0.45
VTSAX:
0.64
GCEQX:
1.54
VTSAX:
2.39
GCEQX:
6.04%
VTSAX:
5.17%
GCEQX:
20.91%
VTSAX:
20.09%
GCEQX:
-56.87%
VTSAX:
-55.34%
GCEQX:
-3.85%
VTSAX:
-3.91%
Returns By Period
The year-to-date returns for both investments are quite close, with GCEQX having a 0.52% return and VTSAX slightly higher at 0.53%. Both investments have delivered pretty close results over the past 10 years, with GCEQX having a 12.10% annualized return and VTSAX not far ahead at 12.12%.
GCEQX
0.52%
8.75%
-2.30%
11.37%
13.00%
14.15%
12.10%
VTSAX
0.53%
6.35%
-2.51%
13.80%
13.42%
15.23%
12.12%
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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 Rank
GCEQX
VTSAX
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.
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Dividends
GCEQX vs. VTSAX - Dividend Comparison
GCEQX's dividend yield for the trailing twelve months is around 1.10%, less than VTSAX's 1.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCEQX Green Century Equity Fund Individual Investor Class | 1.10% | 1.10% | 0.13% | 0.47% | 1.11% | 1.14% | 0.68% | 2.24% | 0.90% | 2.27% | 1.87% | 1.58% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% |
Drawdowns
GCEQX vs. VTSAX - Drawdown Comparison
The maximum GCEQX drawdown since its inception was -56.87%, 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.
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Volatility
GCEQX vs. VTSAX - Volatility Comparison
Green Century Equity Fund Individual Investor Class (GCEQX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 4.99% and 4.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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