GCINX vs. VSGX

Last updated Apr 2, 2026

Compare and contrast key facts about Green Century MSCI International Index Fund (GCINX) and Vanguard ESG International Stock ETF (VSGX).

GCINX is managed by Green Century. It was launched on Sep 30, 2016. VSGX is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex US Choice Index.. It was launched on Sep 18, 2018.

Performance

GCINX vs. VSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Green Century MSCI International Index Fund (GCINX) and Vanguard ESG International Stock ETF (VSGX). The values are adjusted to include any dividend payments, if applicable.

GCINX vs. VSGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
GCINX Green Century MSCI International Index Fund	-4.37%	17.54%	4.33%	16.63%	-21.35%	12.53%	12.18%	25.02%	-12.97%
VSGX Vanguard ESG International Stock ETF	2.12%	30.77%	5.72%	15.62%	-18.61%	7.24%	13.01%	23.04%	-12.87%

Returns By Period

In the year-to-date period, GCINX achieves a -4.37% return, which is significantly lower than VSGX's 2.12% return.

GCINX

• 1D: 3.19%
• 1M: -7.41%
• YTD: -4.37%
• 6M: -2.94%
• 1Y: 8.99%
• 3Y*: 7.95%
• 5Y*: 3.27%
• 10Y*: —

VSGX

• 1D: 1.37%
• 1M: -5.98%
• YTD: 2.12%
• 6M: 5.93%
• 1Y: 27.25%
• 3Y*: 15.24%
• 5Y*: 6.27%
• 10Y*: —

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

GCINX vs. VSGX - Expense Ratio Comparison

GCINX has a 1.28% expense ratio, which is higher than VSGX's 0.12% expense ratio.

GCINX

Green Century MSCI International Index Fund

VSGX

Vanguard ESG International Stock ETF

Return for Risk

GCINX vs. VSGX — Risk / Return Rank

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

GCINX

GCINX Risk / Return Rank: 16
GCINX Sharpe Ratio Rank: 15
GCINX Sortino Ratio Rank: 15
GCINX Omega Ratio Rank: 13
GCINX Calmar Ratio Rank: 17
GCINX Martin Ratio Rank: 18

VSGX

VSGX Risk / Return Rank: 78
VSGX Sharpe Ratio Rank: 80
VSGX Sortino Ratio Rank: 79
VSGX Omega Ratio Rank: 78
VSGX Calmar Ratio Rank: 77
VSGX Martin Ratio Rank: 76

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.

GCINX vs. VSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Century MSCI International Index Fund (GCINX) and Vanguard ESG International Stock ETF (VSGX). 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.

	GCINX	VSGX	Difference
Sharpe ratio Return per unit of total volatility	0.53	1.56	-1.03
Sortino ratio Return per unit of downside risk	0.84	2.11	-1.27
Omega ratio Gain probability vs. loss probability	1.11	1.31	-0.20
Calmar ratio Return relative to maximum drawdown	0.68	2.15	-1.47
Martin ratio Return relative to average drawdown	2.53	8.41	-5.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GCINX vs. VSGX - Sharpe Ratio Comparison

The current GCINX Sharpe Ratio is 0.53, which is lower than the VSGX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of GCINX and VSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GCINX	VSGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.53	1.56	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	0.39	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.42	-0.02

Correlation

The correlation between GCINX and VSGX is 0.94, 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

GCINX vs. VSGX - Dividend Comparison

GCINX's dividend yield for the trailing twelve months is around 4.18%, more than VSGX's 3.23% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GCINX Green Century MSCI International Index Fund	4.18%	4.00%	1.53%	1.07%	1.04%	2.94%	0.55%	1.14%	2.21%	1.37%
VSGX Vanguard ESG International Stock ETF	3.23%	3.23%	3.10%	2.77%	2.61%	2.49%	1.67%	2.28%	0.38%	0.00%

Drawdowns

GCINX vs. VSGX - Drawdown Comparison

The maximum GCINX drawdown since its inception was -34.26%, roughly equal to the maximum VSGX drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for GCINX and VSGX.

Drawdown Indicators

	GCINX	VSGX	Difference
Max Drawdown Largest peak-to-trough decline	-34.26%	-33.09%	-1.17%
Max Drawdown (1Y) Largest decline over 1 year	-12.22%	-12.84%	+0.62%
Max Drawdown (5Y) Largest decline over 5 years	-34.26%	-32.14%	-2.12%
Current Drawdown Current decline from peak	-9.16%	-8.51%	-0.65%
Average Drawdown Average peak-to-trough decline	-7.84%	-7.90%	+0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.29%	3.28%	+0.01%

Volatility

GCINX vs. VSGX - Volatility Comparison

Green Century MSCI International Index Fund (GCINX) and Vanguard ESG International Stock ETF (VSGX) have volatilities of 7.99% and 8.22%, 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.

Volatility by Period

	GCINX	VSGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.99%	8.22%	-0.23%
Volatility (6M) Calculated over the trailing 6-month period	11.91%	12.24%	-0.33%
Volatility (1Y) Calculated over the trailing 1-year period	17.52%	17.53%	-0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.32%	15.98%	+0.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.46%	17.95%	-1.49%