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GCINX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GCINX and ^GSPC is 0.79, 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

GCINX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Green Century MSCI International Index Fund (GCINX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GCINX:

0.70

^GSPC:

0.66

Sortino Ratio

GCINX:

1.00

^GSPC:

0.94

Omega Ratio

GCINX:

1.13

^GSPC:

1.14

Calmar Ratio

GCINX:

0.69

^GSPC:

0.60

Martin Ratio

GCINX:

1.98

^GSPC:

2.28

Ulcer Index

GCINX:

5.44%

^GSPC:

5.01%

Daily Std Dev

GCINX:

16.77%

^GSPC:

19.77%

Max Drawdown

GCINX:

-35.37%

^GSPC:

-56.78%

Current Drawdown

GCINX:

-0.45%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, GCINX achieves a 12.21% return, which is significantly higher than ^GSPC's 0.51% return.


GCINX

YTD

12.21%

1M

4.89%

6M

7.82%

1Y

10.39%

3Y*

9.09%

5Y*

8.12%

10Y*

N/A

^GSPC

YTD

0.51%

1M

5.49%

6M

-2.00%

1Y

12.02%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

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S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GCINX vs. ^GSPC — Risk-Adjusted Performance Rank

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

GCINX
The Risk-Adjusted Performance Rank of GCINX is 5151
Overall Rank
The Sharpe Ratio Rank of GCINX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of GCINX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of GCINX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of GCINX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of GCINX is 4444
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6363
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GCINX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Century MSCI International Index Fund (GCINX) and S&P 500 (^GSPC). 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.


The current GCINX Sharpe Ratio is 0.70, which is comparable to the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of GCINX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

GCINX vs. ^GSPC - Drawdown Comparison

The maximum GCINX drawdown since its inception was -35.37%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GCINX and ^GSPC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GCINX vs. ^GSPC - Volatility Comparison

The current volatility for Green Century MSCI International Index Fund (GCINX) is 3.40%, while S&P 500 (^GSPC) has a volatility of 4.77%. This indicates that GCINX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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