LSGGX vs. GCCHX
LSGGX (Loomis Sayles Global Growth Fund) and GCCHX (GMO Climate Change Fund) are both Global Equities funds. Over the past 5 years, LSGGX returned 5.09%/yr vs 0.78%/yr for GCCHX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. LSGGX charges 0.95%/yr vs 0.77%/yr for GCCHX.
Performance
LSGGX vs. GCCHX - Performance Comparison
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Returns By Period
In the year-to-date period, LSGGX achieves a -8.97% return, which is significantly lower than GCCHX's 10.46% return.
LSGGX
- 1D
- 0.09%
- 1M
- -3.12%
- 6M
- -8.60%
- YTD
- -8.97%
- 1Y
- -5.49%
- 3Y*
- 10.39%
- 5Y*
- 5.09%
- 10Y*
- —
- ALL TIME*
- 12.26%
GCCHX
- 1D
- 3.38%
- 1M
- -3.29%
- 6M
- 0.57%
- YTD
- 10.46%
- 1Y
- 40.74%
- 3Y*
- -1.39%
- 5Y*
- 0.78%
- 10Y*
- —
- ALL TIME*
- 9.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSGGX vs. GCCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGGX Loomis Sayles Global Growth Fund | -8.97% | 16.84% | 23.30% | 36.10% | -25.98% | 5.89% | 35.25% | 30.63% | -6.70% | 19.73% |
GCCHX GMO Climate Change Fund | 10.46% | 39.25% | -25.63% | -6.85% | -10.39% | 21.84% | 42.82% | 27.36% | -16.35% | 26.15% |
Correlation
The correlation between LSGGX and GCCHX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2017 | 0.65 |
Over the past year, the correlation between LSGGX and GCCHX has dropped to 0.42 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
LSGGX vs. GCCHX — Risk / Return Rank
LSGGX
GCCHX
LSGGX vs. GCCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) and GMO Climate Change Fund (GCCHX). 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.
| LSGGX | GCCHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.27 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 2.22 | -2.51 |
| Martin ratioReturn relative to average drawdown | -0.64 | 6.75 | -7.38 |
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Drawdowns
LSGGX vs. GCCHX - Drawdown Comparison
The maximum LSGGX drawdown since its inception was -37.72%, smaller than the maximum GCCHX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for LSGGX and GCCHX.
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Drawdown Indicators
| LSGGX | GCCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -54.32% | +16.60% |
Max Drawdown (1Y)Largest decline over 1 year | -21.08% | -17.06% | -4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -22.21% | -48.16% | +25.95% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -54.32% | +16.60% |
Current DrawdownCurrent decline from peak | -13.95% | -14.26% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -13.85% | +6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 5.60% | +3.33% |
Volatility
LSGGX vs. GCCHX - Volatility Comparison
The current volatility for Loomis Sayles Global Growth Fund (LSGGX) is 5.35%, while GMO Climate Change Fund (GCCHX) has a volatility of 6.52%. This indicates that LSGGX experiences smaller price fluctuations and is considered to be less risky than GCCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSGGX | GCCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 6.52% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 18.44% | -3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 24.04% | -5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 27.22% | -4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 25.19% | -4.65% |
LSGGX vs. GCCHX - Expense Ratio Comparison
LSGGX has a 0.95% expense ratio, which is higher than GCCHX's 0.77% expense ratio.
Dividends
LSGGX vs. GCCHX - Dividend Comparison
LSGGX's dividend yield for the trailing twelve months is around 0.33%, less than GCCHX's 2.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GCCHX GMO Climate Change Fund | 2.12% | 1.51% | 0.66% | 0.96% | 2.24% | 25.43% | 5.42% | 4.03% | 2.62% | 3.43% |
LSGGX Loomis Sayles Global Growth Fund | 0.33% | 0.30% | 0.00% | 0.00% | 7.77% | 7.38% | 6.15% | 5.74% | 4.78% | 3.44% |
Frequently Asked Questions
LSGGX and GCCHX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCCHX has higher volatility (6.52%) compared to LSGGX (5.35%). In terms of maximum drawdown, LSGGX dropped -37.72% vs GCCHX's -54.32%.
GCCHX currently has the higher Sharpe Ratio (1.58 vs -0.32), 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.
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