LVAFX vs. GCCHX
LVAFX (LSV Global Managed Volatility Fund) and GCCHX (GMO Climate Change Fund) are both Global Equities funds. Over the past 5 years, LVAFX returned 9.25%/yr vs 1.06%/yr for GCCHX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. LVAFX charges 1.00%/yr vs 0.77%/yr for GCCHX.
Performance
LVAFX vs. GCCHX - Performance Comparison
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Returns By Period
In the year-to-date period, LVAFX achieves a 17.52% return, which is significantly higher than GCCHX's 11.62% return.
LVAFX
- 1D
- 0.38%
- 1M
- 5.88%
- 6M
- 12.59%
- YTD
- 17.52%
- 1Y
- 28.57%
- 3Y*
- 14.92%
- 5Y*
- 9.25%
- 10Y*
- 8.19%
- ALL TIME*
- 7.58%
GCCHX
- 1D
- 1.53%
- 1M
- -2.27%
- 6M
- 0.24%
- YTD
- 11.62%
- 1Y
- 41.31%
- 3Y*
- 1.11%
- 5Y*
- 1.06%
- 10Y*
- —
- ALL TIME*
- 9.16%
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 |
LVAFX vs. GCCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVAFX LSV Global Managed Volatility Fund | 17.52% | 22.33% | 0.10% | 9.81% | -4.04% | 17.36% | -5.16% | 17.54% | -6.47% | 12.77% |
GCCHX GMO Climate Change Fund | 11.62% | 39.25% | -25.63% | -6.85% | -10.39% | 21.84% | 42.82% | 27.36% | -16.35% | 26.15% |
Correlation
The correlation between LVAFX and GCCHX is 0.50, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
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 | 0.66 |
The correlation between LVAFX and GCCHX shifts across timeframes, from 0.50 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LVAFX vs. GCCHX — Risk / Return Rank
LVAFX
GCCHX
LVAFX vs. GCCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV Global Managed Volatility Fund (LVAFX) 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.
| LVAFX | GCCHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.67 | 1.29 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 5.21 | 2.49 | +2.72 |
| Martin ratioReturn relative to average drawdown | 18.62 | 7.39 | +11.23 |
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Drawdowns
LVAFX vs. GCCHX - Drawdown Comparison
The maximum LVAFX drawdown since its inception was -33.69%, smaller than the maximum GCCHX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for LVAFX and GCCHX.
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Drawdown Indicators
| LVAFX | GCCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -54.32% | +20.63% |
Max Drawdown (1Y)Largest decline over 1 year | -5.76% | -17.06% | +11.30% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -48.16% | +30.64% |
Max Drawdown (5Y)Largest decline over 5 years | -18.34% | -54.32% | +35.98% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -13.36% | +13.36% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -13.85% | +9.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 5.73% | -4.12% |
Volatility
LVAFX vs. GCCHX - Volatility Comparison
The current volatility for LSV Global Managed Volatility Fund (LVAFX) is 1.76%, while GMO Climate Change Fund (GCCHX) has a volatility of 6.62%. This indicates that LVAFX 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
| LVAFX | GCCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 6.62% | -4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 18.21% | -11.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.47% | 24.02% | -15.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.23% | 27.21% | -13.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.54% | 25.19% | -11.65% |
LVAFX vs. GCCHX - Expense Ratio Comparison
LVAFX has a 1.00% expense ratio, which is higher than GCCHX's 0.77% expense ratio.
Dividends
LVAFX vs. GCCHX - Dividend Comparison
LVAFX's dividend yield for the trailing twelve months is around 8.66%, more than GCCHX's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCCHX GMO Climate Change Fund | 2.10% | 1.51% | 0.66% | 0.96% | 2.24% | 25.43% | 5.42% | 4.03% | 2.62% | 3.43% | 0.00% | 0.00% |
LVAFX LSV Global Managed Volatility Fund | 8.66% | 10.17% | 2.71% | 15.64% | 2.90% | 2.90% | 2.14% | 7.62% | 3.59% | 7.10% | 1.66% | 1.74% |
Frequently Asked Questions
LVAFX and GCCHX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCCHX has higher volatility (6.62%) compared to LVAFX (1.76%). In terms of maximum drawdown, LVAFX dropped -33.69% vs GCCHX's -54.32%.
LVAFX currently has the higher Sharpe Ratio (3.54 vs 1.77), 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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