QDISX vs. GCCHX

Last updated Apr 2, 2026

Compare and contrast key facts about Fisher Investments Institutional Group Stock Fund for Retirement Plans (QDISX) and GMO Climate Change Fund (GCCHX).

QDISX is managed by T. Rowe Price. It was launched on Dec 12, 2019. GCCHX is managed by GMO. It was launched on Apr 4, 2017.

Performance

QDISX vs. GCCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fisher Investments Institutional Group Stock Fund for Retirement Plans (QDISX) and GMO Climate Change Fund (GCCHX). The values are adjusted to include any dividend payments, if applicable.

QDISX vs. GCCHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
QDISX Fisher Investments Institutional Group Stock Fund for Retirement Plans	-1.69%	25.34%	22.02%	36.03%	-24.15%	20.28%	27.76%	1.00%
GCCHX GMO Climate Change Fund	10.71%	39.25%	-25.63%	-6.85%	-10.39%	21.84%	42.82%	4.22%

Returns By Period

In the year-to-date period, QDISX achieves a -1.69% return, which is significantly lower than GCCHX's 10.71% return.

QDISX

• 1D: 2.48%
• 1M: -5.92%
• YTD: -1.69%
• 6M: 2.24%
• 1Y: 26.03%
• 3Y*: 21.29%
• 5Y*: 12.03%
• 10Y*: —

GCCHX

• 1D: 3.85%
• 1M: -2.15%
• YTD: 10.71%
• 6M: 17.26%
• 1Y: 69.04%
• 3Y*: 0.26%
• 5Y*: 1.25%
• 10Y*: —

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

QDISX vs. GCCHX - Expense Ratio Comparison

QDISX has a 0.00% expense ratio, which is lower than GCCHX's 0.77% expense ratio.

GCCHX

GMO Climate Change Fund

QDISX

Fisher Investments Institutional Group Stock Fund for Retirement Plans

Return for Risk

QDISX vs. GCCHX — Risk / Return Rank

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

QDISX

QDISX Risk / Return Rank: 83
QDISX Sharpe Ratio Rank: 82
QDISX Sortino Ratio Rank: 83
QDISX Omega Ratio Rank: 82
QDISX Calmar Ratio Rank: 82
QDISX Martin Ratio Rank: 85

GCCHX

GCCHX Risk / Return Rank: 95
GCCHX Sharpe Ratio Rank: 97
GCCHX Sortino Ratio Rank: 95
GCCHX Omega Ratio Rank: 90
GCCHX Calmar Ratio Rank: 98
GCCHX Martin Ratio Rank: 96

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.

QDISX vs. GCCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group Stock Fund for Retirement Plans (QDISX) 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.

	QDISX	GCCHX	Difference
Sharpe ratio Return per unit of total volatility	1.59	2.55	-0.96
Sortino ratio Return per unit of downside risk	2.22	3.20	-0.99
Omega ratio Gain probability vs. loss probability	1.33	1.42	-0.09
Calmar ratio Return relative to maximum drawdown	2.11	4.57	-2.46
Martin ratio Return relative to average drawdown	9.04	16.21	-7.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDISX vs. GCCHX - Sharpe Ratio Comparison

The current QDISX Sharpe Ratio is 1.59, which is lower than the GCCHX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of QDISX and GCCHX, 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

	QDISX	GCCHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	2.55	-0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.05	+0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.37	+0.33

Correlation

The correlation between QDISX and GCCHX is 0.74, 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

QDISX vs. GCCHX - Dividend Comparison

QDISX's dividend yield for the trailing twelve months is around 12.89%, more than GCCHX's 1.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
QDISX Fisher Investments Institutional Group Stock Fund for Retirement Plans	12.89%	12.68%	4.04%	5.53%	1.88%	1.14%	1.19%	0.00%	0.00%	0.00%
GCCHX GMO Climate Change Fund	1.36%	1.51%	0.66%	0.96%	2.24%	25.43%	5.42%	4.03%	2.62%	3.43%

Drawdowns

QDISX vs. GCCHX - Drawdown Comparison

The maximum QDISX drawdown since its inception was -33.97%, smaller than the maximum GCCHX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for QDISX and GCCHX.

Drawdown Indicators

	QDISX	GCCHX	Difference
Max Drawdown Largest peak-to-trough decline	-33.97%	-54.32%	+20.35%
Max Drawdown (1Y) Largest decline over 1 year	-12.58%	-14.89%	+2.31%
Max Drawdown (5Y) Largest decline over 5 years	-33.97%	-54.32%	+20.35%
Current Drawdown Current decline from peak	-7.73%	-9.81%	+2.08%
Average Drawdown Average peak-to-trough decline	-7.16%	-14.11%	+6.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	4.20%	-1.27%

Volatility

QDISX vs. GCCHX - Volatility Comparison

The current volatility for Fisher Investments Institutional Group Stock Fund for Retirement Plans (QDISX) is 5.65%, while GMO Climate Change Fund (GCCHX) has a volatility of 9.28%. This indicates that QDISX 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.

Volatility by Period

	QDISX	GCCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.65%	9.28%	-3.63%
Volatility (6M) Calculated over the trailing 6-month period	9.40%	17.44%	-8.04%
Volatility (1Y) Calculated over the trailing 1-year period	16.79%	27.93%	-11.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.55%	26.92%	-8.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.30%	25.23%	-3.93%