RPGEX vs. GCCHX
RPGEX (T. Rowe Price Global Growth Stock Fund) and GCCHX (GMO Climate Change Fund) are both Global Equities funds. Over the past 5 years, RPGEX returned 4.27%/yr vs 0.68%/yr for GCCHX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. RPGEX charges 0.91%/yr vs 0.77%/yr for GCCHX.
Performance
RPGEX vs. GCCHX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with RPGEX having a 10.05% return and GCCHX slightly lower at 9.94%.
RPGEX
- 1D
- 0.64%
- 1M
- -1.42%
- 6M
- 6.85%
- YTD
- 10.05%
- 1Y
- 19.01%
- 3Y*
- 15.11%
- 5Y*
- 4.27%
- 10Y*
- 12.43%
- ALL TIME*
- 12.55%
GCCHX
- 1D
- -0.47%
- 1M
- -3.75%
- 6M
- 0.53%
- YTD
- 9.94%
- 1Y
- 40.08%
- 3Y*
- -1.09%
- 5Y*
- 0.68%
- 10Y*
- —
- ALL TIME*
- 8.99%
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 |
RPGEX vs. GCCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPGEX T. Rowe Price Global Growth Stock Fund | 10.05% | 14.57% | 18.81% | 19.19% | -29.77% | 11.05% | 44.28% | 30.76% | -7.10% | 21.17% |
GCCHX GMO Climate Change Fund | 9.94% | 39.25% | -25.63% | -6.85% | -10.39% | 21.84% | 42.82% | 27.36% | -16.35% | 26.15% |
Correlation
The correlation between RPGEX and GCCHX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2017 | 0.73 |
The correlation between RPGEX and GCCHX has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.
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Return for Risk
RPGEX vs. GCCHX — Risk / Return Rank
RPGEX
GCCHX
RPGEX vs. GCCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Growth Stock Fund (RPGEX) 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.
| RPGEX | GCCHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 2.25 | -0.60 |
| Martin ratioReturn relative to average drawdown | 6.17 | 6.76 | -0.58 |
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Drawdowns
RPGEX vs. GCCHX - Drawdown Comparison
The maximum RPGEX drawdown since its inception was -39.67%, smaller than the maximum GCCHX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for RPGEX and GCCHX.
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Drawdown Indicators
| RPGEX | GCCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -54.32% | +14.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -17.06% | +6.56% |
Max Drawdown (3Y)Largest decline over 3 years | -17.69% | -48.16% | +30.47% |
Max Drawdown (5Y)Largest decline over 5 years | -39.67% | -54.32% | +14.65% |
Max Drawdown (10Y)Largest decline over 10 years | -39.67% | — | — |
Current DrawdownCurrent decline from peak | -3.37% | -14.67% | +11.30% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -13.85% | +6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 5.67% | -2.87% |
Volatility
RPGEX vs. GCCHX - Volatility Comparison
The current volatility for T. Rowe Price Global Growth Stock Fund (RPGEX) is 5.19%, while GMO Climate Change Fund (GCCHX) has a volatility of 6.40%. This indicates that RPGEX 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
| RPGEX | GCCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 6.40% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 18.44% | -5.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 24.00% | -8.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 27.21% | -9.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 25.19% | -7.11% |
RPGEX vs. GCCHX - Expense Ratio Comparison
RPGEX has a 0.91% expense ratio, which is higher than GCCHX's 0.77% expense ratio.
Dividends
RPGEX vs. GCCHX - Dividend Comparison
RPGEX's dividend yield for the trailing twelve months is around 10.47%, more than GCCHX's 2.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCCHX GMO Climate Change Fund | 2.13% | 1.51% | 0.66% | 0.96% | 2.24% | 25.43% | 5.42% | 4.03% | 2.62% | 3.43% | 0.00% | 0.00% |
RPGEX T. Rowe Price Global Growth Stock Fund | 10.47% | 11.52% | 0.04% | 0.21% | 0.07% | 8.84% | 3.18% | 0.23% | 1.67% | 0.82% | 0.21% | 4.95% |
Frequently Asked Questions
RPGEX and GCCHX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCCHX has higher volatility (6.40%) compared to RPGEX (5.19%). In terms of maximum drawdown, RPGEX dropped -39.67% vs GCCHX's -54.32%.
GCCHX currently has the higher Sharpe Ratio (1.60 vs 1.09), 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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