VTEX vs. GCEQX

Last updated Jun 23, 2026

VTEX (VTEX) is a stock, while GCEQX (Green Century Equity Fund Individual Investor Class) is Large Cap Growth Equities fund managed by Green Century. Over the past 3 years, VTEX returned -7.75%/yr vs 18.69%/yr for GCEQX. At a 0.42 correlation, their price movements are largely independent.

Performance

VTEX vs. GCEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VTEX (VTEX) and Green Century Equity Fund Individual Investor Class (GCEQX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VTEX achieves a -4.79% return, which is significantly lower than GCEQX's 8.65% return.

VTEX

• 1D: -0.83%
• 1M: 0.00%
• YTD: -4.79%
• 6M: -4.53%
• 1Y: -43.97%
• 3Y*: -7.75%
• 5Y*: —
• 10Y*: —

GCEQX

• 1D: 1.27%
• 1M: 0.38%
• YTD: 8.65%
• 6M: 7.93%
• 1Y: 26.02%
• 3Y*: 18.69%
• 5Y*: 11.98%
• 10Y*: 14.70%

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

VTEX vs. GCEQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VTEX VTEX	-4.79%	-36.16%	-14.39%	83.47%	-65.02%	-57.29%
GCEQX Green Century Equity Fund Individual Investor Class	8.65%	16.73%	21.72%	27.70%	-23.03%	11.39%

Correlation

The correlation between VTEX and GCEQX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (All Time) Calculated using the full available price history since Jul 21, 2021	0.42

The correlation between VTEX and GCEQX shifts across timeframes, from 0.31 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VTEX vs. GCEQX — Risk / Return Rank

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

VTEX

VTEX Risk / Return Rank: 12
VTEX Sharpe Ratio Rank: 8
VTEX Sortino Ratio Rank: 11
VTEX Omega Ratio Rank: 10
VTEX Calmar Ratio Rank: 13
VTEX Martin Ratio Rank: 18

GCEQX

GCEQX Risk / Return Rank: 40
GCEQX Sharpe Ratio Rank: 45
GCEQX Sortino Ratio Rank: 41
GCEQX Omega Ratio Rank: 42
GCEQX Calmar Ratio Rank: 33
GCEQX Martin Ratio Rank: 41

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.

VTEX vs. GCEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) and Green Century Equity Fund Individual Investor Class (GCEQX). 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.

	VTEX	GCEQX	Difference
Sharpe ratio: Return per unit of total volatility	-0.85	1.80	-2.65
Sortino ratio: Return per unit of downside risk	-1.04	2.48	-3.53
Omega ratio: Gain probability vs. loss probability	0.85	1.32	-0.47
Calmar ratio: Return relative to maximum drawdown	-0.77	2.07	-2.84
Martin ratio: Return relative to average drawdown	-1.10	8.35	-9.44

VTEX vs. GCEQX - Sharpe Ratio Comparison

The current VTEX Sharpe Ratio is -0.85, which is lower than the GCEQX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of VTEX and GCEQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VTEX vs. GCEQX - Drawdown Comparison

The maximum VTEX drawdown since its inception was -91.38%, which is greater than GCEQX's maximum drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for VTEX and GCEQX.

Drawdown Indicators

	VTEX	GCEQX	Difference
Max Drawdown Largest peak-to-trough decline	-91.38%	-56.88%	-34.50%
Max Drawdown (1Y) Largest decline over 1 year	-57.54%	-12.27%	-45.27%
Max Drawdown (3Y) Largest decline over 3 years	-69.50%	-20.55%	-48.95%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.33%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.89%	—
Current Drawdown Current decline from peak	-88.90%	-1.57%	-87.33%
Average Drawdown Average peak-to-trough decline	-79.08%	-12.54%	-66.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.19%	3.04%	+37.15%

Volatility

VTEX vs. GCEQX - Volatility Comparison

VTEX (VTEX) has a higher volatility of 14.75% compared to Green Century Equity Fund Individual Investor Class (GCEQX) at 5.66%. This indicates that VTEX's price experiences larger fluctuations and is considered to be riskier than GCEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTEX	GCEQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.75%	5.66%	+9.09%
Volatility (6M) Calculated over the trailing 6-month period	33.01%	11.50%	+21.51%
Volatility (1Y) Calculated over the trailing 1-year period	51.91%	14.14%	+37.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.03%	18.26%	+42.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.03%	18.90%	+42.13%

Dividends

VTEX vs. GCEQX - Dividend Comparison

VTEX has not paid dividends to shareholders, while GCEQX's dividend yield for the trailing twelve months is around 4.05%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GCEQX Green Century Equity Fund Individual Investor Class	4.05%	4.40%	1.10%	0.13%	0.47%	1.11%	1.14%	0.68%	2.24%	0.90%	2.29%	1.87%
VTEX VTEX	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VTEX and GCEQX in my portfolio?

VTEX and GCEQX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTEX or GCEQX?

VTEX has higher volatility (14.75%) compared to GCEQX (5.66%). In terms of maximum drawdown, VTEX dropped -91.38% vs GCEQX's -56.88%.

Which has better risk-adjusted returns?

GCEQX currently has the higher Sharpe Ratio (1.80 vs -0.85), 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.