Find A Portfolio/Ticker
Comparison Box
GMEFX: GMO EMERGING MARKETS FUND CLASS IV (MUTUAL FUND)
Basic Info
Asset Class: | DIVERSIFIED EMERGING MKTS |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/10/1998 |
Last Dividend Date: | 12/20/2018 |
12-Mo. Yield | 0.00% |
Expenses | 0.98% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 01/07/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/10/1998 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 3.0 | 4.6 | 2.4 | 2.1 | 8.4 | 7.3 | 0.0 | 0.0 | 0.0 | 10.7 | -12.8 | 32.1 | 16.4 | -16.1 | -6.3 | -5.8 | 16.3 | -17.1 | 21.0 | 70.8 | -55.1 | 36.7 | 29.7 | 39.8 | 26.6 | 70.3 | 0.8 | 9.8 | -27.8 | 77.6 | -27.8 |
Sharpe Ratio | NA | 0.0 | 0.93 | 0.45 | 0.16 | NA | NA | 0.31 | NA | 0.0 | 0.0 | 1.57 | -0.87 | 3.81 | 0.94 | -0.94 | -0.47 | -0.42 | 1.02 | -0.69 | 0.94 | 2.08 | -1.18 | 1.44 | 1.42 | 2.7 | 1.37 | 5.37 | -0.02 | 0.44 | -1.85 | 4.18 | -1.46 |
Draw Down(%) | NA | 0.0 | 2.1 | 23.3 | 37.3 | NA | NA | 67.8 | NA | 0.0 | 0.0 | 2.4 | 23.3 | 3.9 | 12.5 | 27.5 | 19.2 | 19.0 | 19.1 | 29.2 | 18.1 | 23.9 | 64.5 | 18.0 | 24.2 | 11.0 | 22.6 | 10.3 | 30.2 | 21.5 | 33.2 | 14.9 | 48.4 |
Standard Deviation(%) | NA | 1.1 | 2.7 | 8.6 | 12.6 | NA | NA | 19.9 | NA | NA | NA | 5.9 | 16.3 | 8.3 | 17.1 | 17.1 | 13.5 | 14.0 | 16.2 | 25.0 | 22.2 | 34.0 | 47.3 | 23.5 | 18.7 | 13.9 | 18.7 | 13.0 | 16.8 | 17.4 | 17.2 | 17.8 | 23.3 |
Treynor Ratio | NA | 0.22 | 1.57 | 0.17 | 0.04 | NA | NA | 0.08 | NA | NA | NA | 0.48 | -0.15 | 0.38 | 0.17 | -0.18 | -0.06 | -0.06 | 0.17 | -0.18 | 0.2 | 0.76 | -0.6 | 0.35 | 0.27 | 0.37 | 0.25 | 0.84 | 0.0 | 0.13 | -0.43 | 0.9 | -0.43 |
Alpha | NA | 0.0 | 0.01 | 0.01 | 0.0 | NA | NA | 0.0 | NA | 0.0 | 0.0 | 0.02 | 0.0 | 0.02 | 0.02 | -0.01 | -0.03 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | -0.04 | 0.0 | 0.0 | 0.02 | 0.0 | 0.06 | 0.03 | 0.04 | -0.04 | 0.07 | -0.07 |
Beta | NA | 0.0 | 0.02 | 0.23 | 0.55 | NA | NA | 0.81 | NA | 0.0 | 0.0 | 0.2 | 0.93 | 0.83 | 0.95 | 0.9 | 0.99 | 0.93 | 0.95 | 0.96 | 1.04 | 0.93 | 0.93 | 0.96 | 0.98 | 1.02 | 1.03 | 0.83 | 0.79 | 0.6 | 0.74 | 0.83 | 0.79 |
RSquared | NA | 0.0 | 0.01 | 0.22 | 0.53 | NA | NA | 0.79 | NA | 0.0 | 0.0 | 0.17 | 0.91 | 0.78 | 0.93 | 0.91 | 0.91 | 0.91 | 0.92 | 0.98 | 0.98 | 0.78 | 0.98 | 0.98 | 0.95 | 0.9 | 0.83 | 0.87 | 0.73 | 0.67 | 0.77 | 0.63 | 0.8 |
Yield(%) | N/A | 0.0 | 0.0 | 1.4 | 3.5 | 5.3 | 14.2 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 2.8 | 3.4 | 8.0 | 2.9 | 3.1 | 2.3 | 2.4 | 13.3 | 1.7 | 2.7 | 17.4 | 30.5 | 24.7 | 18.6 | 9.8 | 2.7 | 1.4 | 2.2 | 0.2 | 0.8 | 3.3 |
Dividend Growth(%) | N/A | N/A | -100.0 | 9.1 | -83.9 | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | 7.6 | 50.8 | 117.9 | -15.2 | 17.9 | 12.0 | -87.2 | 790.9 | 10.0 | -94.7 | -41.3 | 22.4 | 65.0 | 114.2 | 516.7 | 84.6 | -27.8 | 800.0 | -60.0 | -83.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/10/1998
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See DIVERSIFIED EMERGING MKTS Asset Class Trend Rankings |
Top Rated Funds in DIVERSIFIED EMERGING MKTS
Best Mutual Funds
- VEIEX (VANGUARD EMERGING MARKETS STOCK INDEX FUND INVESTOR SHARES) (99%)
- GEMMX (GMO EMERGING MARKETS FUND CLASS VI) (97%)
- EMGYX (WELLS FARGO EMERGING MARKETS EQUITY FUND ADMINISTRATOR CLASS) (96%)
- DFEVX (EMERGING MARKETS VALUE PORTFOLIO EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS) (96%)
- HIEMX (VIRTUS EMERGING MARKETS OPPORTUNITIES FUND CLASS I) (95%)
- AOTIX (ALLIANZGI EMERGING MARKETS OPPORTUNITIES FUND INSTITUTIONAL) (95%)
- DEMSX (EMERGING MARKETS SMALL CAP PORTFOLIO EMERGING MARKETS SMALL CAP PORTFOLIO - INSTITUTIONAL CLASS) (95%)
- RNWFX (NEW WORLD FUND INC CLASS R-5) (94%)
- DFCEX (EMERGING MARKETS CORE EQUITY PORTFOLIO EMERGING MARKETS CORE EQUITY PORTFOLIO - INSTITUTIONAL CLASS) (94%)
- IJEMX (VY(R) JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO CLASS I) (93%)
Best ETFs
- EEM (iShares MSCI Emerging Markets ETF) (100%)
- BKF (iShares MSCI BIC ETF) (99%)
- DEM (WisdomTree Emerging Markets High Dividend Fund) (99%)
- DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) (98%)
- EWX (SPDR® S&P Emerging Markets Small Cap ETF) (98%)
- PIE (Invesco DWA Emerging Markets Momentum ETF) (98%)
- PXH (Invesco FTSE RAFI Emerging Markets ETF) (97%)
- VWO (Vanguard FTSE Emerging Markets Index Fund ETF Shares) (97%)
- SCHE (Schwab Emerging Markets Equity ETF) (44%)
- EMIF (iShares Emerging Markets Infrastructure ETF) (43%)
Best Closed End Funds
- EMF (Templeton Emerging Markets Closed Fund) (100%)
- IHD (Voya Emerging Markets High Dividend Equity Fund) (36%)