Find A Portfolio/Ticker
Comparison Box
GMIBX: GMO INTERNATIONAL BOND FUND CLASS III (MUTUAL FUND)
Basic Info
Asset Class: | WORLD BOND |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/22/1993 |
Last Dividend Date: | 07/12/2012 |
12-Mo. Yield | 0.00% |
Expenses | 0.43% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 12/23/1993 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | 0.3 | 1.3 | 5.3 | 4.2 | 5.5 | 0.0 | 0.0 | -6.6 | 1.3 | -0.6 | 6.8 | 7.2 | 14.1 | 18.2 | -15.8 | 3.4 | 8.1 | -8.3 | 14.6 | 26.3 | 18.5 | -2.6 | -0.3 | -5.5 | 10.7 | 0.8 | 16.7 | 27.3 | 5.2 | -1.0 |
Sharpe Ratio | NA | 0.0 | -0.54 | -0.02 | 0.26 | NA | NA | 0.24 | 0.0 | 0.0 | -1.0 | 0.23 | -0.07 | 1.19 | 0.96 | 1.69 | 1.83 | -1.34 | 0.07 | 0.73 | -1.33 | 1.28 | 2.48 | 1.86 | -0.55 | -0.49 | -1.2 | 0.86 | -7.26 | 2.32 | 2.68 | 0.26 | -13.08 |
Draw Down(%) | NA | 0.0 | 15.8 | 15.8 | 29.4 | NA | NA | 29.4 | 0.0 | 0.0 | 9.8 | 7.5 | 8.0 | 4.1 | 5.5 | 7.5 | 6.6 | 27.5 | 6.2 | 3.9 | 9.6 | 8.8 | 7.9 | 5.6 | 9.1 | 9.3 | 11.7 | 6.5 | 7.5 | 4.5 | 4.9 | 6.0 | 1.1 |
Standard Deviation(%) | NA | 0.2 | 4.9 | 5.9 | 7.7 | NA | NA | 8.1 | NA | NA | 6.6 | 5.6 | 8.5 | 5.7 | 7.5 | 8.3 | 9.9 | 12.4 | 5.9 | 6.6 | 7.9 | 10.7 | 10.3 | 9.3 | 9.1 | 8.8 | 7.3 | 8.6 | 7.5 | 5.6 | 8.8 | 8.5 | 2.8 |
Treynor Ratio | NA | 0.08 | -0.07 | 0.0 | 0.03 | NA | NA | 0.03 | NA | NA | -0.11 | 0.01 | -0.01 | 0.08 | 0.08 | 0.19 | 0.23 | -0.19 | 0.0 | 0.06 | -0.13 | 0.16 | 0.31 | 0.2 | -0.07 | -0.06 | -0.15 | 0.1 | -0.9 | 0.31 | 0.54 | 0.04 | -3.9 |
Alpha | NA | 0.0 | -0.01 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | -0.01 | 0.02 | 0.02 | 0.01 | 0.01 | 0.05 | 0.05 | -0.08 | -0.02 | 0.0 | -0.01 | 0.01 | 0.03 | -0.01 | -0.01 | 0.0 | -0.01 | -0.01 | -0.07 | 0.04 | 0.05 | 0.01 | -0.15 |
Beta | NA | 0.0 | 0.37 | 0.59 | 0.74 | NA | NA | 0.72 | 0.0 | 0.0 | 0.58 | 0.86 | 1.05 | 0.9 | 0.87 | 0.74 | 0.78 | 0.88 | 0.86 | 0.8 | 0.79 | 0.86 | 0.81 | 0.88 | 0.74 | 0.69 | 0.57 | 0.78 | 0.6 | 0.43 | 0.43 | 0.63 | 0.09 |
RSquared | NA | 0.0 | 0.33 | 0.5 | 0.68 | NA | NA | 0.62 | 0.0 | 0.0 | 0.52 | 0.77 | 0.82 | 0.83 | 0.82 | 0.74 | 0.81 | 0.77 | 0.83 | 0.87 | 0.73 | 0.78 | 0.75 | 0.71 | 0.71 | 0.6 | 0.4 | 0.58 | 0.5 | 0.18 | 0.29 | 0.45 | 0.11 |
Yield(%) | N/A | 0.0 | 0.0 | 0.5 | 4.9 | 7.0 | 5.5 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 2.4 | 10.7 | 6.3 | 19.0 | 13.2 | 9.7 | 6.5 | 3.0 | 9.4 | 17.9 | 14.1 | 0.3 | 0.4 | 5.4 | 6.5 | 9.0 | 13.6 | 9.6 | 11.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | -100.0 | -96.4 | -35.2 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | -78.7 | 82.9 | -66.7 | 1.7 | 30.1 | 47.6 | 96.9 | -66.7 | -43.2 | 29.0 | 4266.7 | -25.0 | -93.1 | -13.4 | -33.0 | -33.3 | 68.5 | -18.3 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/23/1993
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 WORLD BOND Asset Class Trend Rankings |
Top Rated Funds in WORLD BOND
Best Mutual Funds
- RPIBX (T. ROWE PRICE INTERNATIONAL BOND FUND T. ROWE PRICE INTERNATIONAL BOND FUND) (98%)
- IOSIX (VOYA GLOBAL BOND PORTFOLIO CLASS I) (97%)
- DFGFX (DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS) (95%)
- OIBYX (Oppenheimer International Bond Y) (94%)
- SDGIX (DREYFUS/STANDISH GLOBAL FIXED INCOME FUND DREYFUS/STANDISH GLOBAL FIXED INCOME FUND - CLASS I) (94%)
- MAWIX (Blk Rk Sg Bf Ins) (93%)
- PWFYX (PACE INTERNATIONAL FIXED INCOME INVESTMENTS CLASS Y) (93%)
- RCWFX (CAPITAL WORLD BOND FUND CLASS R-5) (91%)
- PFUIX (FOREIGN BOND FUND (UNHEDGED) INSTITUTIONAL) (90%)
- VCIFX (INTERNATIONAL GOVERNMENT BOND FUND INTERNATIONAL GOVERNMENT BOND FUND) (90%)
Best ETFs
- BWX (SPDR® Bloomberg International Treasury Bond ETF) (97%)
- WIP (SPDR® FTSE International Government Inflation-Protected Bond ETF) (95%)
- IGOV (iShares International Treasury Bond ETF) (74%)
- ISHG (iShares 1-3 Year International Treasury Bond ETF) (46%)
- BWZ (SPDR® Bloomberg Short Term International Treasury Bond ETF) (45%)
- GTIP (Goldman Sachs Access Inflation Protected USD Bond ETF) (43%)
- PICB (Invesco International Corporate Bond ETF) (41%)
- IBND (SPDR® Bloomberg International Corporate Bond ETF) (41%)
- HYXU (iShares International High Yield Bond ETF) (40%)
- IHY (VanEck International High Yield Bond ETF) (37%)
Best Closed End Funds
- FAX (Aberdeen Asia-Pacific IF Inc) (100%)
- FCO (Aberdeen Global IF Inc) (99%)
- FAM (First Trust/Aberdeen Global Opportunity Income Closed Fund) (99%)
- MIN (MFS Intermediate Income Trust) (98%)
- GDO (Western Asset Global Corporate Defined Opportunity Closed Fund) (39%)
- PDI (PIMCO Dynamic Income Fund) (39%)
- BWG (Brandywineglobal Global Income Opportunities Fund Inc) (38%)