Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GABFX (GMO ASSET ALLOCATION BOND FUND CLASS VI) | -4.34% | 0.34% | -1.40% | -3.18% | 0.52% | 0.92% | NA | … | … |
Data as of 06/04/2026, Common starting date is 03/19/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GABFX (GMO ASSET ALLOCATION BOND FUND CLASS VI) | 03/19/2009 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.22 | 0.34 | -1.40 | -3.18 | 0.52 | 0.92 | NA | … | … | -4.34 | 6.07 | -11.80 | 8.33 | -14.90 | 1.38 | 11.28 | 8.00 | 0.78 | 2.41 | -0.14 | -5.84 | 9.61 | -2.04 | 0.68 | 10.17 | 5.26 | 6.66 |
| Sharpe Ratio | NA | -0.11 | -0.26 | -0.41 | -0.11 | NA | NA | … | … | -1.27 | 0.22 | -1.05 | 0.26 | -1.65 | 0.27 | 1.55 | 1.77 | -0.20 | 0.77 | -0.11 | -0.55 | 2.53 | -0.43 | 1.19 | 2.10 | 1.27 | 2.00 |
| Standard Deviation(%) | NA | 10.72 | 15.84 | 13.58 | 10.06 | NA | NA | … | … | 9.76 | 14.78 | 17.52 | 15.96 | 9.89 | 5.01 | 7.08 | 3.72 | 2.71 | 2.33 | 3.15 | 10.57 | 3.79 | 4.81 | 0.53 | 4.84 | 4.08 | 4.22 |
| Draw Down(%) | NA | 9.58 | 19.48 | 27.84 | 27.84 | NA | NA | … | … | 9.58 | 11.04 | 16.77 | 19.17 | 17.99 | 3.74 | 9.13 | 2.19 | 2.41 | 1.26 | 3.21 | 14.46 | 2.37 | 4.71 | 0.32 | 1.28 | 2.83 | 1.38 |
| Yield(%) | 0.00 | 2.74 | 3.89 | 2.50 | 2.57 | 2.94 | 2.93 | … | … | 0.00 | 2.85 | 4.40 | 5.14 | 0.61 | 1.80 | 1.32 | 4.85 | 4.92 | 1.09 | 0.00 | 6.49 | 4.58 | 0.21 | 1.12 | 10.22 | 9.94 | 3.28 |
Data as of 06/04/2026, Common starting date is 03/19/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GABFX (GMO ASSET ALLOCATION BOND FUND CLASS VI) |
-7.74%
Oct 2020 – Oct 2023 |
-3.08%
May 2021 – May 2026 |
-0.80%
Jan 2015 – Jan 2025 |
0.93%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GABFX (GMO ASSET ALLOCATION BOND FUND CLASS VI) |
7.67%
Jul 2018 – Jul 2021 |
5.54%
Feb 2010 – Feb 2015 |
3.34%
Dec 2010 – Dec 2020 |
2.37%
Sep 2009 – Sep 2024 |
Annualized Rolling Returns Comparison Chart