Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GEMEX (GMO Emerging Markets Fund) | 18.48% | 14.57% | 12.27% | 2.37% | NA | NA | NA | 0.58% |
Data as of 07/18/2025, AR inception is 01/16/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEMEX (GMO Emerging Markets Fund) | 01/16/2020 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.83 | 14.57 | 12.27 | 2.37 | NA | NA | NA | 0.58 | 18.48 | -0.39 | 17.57 | -31.65 | 1.98 | 2.68 |
| Sharpe Ratio | NA | 0.43 | 0.56 | -0.01 | NA | NA | NA | -0.09 | 1.72 | -0.54 | 0.99 | -1.54 | 0.13 | 0.09 |
| Standard Deviation(%) | NA | 16.09 | 14.73 | 16.21 | NA | NA | NA | 18.98 | 17.94 | 13.01 | 13.58 | 21.47 | 15.07 | 28.26 |
| Draw Down(%) | NA | 16.99 | 16.99 | 43.57 | NA | NA | NA | 43.57 | 14.47 | 12.02 | 10.96 | 40.23 | 11.86 | 32.86 |
| Yield(%) | 0.00 | 3.43 | 6.06 | 4.53 | 2.11 | 1.40 | 1.05 | 4.21 | 0.00 | 5.22 | 7.71 | 5.05 | 4.33 | 3.67 |
Data as of 07/18/2025, AR inception is 01/16/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEMEX (GMO Emerging Markets Fund) |
-8.00%
Jan 2021 - Jan 2024 |
-0.01%
Feb 2020 - Feb 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEMEX (GMO Emerging Markets Fund) |
9.97%
Jun 2022 - Jun 2025 |
3.96%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart