Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GIOTX (GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) | 18.76% | 41.99% | 28.36% | 13.70% | 11.82% | 8.55% | NA | … | … |
Data as of 06/04/2026, Common starting date is 06/05/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GIOTX (GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) | 06/05/2006 | 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 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.00 | 41.99 | 28.36 | 13.70 | 11.82 | 8.55 | NA | … | … | 18.76 | 43.70 | 10.66 | 21.03 | -12.66 | 10.83 | 7.43 | 24.44 | -19.66 | 26.38 | 3.24 | -6.64 | -5.84 | 24.27 | 17.16 | -9.08 | 10.47 | 19.77 | -37.77 | 13.29 | 13.53 |
| Sharpe Ratio | NA | 2.60 | 1.72 | 0.74 | 0.62 | NA | NA | … | … | 2.61 | 2.61 | 0.54 | 1.42 | -0.73 | 0.83 | 0.24 | 1.98 | -1.46 | 3.52 | 0.18 | -0.40 | -0.47 | 1.84 | 1.15 | -0.36 | 0.50 | 0.84 | -1.02 | 0.57 | 1.43 |
| Standard Deviation(%) | NA | 15.19 | 14.67 | 15.37 | 16.43 | NA | NA | … | … | 18.34 | 15.71 | 13.08 | 12.36 | 19.40 | 13.02 | 29.70 | 11.61 | 14.44 | 7.34 | 16.98 | 16.72 | 12.52 | 13.15 | 14.95 | 25.61 | 20.97 | 23.46 | 38.01 | 17.92 | 14.80 |
| Draw Down(%) | NA | 10.66 | 13.40 | 30.07 | 39.29 | NA | NA | … | … | 10.66 | 13.40 | 8.65 | 8.98 | 28.54 | 10.51 | 35.24 | 9.50 | 28.35 | 2.62 | 12.10 | 19.59 | 16.88 | 9.75 | 14.45 | 23.12 | 18.76 | 26.34 | 49.05 | 12.23 | 9.40 |
| Yield(%) | 0.00 | 8.90 | 8.11 | 5.71 | 5.85 | 4.83 | 4.47 | … | … | 0.00 | 10.74 | 5.37 | 7.40 | 3.50 | 6.62 | 4.56 | 4.51 | 2.98 | 3.84 | 4.08 | 3.08 | 4.22 | 3.83 | 3.79 | 2.50 | 1.35 | 3.58 | 12.96 | 11.49 | 4.09 |
Data as of 06/04/2026, Common starting date is 06/05/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIOTX (GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) |
-12.51%
Jun 2007 – Jun 2010 |
-5.90%
May 2007 – May 2012 |
1.15%
Dec 2006 – Dec 2016 |
0.51%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIOTX (GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) |
29.46%
May 2023 – May 2026 |
17.48%
Feb 2009 – Feb 2014 |
12.51%
Feb 2016 – Feb 2026 |
8.37%
Feb 2011 – Feb 2026 |
Annualized Rolling Returns Comparison Chart