Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMCFX (GMO INTERNATIONAL EQUITY FUND CLASS IV) | 19.67% | 42.94% | 29.62% | 15.04% | 12.28% | 8.60% | 6.51% | … | … |
Data as of 06/04/2026, Common starting date is 01/09/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMCFX (GMO INTERNATIONAL EQUITY FUND CLASS IV) | 01/09/1998 | 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 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.23 | 42.94 | 29.62 | 15.04 | 12.28 | 8.60 | 6.51 | … | … | 19.67 | 44.07 | 13.01 | 20.59 | -10.34 | 12.20 | 7.54 | 24.66 | -20.54 | 25.11 | 1.73 | -5.51 | -6.32 | 24.70 | 14.48 | -10.26 | 7.88 | 18.82 | -38.82 | 10.03 | 25.49 | 14.27 | 25.32 | 43.61 | -0.56 | -11.95 | -1.38 | 14.65 | 16.89 |
| Sharpe Ratio | NA | 2.41 | 1.70 | 0.79 | 0.63 | NA | NA | … | … | 2.44 | 2.52 | 0.67 | 1.34 | -0.59 | 0.91 | 0.24 | 1.97 | -1.50 | 3.26 | 0.09 | -0.33 | -0.49 | 1.78 | 0.87 | -0.39 | 0.35 | 0.71 | -1.03 | 0.40 | 1.55 | 1.20 | 1.88 | 3.50 | -0.12 | -1.04 | -0.50 | 1.03 | 0.78 |
| Standard Deviation(%) | NA | 16.64 | 15.55 | 16.10 | 16.95 | NA | NA | … | … | 20.32 | 16.45 | 13.92 | 12.71 | 20.00 | 13.33 | 30.25 | 11.76 | 14.63 | 7.53 | 17.33 | 16.86 | 12.82 | 13.83 | 16.77 | 26.72 | 21.99 | 26.25 | 38.48 | 17.23 | 14.28 | 10.03 | 12.93 | 12.26 | 14.70 | 14.08 | 11.29 | 10.94 | 17.73 |
| Draw Down(%) | NA | 11.67 | 13.40 | 28.64 | 40.09 | NA | NA | … | … | 11.67 | 13.40 | 9.03 | 9.32 | 27.35 | 10.46 | 35.53 | 9.57 | 29.09 | 2.80 | 12.50 | 19.08 | 17.29 | 9.63 | 16.94 | 24.97 | 19.72 | 28.93 | 49.84 | 11.88 | 15.82 | 6.57 | 10.29 | 11.40 | 20.58 | 20.87 | 12.06 | 9.14 | 24.25 |
| Yield(%) | 0.00 | 6.41 | 7.05 | 5.36 | 5.48 | 4.53 | 4.17 | … | … | 0.00 | 7.77 | 4.49 | 8.43 | 3.76 | 6.79 | 4.69 | 4.28 | 2.89 | 3.23 | 4.05 | 3.06 | 7.93 | 2.35 | 3.52 | 3.29 | 1.73 | 3.48 | 8.11 | 15.60 | 12.05 | 6.40 | 3.10 | 3.76 | 4.03 | 3.54 | 8.92 | 5.65 | 13.50 |
Data as of 06/04/2026, Common starting date is 01/09/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMCFX (GMO INTERNATIONAL EQUITY FUND CLASS IV) |
-14.67%
Feb 2006 – Feb 2009 |
-8.33%
May 2007 – May 2012 |
-0.05%
Dec 2006 – Dec 2016 |
-0.10%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMCFX (GMO INTERNATIONAL EQUITY FUND CLASS IV) |
33.66%
Mar 2003 – Mar 2006 |
25.42%
Oct 2002 – Oct 2007 |
12.82%
Feb 2016 – Feb 2026 |
8.67%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart