Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMOIX (GMO INTERNATIONAL EQUITY FUND CLASS III) | 19.63% | 42.87% | 29.56% | 14.96% | 12.28% | 8.57% | 6.46% | … | … |
Data as of 06/04/2026, Common starting date is 03/31/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMOIX (GMO INTERNATIONAL EQUITY FUND CLASS III) | 03/31/1987 | 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 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.20 | 42.87 | 29.56 | 14.96 | 12.28 | 8.57 | 6.46 | … | … | 19.63 | 43.94 | 12.96 | 20.51 | -10.38 | 12.11 | 7.47 | 24.56 | -20.55 | 25.73 | 1.66 | -5.56 | -6.41 | 24.62 | 14.45 | -10.36 | 7.71 | 18.70 | -38.85 | 9.94 | 25.38 | 14.21 | 25.29 | 43.52 | -0.57 | -12.11 | -1.33 | 14.62 | 13.66 | 0.87 | 9.55 | 10.32 | 4.15 | 39.96 | -1.14 | 14.44 | -8.11 | 22.62 | 23.96 | -1.53 |
| Sharpe Ratio | NA | 2.40 | 1.69 | 0.78 | 0.63 | NA | NA | … | … | 2.44 | 2.51 | 0.67 | 1.33 | -0.59 | 0.91 | 0.24 | 1.95 | -1.50 | 3.34 | 0.08 | -0.33 | -0.50 | 1.78 | 0.87 | -0.39 | 0.35 | 0.71 | -1.03 | 0.40 | 1.54 | 1.19 | 1.88 | 3.48 | -0.12 | -1.05 | -0.49 | 1.03 | 0.58 | -0.24 | 0.87 | 0.72 | 0.11 | 4.07 | -0.28 | 0.69 | -3.27 | 4.49 | 4.74 | -1.14 |
| Standard Deviation(%) | NA | 16.63 | 15.56 | 16.11 | 16.97 | NA | NA | … | … | 20.30 | 16.45 | 13.92 | 12.75 | 20.06 | 13.30 | 30.28 | 11.84 | 14.67 | 7.54 | 17.35 | 16.88 | 12.79 | 13.82 | 16.75 | 26.70 | 22.00 | 26.29 | 38.55 | 17.26 | 14.28 | 10.07 | 12.94 | 12.29 | 14.75 | 14.07 | 11.32 | 10.94 | 17.68 | 11.54 | 6.71 | 8.86 | 9.86 | 9.23 | 12.88 | 15.23 | 4.15 | 3.71 | 4.01 | 5.50 |
| Draw Down(%) | NA | 11.67 | 13.41 | 28.69 | 40.14 | NA | NA | … | … | 11.67 | 13.41 | 9.02 | 9.35 | 27.40 | 10.47 | 35.51 | 9.61 | 29.15 | 2.79 | 12.53 | 19.08 | 17.29 | 9.66 | 16.97 | 25.02 | 19.81 | 28.92 | 49.86 | 11.90 | 15.85 | 6.57 | 10.32 | 11.45 | 20.60 | 20.85 | 12.10 | 9.18 | 24.28 | 10.53 | 4.95 | 5.64 | 9.68 | 5.56 | 14.05 | 10.25 | 19.46 | 7.34 | 3.85 | 23.19 |
| Yield(%) | 0.00 | 6.34 | 6.98 | 5.30 | 5.47 | 4.51 | 4.14 | … | … | 0.00 | 7.68 | 4.42 | 8.39 | 3.71 | 6.71 | 4.63 | 4.23 | 2.84 | 3.76 | 3.98 | 2.99 | 7.85 | 2.27 | 3.44 | 3.20 | 1.53 | 3.42 | 8.06 | 15.54 | 11.96 | 6.34 | 3.01 | 3.69 | 3.93 | 3.46 | 8.86 | 5.63 | 13.01 | 15.01 | 7.65 | 5.00 | 8.02 | 3.87 | 2.92 | 2.67 | 6.73 | 5.16 | 9.47 | 2.60 |
Data as of 06/04/2026, Common starting date is 03/31/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOIX (GMO INTERNATIONAL EQUITY FUND CLASS III) |
-14.71%
Feb 2006 – Feb 2009 |
-8.43%
May 2007 – May 2012 |
-0.13%
Dec 2006 – Dec 2016 |
-0.14%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMOIX (GMO INTERNATIONAL EQUITY FUND CLASS III) |
33.61%
Mar 2003 – Mar 2006 |
25.35%
Oct 2002 – Oct 2007 |
13.00%
Oct 1997 – Oct 2007 |
12.98%
Oct 1992 – Oct 2007 |
Annualized Rolling Returns Comparison Chart