Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GQESX (GMO Quality Fund Class R6) | 4.43% | 7.40% | 17.96% | 16.08% | NA | NA | NA | 16.23% |
Data as of 07/18/2025, AR inception is 11/14/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GQESX (GMO Quality Fund Class R6) | 11/14/2019 | 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 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.73 | 7.40 | 17.96 | 16.08 | NA | NA | NA | 16.23 | 4.43 | 18.94 | 29.99 | -15.34 | 31.72 | 18.36 | -0.47 |
| Sharpe Ratio | NA | 0.21 | 0.96 | 0.90 | NA | NA | NA | 0.62 | 0.36 | 1.37 | 2.12 | -0.73 | 2.41 | 0.55 | -0.31 |
| Standard Deviation(%) | NA | 16.85 | 15.56 | 16.26 | NA | NA | NA | 20.14 | 20.18 | 11.19 | 12.53 | 22.89 | 13.18 | 32.65 | 15.63 |
| Draw Down(%) | NA | 15.54 | 16.25 | 24.24 | NA | NA | NA | 30.45 | 15.54 | 6.52 | 8.72 | 24.24 | 5.13 | 30.45 | 4.88 |
| Yield(%) | 0.00 | 4.67 | 6.58 | 9.36 | 4.96 | 3.31 | 2.48 | 9.92 | 0.00 | 5.66 | 5.32 | 8.94 | 12.31 | 13.95 | 1.27 |
Data as of 07/18/2025, AR inception is 11/14/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQESX (GMO Quality Fund Class R6) |
9.39%
Dec 2021 - Dec 2024 |
15.33%
Dec 2019 - Dec 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQESX (GMO Quality Fund Class R6) |
19.72%
Mar 2020 - Mar 2023 |
19.30%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart