Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GQLIX (GMO Quality Fund) | 6.02% | 22.35% | 18.60% | 13.36% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 09/30/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GQLIX (GMO Quality Fund) | 09/30/2019 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 22.35 | 18.60 | 13.36 | NA | NA | NA | … | … | 6.02 | 19.45 | 18.80 | 29.86 | -15.37 | 30.17 | 16.92 | 10.19 |
| Sharpe Ratio | NA | 1.70 | 1.18 | 0.69 | NA | NA | NA | … | … | 0.90 | 1.03 | 1.36 | 2.11 | -0.74 | 2.28 | 0.51 | 4.70 |
| Standard Deviation(%) | NA | 12.25 | 13.43 | 15.81 | NA | NA | NA | … | … | 14.36 | 16.15 | 11.19 | 12.52 | 22.86 | 13.25 | 32.69 | 9.66 |
| Draw Down(%) | NA | 12.76 | 15.57 | 24.27 | NA | NA | NA | … | … | 12.76 | 15.57 | 6.53 | 8.73 | 24.27 | 5.14 | 30.47 | 2.62 |
| Yield(%) | 0.00 | 11.50 | 8.23 | 8.26 | 7.09 | 4.73 | 3.55 | … | … | 0.00 | 11.94 | 5.54 | 5.26 | 8.90 | 10.93 | 12.79 | 7.12 |
Data as of 06/04/2026, Common starting date is 09/30/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQLIX (GMO Quality Fund) |
8.80%
Dec 2019 – Dec 2022 |
12.09%
Mar 2021 – Mar 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQLIX (GMO Quality Fund) |
24.15%
Sep 2022 – Sep 2025 |
18.68%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart