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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
GQLIX (GMO Quality Fund) 5.42% 9.49% 17.15% 15.61% NA NA NA 18.21%
Data as of 07/25/2025, AR inception is 09/30/2019
More Performance Analytics Comparison
Name Start Date End Date
GQLIX (GMO Quality Fund) 09/30/2019 07/25/2025
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 (%) 1.00 9.49 17.15 15.61 NA NA NA 18.21 5.42 18.80 29.86 -15.37 30.17 16.92 10.19
Sharpe Ratio NA 0.38 0.90 0.84 NA NA NA 0.69 0.35 1.36 2.11 -0.74 2.28 0.51 4.70
Standard Deviation(%) NA 16.66 15.39 16.26 NA NA NA 19.84 19.51 11.19 12.52 22.86 13.25 32.69 9.66
Draw Down(%) NA 15.57 16.27 24.27 NA NA NA 30.47 15.57 6.53 8.73 24.27 5.14 30.47 2.62
Yield(%) 0.00 4.63 6.32 8.75 5.48 3.65 2.74 10.96 0.00 5.54 5.26 8.90 10.93 12.79 7.12
Data as of 07/25/2025, AR inception 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
14.72%
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
GQLIX (GMO Quality Fund) 19.32%
Jun 2022 - Jun 2025
18.68%
Mar 2020 - Mar 2025
0.00%
NA
0.00%
NA
Annualized Rolling Returns Comparison Chart