Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GQLOX (GMO QUALITY FUND CLASS VI) | 5.21% | 2.97% | 11.85% | 9.90% | 11.19% | 12.92% | NA | 9.99% |
Data as of 07/11/2025, AR inception is 12/19/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GQLOX (GMO QUALITY FUND CLASS VI) | 12/19/2006 | 07/11/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.39 | 2.97 | 11.85 | 9.90 | 11.19 | 12.92 | NA | 9.99 | 5.21 | 14.66 | 25.93 | -23.21 | 25.48 | 4.77 | 31.89 | 0.60 | 29.23 | 9.86 | 1.65 | 12.64 | 27.12 | 16.03 | 11.91 | 5.17 | 19.96 | -24.04 | 6.11 | 0.04 |
| Sharpe Ratio | NA | -0.01 | 0.52 | 0.45 | 0.55 | NA | NA | 0.50 | 0.36 | 0.68 | 1.69 | -1.03 | 1.84 | 0.13 | 2.53 | -0.04 | 4.24 | 0.83 | 0.11 | 1.24 | 2.79 | 1.48 | 0.66 | 0.37 | 1.07 | -0.78 | 0.23 | -0.31 |
| Standard Deviation(%) | NA | 17.31 | 16.37 | 17.37 | 17.85 | NA | NA | 17.43 | 20.18 | 11.87 | 12.95 | 23.96 | 13.82 | 34.28 | 12.04 | 16.33 | 6.77 | 11.67 | 14.19 | 10.14 | 9.69 | 10.85 | 17.90 | 13.58 | 18.54 | 32.09 | 13.52 | 6.15 |
| Draw Down(%) | NA | 16.70 | 16.70 | 26.20 | 30.44 | NA | NA | 39.92 | 15.51 | 7.32 | 8.67 | 26.20 | 5.95 | 30.44 | 5.84 | 16.82 | 2.11 | 6.72 | 11.07 | 6.18 | 5.04 | 7.79 | 11.98 | 13.71 | 21.17 | 33.32 | 8.30 | 0.87 |
| Yield(%) | 0.00 | 0.87 | 1.30 | 2.49 | 6.64 | 10.46 | 6.82 | 7.58 | 0.00 | 1.26 | 1.34 | 1.05 | 6.50 | 1.50 | 9.98 | 18.04 | 9.73 | 3.95 | 15.05 | 22.10 | 14.54 | 13.89 | 2.13 | 1.52 | 2.10 | 2.18 | 4.24 | 1.02 |
Data as of 07/11/2025, AR inception is 12/19/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQLOX (GMO QUALITY FUND CLASS VI) |
-6.39%
Jun 2007 - Jun 2010 |
1.96%
May 2007 - May 2012 |
7.75%
Jan 2007 - Jan 2017 |
8.47%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQLOX (GMO QUALITY FUND CLASS VI) |
20.47%
Feb 2009 - Feb 2012 |
19.58%
Feb 2009 - Feb 2014 |
15.82%
Feb 2009 - Feb 2019 |
14.05%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart