Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GSXMX (GMO International Equity Allocation Fund Class R6) | 25.20% | 49.88% | 29.11% | 12.05% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 09/06/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSXMX (GMO International Equity Allocation Fund Class R6) | 09/06/2019 | 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 (%) | 1.38 | 49.88 | 29.11 | 12.05 | NA | NA | NA | … | … | 25.20 | 40.85 | 8.40 | 20.30 | -18.94 | 8.59 | 7.00 | 12.76 |
| Sharpe Ratio | NA | 3.17 | 1.84 | 0.65 | NA | NA | NA | … | … | 3.58 | 2.61 | 0.40 | 1.41 | -1.08 | 0.66 | 0.24 | 5.10 |
| Standard Deviation(%) | NA | 14.82 | 14.06 | 14.85 | NA | NA | NA | … | … | 18.90 | 14.59 | 12.10 | 11.93 | 19.01 | 12.94 | 28.56 | 8.79 |
| Draw Down(%) | NA | 11.10 | 13.70 | 33.52 | NA | NA | NA | … | … | 11.10 | 13.70 | 8.31 | 8.76 | 31.92 | 10.17 | 34.51 | 3.42 |
| Yield(%) | 0.00 | 7.15 | 7.77 | 5.30 | 4.24 | 2.83 | 2.12 | … | … | 0.00 | 8.43 | 6.51 | 8.00 | 3.86 | 6.81 | 4.19 | 3.95 |
Data as of 06/04/2026, Common starting date is 09/06/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSXMX (GMO International Equity Allocation Fund Class R6) |
-3.23%
Oct 2019 – Oct 2022 |
4.20%
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 |
|---|---|---|---|---|
| GSXMX (GMO International Equity Allocation Fund Class R6) |
30.07%
May 2023 – May 2026 |
12.46%
Oct 2020 – Oct 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart