Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GTMIX (GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND CLASS III) | 17.39% | 9.45% | 15.23% | 6.81% | 3.52% | 5.39% | 4.59% | 5.84% |
Data as of 07/17/2025, AR inception is 07/29/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTMIX (GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND CLASS III) | 07/29/1998 | 07/17/2025 |
| 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 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.69 | 9.45 | 15.23 | 6.81 | 3.52 | 5.39 | 4.59 | 5.84 | 17.39 | 0.94 | 16.83 | -11.65 | -0.90 | 7.50 | 23.31 | -21.24 | 27.60 | -0.36 | -5.35 | -7.54 | 25.62 | 14.68 | -8.33 | 9.74 | 20.99 | -39.20 | 13.42 | 25.42 | 16.76 | 24.44 | 41.05 | -2.33 | -8.71 | -4.29 | 15.25 | 1.58 |
| Sharpe Ratio | NA | 0.52 | 0.74 | 0.34 | 0.14 | NA | NA | 0.23 | 1.84 | -0.45 | 0.98 | -0.67 | -0.05 | 0.25 | 1.96 | -1.53 | 3.51 | -0.03 | -0.32 | -0.58 | 1.93 | 0.95 | -0.32 | 0.45 | 0.83 | -1.00 | 0.56 | 1.51 | 1.43 | 1.75 | 3.41 | -0.24 | -0.84 | -0.77 | 1.12 | 0.03 |
| Standard Deviation(%) | NA | 17.18 | 15.20 | 16.14 | 17.06 | NA | NA | 18.09 | 19.36 | 12.61 | 12.88 | 19.50 | 17.45 | 29.01 | 11.16 | 14.80 | 7.72 | 17.66 | 16.93 | 12.93 | 13.29 | 15.48 | 26.33 | 21.66 | 25.14 | 40.13 | 18.86 | 14.75 | 10.22 | 13.44 | 11.83 | 14.56 | 13.39 | 10.88 | 10.74 | 18.80 |
| Draw Down(%) | NA | 14.11 | 14.11 | 37.35 | 40.35 | NA | NA | 58.31 | 14.11 | 13.38 | 9.13 | 28.56 | 17.91 | 34.52 | 9.21 | 29.39 | 2.72 | 13.60 | 19.61 | 18.01 | 9.22 | 14.90 | 23.43 | 19.59 | 26.65 | 50.80 | 12.53 | 16.55 | 6.89 | 11.23 | 11.86 | 21.12 | 19.20 | 13.78 | 8.87 | 15.77 |
| Yield(%) | 0.00 | 3.68 | 4.14 | 3.72 | 3.30 | 4.19 | 4.45 | 5.90 | 0.00 | 5.19 | 2.22 | 3.24 | 4.85 | 2.34 | 4.90 | 5.30 | 2.92 | 3.96 | 3.00 | 3.76 | 3.20 | 3.46 | 3.04 | 2.56 | 3.14 | 4.97 | 13.37 | 6.67 | 3.88 | 2.24 | 3.30 | 2.69 | 2.85 | 1.40 | 1.25 | 0.47 |
Data as of 07/17/2025, AR inception is 07/29/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTMIX (GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND CLASS III) |
-13.58%
Jun 2007 - Jun 2010 |
-6.76%
May 2007 - May 2012 |
0.53%
Dec 2006 - Dec 2016 |
-0.83%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTMIX (GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND CLASS III) |
33.78%
Mar 2003 - Mar 2006 |
26.31%
Oct 2002 - Oct 2007 |
10.84%
Aug 1998 - Aug 2008 |
9.20%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart