Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMADX (GMO Global Equity Allocation Fund Class R6) | 14.84% | 34.32% | 21.43% | 10.18% | NA | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 07/16/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMADX (GMO Global Equity Allocation Fund Class R6) | 07/16/2020 | 06/10/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.70 | 34.32 | 21.43 | 10.18 | NA | NA | NA | … | … | 14.84 | 29.19 | 9.49 | 22.23 | -17.07 | 14.99 | 18.64 |
| Sharpe Ratio | NA | 3.08 | 1.47 | 0.56 | NA | NA | NA | … | … | 3.29 | 1.76 | 0.41 | 1.57 | -0.95 | 1.14 | 3.01 |
| Standard Deviation(%) | NA | 12.66 | 14.12 | 15.10 | NA | NA | NA | … | … | 14.78 | 15.04 | 14.24 | 11.95 | 19.60 | 13.09 | 14.76 |
| Draw Down(%) | NA | 9.24 | 14.05 | 28.58 | NA | NA | NA | … | … | 9.24 | 13.79 | 7.91 | 9.45 | 28.58 | 7.02 | 6.40 |
| Yield(%) | 0.00 | 5.24 | 6.03 | 5.34 | 3.98 | 2.65 | 1.99 | … | … | 0.00 | 5.79 | 5.74 | 6.49 | 5.97 | 8.29 | 4.21 |
Data as of 06/10/2026, Common starting date is 07/16/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMADX (GMO Global Equity Allocation Fund Class R6) |
2.59%
Apr 2021 – Apr 2024 |
9.41%
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 |
|---|---|---|---|---|
| GMADX (GMO Global Equity Allocation Fund Class R6) |
24.86%
May 2023 – May 2026 |
13.32%
Oct 2020 – Oct 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart