Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMCDX (GMO EMERGING COUNTRY DEBT FUND CLASS III) | 8.17% | 25.54% | 19.74% | 8.87% | 7.03% | 7.41% | 7.84% | … | … |
Data as of 06/08/2026, Common starting date is 12/22/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMCDX (GMO EMERGING COUNTRY DEBT FUND CLASS III) | 12/22/1994 | 06/08/2026 |
| 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 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.16 | 25.54 | 19.74 | 8.87 | 7.03 | 7.41 | 7.84 | … | … | 8.17 | 22.34 | 13.39 | 17.63 | -16.30 | 3.90 | 4.72 | 14.28 | -5.89 | 10.16 | 13.99 | -0.13 | 5.89 | -1.18 | 26.74 | 7.64 | 19.24 | 50.14 | -33.22 | 9.22 | 14.84 | 15.74 | 19.03 | 36.33 | 19.34 | 14.34 | 24.18 | 32.30 | -30.47 | 31.45 | 66.04 | 45.10 | 0.13 |
| Sharpe Ratio | NA | 4.36 | 2.21 | 0.74 | 0.70 | NA | NA | … | … | 2.72 | 3.08 | 1.05 | 2.02 | -1.70 | 0.42 | 0.36 | 3.26 | -1.58 | 2.03 | 1.97 | -0.03 | 0.92 | -0.19 | 5.87 | 1.34 | 2.20 | 7.63 | -2.62 | 1.19 | 2.88 | 2.62 | 2.57 | 5.78 | 2.15 | 1.08 | 2.12 | 1.83 | -1.14 | 1.57 | 4.23 | 1.78 | NA |
| Standard Deviation(%) | NA | 5.28 | 7.61 | 8.71 | 7.94 | NA | NA | … | … | 6.63 | 6.34 | 9.32 | 6.99 | 10.49 | 9.13 | 12.24 | 3.93 | 4.61 | 4.70 | 6.98 | 6.00 | 6.37 | 6.51 | 4.59 | 5.68 | 8.69 | 6.56 | 12.98 | 5.12 | 3.99 | 5.14 | 7.02 | 6.16 | 8.45 | 11.14 | 9.41 | 15.81 | 29.70 | 17.61 | 14.60 | 23.13 | NA |
| Draw Down(%) | NA | 3.85 | 8.78 | 26.01 | 26.01 | NA | NA | … | … | 3.85 | 6.74 | 7.02 | 6.06 | 26.01 | 5.59 | 20.49 | 1.86 | 8.46 | 3.79 | 7.32 | 7.25 | 11.61 | 10.85 | 4.79 | 8.65 | 10.09 | 2.69 | 37.52 | 5.40 | 4.69 | 5.34 | 9.23 | 7.31 | 11.31 | 8.21 | 8.80 | 14.58 | 48.63 | 19.01 | 14.17 | 19.34 | NA |
| Yield(%) | 0.00 | 6.84 | 8.69 | 7.99 | 20.33 | 16.10 | 12.99 | … | … | 0.00 | 7.19 | 7.33 | 10.86 | 10.11 | 13.45 | 7.13 | 7.06 | 6.77 | 5.15 | 19.17 | 6.98 | 8.96 | 5.61 | 9.48 | 10.22 | 8.73 | 10.15 | 9.55 | 11.52 | 16.11 | 16.68 | 14.22 | 20.19 | 13.51 | 13.80 | 16.48 | 16.82 | 11.02 | 39.84 | 47.82 | 20.00 | 5.14 |
Data as of 06/08/2026, Common starting date is 12/22/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMCDX (GMO EMERGING COUNTRY DEBT FUND CLASS III) |
-7.59%
Feb 2006 – Feb 2009 |
-2.36%
Sep 2017 – Sep 2022 |
2.03%
Sep 2012 – Sep 2022 |
4.41%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMCDX (GMO EMERGING COUNTRY DEBT FUND CLASS III) |
53.91%
Mar 1995 – Mar 1998 |
29.37%
Mar 1995 – Mar 2000 |
24.42%
Feb 1995 – Feb 2005 |
19.12%
Mar 1995 – Mar 2010 |
Annualized Rolling Returns Comparison Chart