Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GQEFX (GMO QUALITY FUND CLASS IV) | 4.44% | 19.40% | 18.17% | 10.13% | 13.10% | 13.08% | 10.76% | … | … |
Data as of 06/09/2026, Common starting date is 03/01/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GQEFX (GMO QUALITY FUND CLASS IV) | 03/01/2004 | 06/09/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.29 | 19.40 | 18.17 | 10.13 | 13.10 | 13.08 | 10.76 | … | … | 4.44 | 19.63 | 18.99 | 30.07 | -23.22 | 25.36 | 4.75 | 31.87 | 0.55 | 29.11 | 9.82 | 1.57 | 12.59 | 27.15 | 12.00 | 11.85 | 5.01 | 19.89 | -24.08 | 6.06 | 12.69 | -0.82 | 2.50 |
| Sharpe Ratio | NA | 1.41 | 1.09 | 0.46 | 0.65 | NA | NA | … | … | 0.48 | 1.04 | 1.37 | 2.13 | -1.03 | 1.83 | 0.13 | 2.53 | -0.05 | 4.21 | 0.82 | 0.11 | 1.24 | 2.79 | 1.16 | 0.66 | 0.36 | 1.07 | -0.78 | 0.22 | 0.97 | -0.32 | 0.18 |
| Standard Deviation(%) | NA | 12.46 | 13.48 | 16.27 | 17.61 | NA | NA | … | … | 14.53 | 16.14 | 11.21 | 12.53 | 23.98 | 13.81 | 34.25 | 12.04 | 16.34 | 6.79 | 11.69 | 14.18 | 10.12 | 9.70 | 10.37 | 17.87 | 13.59 | 18.45 | 32.06 | 13.57 | 9.59 | 9.68 | 10.67 |
| Draw Down(%) | NA | 12.74 | 15.55 | 26.24 | 30.42 | NA | NA | … | … | 12.74 | 15.55 | 6.49 | 8.68 | 26.24 | 5.94 | 30.42 | 5.83 | 16.82 | 2.15 | 6.71 | 11.10 | 6.17 | 5.04 | 7.76 | 12.01 | 13.85 | 21.15 | 33.33 | 8.36 | 7.74 | 7.77 | 7.62 |
| Yield(%) | 0.00 | 11.44 | 8.33 | 5.90 | 8.79 | 10.39 | 9.05 | … | … | 0.00 | 12.01 | 5.67 | 5.33 | 1.01 | 6.37 | 1.45 | 9.89 | 17.97 | 9.65 | 3.87 | 14.98 | 22.03 | 14.47 | 10.36 | 2.08 | 1.37 | 2.05 | 2.13 | 4.19 | 2.44 | 1.34 | 1.23 |
Data as of 06/09/2026, Common starting date is 03/01/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQEFX (GMO QUALITY FUND CLASS IV) |
-9.35%
Feb 2006 – Feb 2009 |
-2.48%
Apr 2004 – Apr 2009 |
6.87%
Apr 2004 – Apr 2014 |
8.16%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GQEFX (GMO QUALITY FUND CLASS IV) |
22.80%
Dec 2022 – Dec 2025 |
18.67%
Feb 2009 – Feb 2014 |
15.35%
Feb 2009 – Feb 2019 |
13.98%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart