Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GTMIX (GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND CLASS III) | 12.39% | 36.59% | 24.33% | 8.84% | 9.11% | 6.53% | 5.37% | … | … |
Data as of 06/05/2026, Common starting date 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 | 06/05/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.86 | 36.59 | 24.33 | 8.84 | 9.11 | 6.53 | 5.37 | … | … | 12.39 | 46.18 | 5.23 | 17.88 | -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 | 2.62 | 1.54 | 0.41 | 0.45 | NA | NA | … | … | 1.96 | 2.87 | 0.14 | 1.12 | -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 | 0.55 | 1.50 | 1.42 | 1.75 | 3.41 | -0.24 | -0.85 | -0.78 | 1.11 | 0.03 |
| Standard Deviation(%) | NA | 12.97 | 13.64 | 15.74 | 16.54 | NA | NA | … | … | 14.70 | 15.18 | 11.86 | 12.84 | 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 | 7.90 | 14.11 | 37.35 | 40.35 | NA | NA | … | … | 7.90 | 14.11 | 9.75 | 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 | 22.06 | 13.54 | 7.30 | 6.73 | 5.18 | 4.62 | … | … | 0.00 | 26.65 | 9.37 | 3.21 | 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 06/05/2026, Common starting date 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