GBFFX
GMO Benchmark-Free Fund
GMO TRUST

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
24.06%
3 year
14.36%
5 year
8.58%
10 year
6.63%

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

2025 onward derived from N-PORT monthly returns

Risk statistics

78 months through Feb. 28, 2026
Volatility (ann.)
8.16%
Sharpe
2.05
Sortino
4.60
Max drawdown
-18.28%
Best month
8.19%
Worst month
-12.66%
Beta vs VTIAX
0.62
Correlation
0.87

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.