GCAVX
GMO U.S. Small Cap Value Fund
GMO TRUST

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
15.25%
3 year
16.28%
5 year
12.91%
10 year

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.)
19.20%
Sharpe
0.81
Sortino
1.61
Max drawdown
-38.07%
Best month
16.93%
Worst month
-26.14%
Beta vs VTSAX
1.22
Correlation
0.76

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

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