GCCAX
GMO Climate Change Fund
GMO TRUST

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
39.26%
3 year
-1.95%
5 year
-1.18%
10 year

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

Calendar-year returns

2020 onward derived from N-PORT monthly returns

Risk statistics

74 months through Feb. 28, 2026
Volatility (ann.)
25.79%
Sharpe
-0.01
Sortino
-0.02
Max drawdown
-50.64%
Best month
17.34%
Worst month
-22.81%
Beta vs VTIAX
1.93
Correlation
0.82

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

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