GEMEX
GMO Emerging Markets Fund
GMO TRUST

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
33.63%
3 year
17.47%
5 year
2.47%
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.)
12.25%
Sharpe
1.91
Sortino
4.60
Max drawdown
-42.56%
Best month
14.69%
Worst month
-15.28%
Beta vs VTIAX
0.91
Correlation
0.84

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

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