GIOTX
GMO International Developed Equity Allocation Fund
GMO TRUST
Fund of funds

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
43.71%
3 year
24.37%
5 year
13.37%
10 year
10.12%

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.)
11.83%
Sharpe
2.35
Sortino
5.16
Max drawdown
-28.10%
Best month
12.53%
Worst month
-16.18%
Beta vs VTSAX
0.45
Correlation
0.46

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

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