GMAWX
GMO Small Cap Quality Fund
GMO TRUST

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
-1.46%
3 year
12.60%
5 year
10 year

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

Calendar-year returns

2023 onward derived from N-PORT monthly returns

Risk statistics

40 months through Feb. 28, 2026
Volatility (ann.)
15.65%
Sharpe
0.78
Sortino
1.38
Max drawdown
-17.54%
Best month
11.23%
Worst month
-7.01%
Beta vs VTSAX
1.06
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.