GMDFX
GMO Emerging Country Debt Fund
GMO TRUST

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
22.41%
3 year
17.82%
5 year
6.22%
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

78 months through Feb. 28, 2026
Volatility (ann.)
6.75%
Sharpe
2.84
Sortino
9.75
Max drawdown
-26.70%
Best month
8.54%
Worst month
-15.22%
Beta vs VBTLX
0.75
Correlation
0.62

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

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