GMOIX
GMO International Equity Fund
GMO TRUST

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
44.00%
3 year
25.15%
5 year
14.51%
10 year
10.35%

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.)
12.10%
Sharpe
2.35
Sortino
5.12
Max drawdown
-26.83%
Best month
13.01%
Worst month
-16.33%
Beta vs VTIAX
0.94
Correlation
0.88

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

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