GMOOX
GMO Global Asset Allocation Fund
GMO TRUST
Fund of funds

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
23.28%
3 year
14.53%
5 year
6.63%
10 year

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

Calendar-year returns

2021 onward derived from N-PORT monthly returns

Risk statistics

62 months through Feb. 28, 2026
Volatility (ann.)
8.40%
Sharpe
1.97
Sortino
4.28
Max drawdown
-21.80%
Best month
7.81%
Worst month
-6.90%
Beta vs VTSAX
0.48
Correlation
0.69

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

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