GQLFX
GMO Quality Fund
GMO TRUST

Average annual returns

No trailing-return data available for this share class.

Risk statistics

78 months through Feb. 28, 2026
Volatility (ann.)
10.90%
Sharpe
1.99
Sortino
4.06
Max drawdown
-22.95%
Best month
11.99%
Worst month
-9.05%
Beta vs VTSAX
0.81
Correlation
0.90

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

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