GSXMX
GMO International Equity Allocation Fund
GMO TRUST
Fund of funds

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
40.85%
3 year
22.44%
5 year
9.95%
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.)
11.16%
Sharpe
2.39
Sortino
5.45
Max drawdown
-32.85%
Best month
13.06%
Worst month
-15.93%
Beta vs VTSAX
0.46
Correlation
0.49

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

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