GMO U.S. Equity 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.)
12.73%
Sharpe
1.66
Sortino
3.34
Max drawdown
-21.15%
Best month
12.02%
Worst month
-12.53%
Beta vs VTSAX
1.02
Correlation
0.96

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

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