GMO International Equity Allocation Fund
GMO TRUST
Fund of funds

Average annual returns

No trailing-return data available for this share class.

Risk statistics

78 months through Feb. 28, 2026
Volatility (ann.)
11.18%
Sharpe
2.39
Sortino
5.43
Max drawdown
-32.84%
Best month
13.06%
Worst month
-15.96%
Beta vs VTSAX
0.46
Correlation
0.50

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

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