GMO High Yield 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.)
4.56%
Sharpe
2.09
Sortino
5.76
Max drawdown
-12.91%
Best month
6.43%
Worst month
-9.83%
Beta vs VBTLX
0.69
Correlation
0.85

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

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