GMO Emerging Markets ex-China Fund
GMO TRUST

Average annual returns

No trailing-return data available for this share class.

Risk statistics

53 months through Feb. 28, 2026
Volatility (ann.)
13.52%
Sharpe
1.87
Sortino
4.75
Max drawdown
-40.33%
Best month
12.85%
Worst month
-14.04%
Beta vs VTIAX
0.94
Correlation
0.80

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

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