GMOIX
GMO International Equity Fund Class III
Mutual fund
$40.87+0.41 (+1.01%)Close Oct 2, 2026
Mar 31, 1987 – Oct 2, 2026, Dividends reinvested
- Final balance
- $251,739
- CAGR
- +8.51%
- Max drawdown
- −59.00%
- Sharpe ratio
- 0.59
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Growth of $10,000
Trailing returns (%)
Annualized from 3Y- 1M
- −1.54%
- 3M
- +2.69%
- 6M
- +13.46%
- YTD
- +20.85%
- 1Y
- +31.95%
- 3Y
- +29.46%
- 5Y
- +16.78%
- 10Y
- +12.26%
- 15Y
- +10.05%
- 20Y
- +6.32%
- 25Y
- +8.80%
- 30Y
- +7.83%
- Since 1987
- +8.51%
Metrics
Since 1987| Volatility | 16.03% |
|---|---|
| Sortino ratio | 0.82 |
| Calmar ratio | 0.14 |
| Best year, 2025 | +43.94% |
| Worst year, 2008 | −38.85% |
| Positive years | 27 of 38 |
| Longest drawdown | 6.6 years |
Worst drawdowns
Since 1987| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −59.0% | Oct 2007 | Mar 2009 | Jun 2014 | 6.6 years |
| −40.1% | Jan 2018 | Mar 2020 | Jan 2021 | 2.9 years |
| −29.6% | Jul 2014 | Feb 2016 | Oct 2017 | 3.3 years |
| −28.7% | Jun 2021 | Sep 2022 | Dec 2023 | 2.5 years |
| −24.3% | Jul 1998 | Oct 1998 | Jul 1999 | 1 year |
Annual returns
1987 from Mar 31 · 2026 through Oct 2