GMO International Developed Equity Allocation Fund (GIOTX)
The investment seeks total return greater than that of its benchmark, the MSCI EAFE Index. The fund is a fund of funds and invests primarily in equities traded in non-U.S. markets (including emerging markets) through its investment in other series of GMO Trust, including International Equity Fund, Emerging Markets Fund and Japan Value Creation Fund (collectively, the "underlying GMO Funds"). It invests (including through investment in the underlying funds) at least 80% of its assets in equities tied economically to developed markets.
Fund Info
US3620134508
Jun 4, 2006
$5,000,000
Large-Cap
Value
Expense Ratio
GIOTX has an expense ratio of 0.00%, indicating no management fees are charged.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GMO International Developed Equity Allocation Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
GMO International Developed Equity Allocation Fund had a return of 8.78% year-to-date (YTD) and 19.79% in the last 12 months. Over the past 10 years, GMO International Developed Equity Allocation Fund had an annualized return of 5.63%, while the S&P 500 had an annualized return of 11.29%, indicating that GMO International Developed Equity Allocation Fund did not perform as well as the benchmark.
GIOTX
8.78%
7.91%
8.83%
19.79%
8.59%
5.63%
^GSPC (Benchmark)
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
Monthly Returns
The table below presents the monthly returns of GIOTX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.48% | 8.78% | |||||||||||
| 2024 | -0.00% | 1.96% | 4.27% | -1.90% | 5.35% | -3.46% | 4.23% | 3.00% | 1.51% | -5.47% | -0.34% | 1.62% | 10.66% |
| 2023 | 7.31% | -1.82% | 1.72% | 1.69% | -3.83% | 6.64% | 4.06% | -3.11% | -1.61% | -3.77% | 8.55% | 4.51% | 21.03% |
| 2022 | -0.99% | -3.59% | -1.53% | -5.83% | 2.97% | -9.41% | 2.50% | -4.55% | -8.24% | 5.99% | 12.42% | -1.08% | -12.66% |
| 2021 | -0.36% | 3.42% | 4.19% | 2.38% | 4.54% | -2.38% | -0.77% | 0.93% | -3.41% | 1.63% | -4.97% | 5.77% | 10.83% |
| 2020 | -2.25% | -7.22% | -16.18% | 7.81% | 4.27% | 3.51% | 3.91% | 3.00% | -1.32% | -3.75% | 12.53% | 6.20% | 7.43% |
| 2019 | 9.21% | 1.17% | 0.20% | 2.98% | -6.83% | 6.14% | -2.83% | -2.47% | 4.64% | 4.84% | 1.28% | 4.84% | 24.44% |
| 2018 | 6.20% | -5.56% | -1.33% | -0.00% | -1.87% | -4.05% | 3.06% | -2.48% | 0.50% | -9.15% | -0.61% | -5.44% | -19.66% |
| 2017 | 2.91% | 1.45% | 2.72% | 2.18% | 3.24% | 0.50% | 2.57% | 1.34% | 2.53% | 2.46% | 0.06% | 1.74% | 26.38% |
| 2016 | -5.28% | -3.05% | 7.59% | 2.07% | -0.28% | -2.73% | 3.81% | 0.49% | 1.59% | -1.22% | -1.79% | 2.67% | 3.24% |
| 2015 | 0.64% | 6.63% | -2.72% | 4.99% | -0.93% | -2.69% | -0.31% | -7.01% | -5.65% | 4.96% | -1.25% | -2.53% | -6.64% |
| 2014 | -2.92% | 6.07% | 0.22% | 2.94% | 0.92% | 1.60% | -3.95% | -0.16% | -4.56% | -1.84% | 0.70% | -4.45% | -5.84% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GIOTX is 74, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for GMO International Developed Equity Allocation Fund (GIOTX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
GMO International Developed Equity Allocation Fund provided a 4.66% dividend yield over the last twelve months, with an annual payout of $0.87 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.87 | $0.87 | $1.07 | $0.60 | $1.09 | $0.74 | $0.60 | $0.52 | $0.54 | $0.57 | $0.48 | $0.74 |
Dividend yield | 4.66% | 5.07% | 6.54% | 4.18% | 6.38% | 4.48% | 3.74% | 3.90% | 3.15% | 4.04% | 3.39% | 4.69% |
Monthly Dividends
The table displays the monthly dividend distributions for GMO International Developed Equity Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.85 | $0.87 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $1.06 | $1.07 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $0.60 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $1.08 | $1.09 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 | $0.74 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.56 | $0.60 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.52 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.50 | $0.54 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 | $0.57 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.48 |
| 2014 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 | $0.74 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the GMO International Developed Equity Allocation Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the GMO International Developed Equity Allocation Fund was 63.12%, occurring on Mar 9, 2009. Recovery took 2220 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.12% | Oct 30, 2007 | 340 | Mar 9, 2009 | 2220 | Jan 2, 2018 | 2560 |
| -39.29% | Jan 29, 2018 | 541 | Mar 23, 2020 | 199 | Jan 5, 2021 | 740 |
| -30.07% | Jun 8, 2021 | 330 | Sep 27, 2022 | 314 | Dec 27, 2023 | 644 |
| -12.54% | Jul 6, 2007 | 30 | Aug 16, 2007 | 31 | Oct 1, 2007 | 61 |
| -8.65% | Sep 27, 2024 | 39 | Nov 20, 2024 | 51 | Feb 6, 2025 | 90 |
Volatility
Volatility Chart
The current GMO International Developed Equity Allocation Fund volatility is 3.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.