- ISIN
- US3620134508
- Issuer
- GMO
- Inception Date
- Jun 4, 2006
- Category
- Foreign Large Cap Equities
- Min. Investment
- $5,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
GIOTX Performance Chart
GMO International Developed Equity Allocation Fund (GIOTX) is up 19.2% since the beginning of the year. GIOTX is currently trading at $27 per share. Investors who bought $1,000 worth of GIOTX shares 5 years ago would now be looking at an investment worth $1,998.
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Returns By Period
GMO International Developed Equity Allocation Fund (GIOTX) has returned 19.20% so far this year and 44.26% over the past 12 months. Over the last ten years, GIOTX has returned 12.13% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
GMO International Developed Equity Allocation Fund
- 1D
- 0.44%
- 1M
- 2.17%
- YTD
- 19.20%
- 6M
- 19.41%
- 1Y
- 44.26%
- 3Y*
- 26.69%
- 5Y*
- 14.85%
- 10Y*
- 12.13%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
GIOTX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2007, GIOTX's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Oct 2008 at -17.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, GIOTX closed higher 52% of trading days. The best single day was Oct 28, 2008 with a return of +10.6%, while the worst single day was Mar 12, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.34% | 7.48% | -7.23% | 7.05% | 4.08% | 0.89% | 19.20% | ||||||
| 2025 | 4.48% | 3.23% | 2.05% | 4.33% | 4.20% | 2.92% | -0.36% | 5.31% | 1.89% | 1.02% | 4.77% | 3.11% | 43.70% |
| 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% | 2.79% | -4.55% | -8.24% | 5.99% | 12.42% | -1.08% | -12.41% |
| 2021 | -0.36% | 3.42% | 4.19% | 2.38% | 4.54% | -2.38% | -0.66% | 0.93% | -3.41% | 1.63% | -4.97% | 5.94% | 11.14% |
Benchmark Metrics
GMO International Developed Equity Allocation Fund has an annualized alpha of -0.57%, beta of 0.82, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since January 03, 2007.
- This fund participated in 94.68% of S&P 500 Index downside but only 84.17% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.57%
- Beta
- 0.82
- R²
- 0.73
- Upside Capture
- 84.17%
- Downside Capture
- 94.68%
Expense Ratio
GIOTX has an expense ratio of 0.00%, meaning no management fees are charged.
Return for Risk
Risk / Return Rank
GIOTX ranks 87 for risk / return — in the top 87% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for GMO International Developed Equity Allocation Fund (GIOTX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GIOTX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.37 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 2.78 | +1.29 |
| Martin ratioReturn relative to average drawdown | 16.00 | 12.44 | +3.56 |
Dividends
Dividend History
GMO International Developed Equity Allocation Fund provided a 6.75% dividend yield over the last twelve months, with an annual payout of $1.84 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.84 | $1.84 | $0.87 | $1.07 | $0.64 | $1.14 | $0.74 | $0.60 | $0.52 | $0.54 | $0.57 | $0.48 |
Dividend yield | 6.75% | 8.04% | 5.07% | 6.54% | 4.45% | 6.67% | 4.48% | 3.74% | 3.90% | 3.15% | 4.04% | 3.39% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $1.82 | $1.84 |
| 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 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $0.64 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $1.10 | $1.14 |
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.
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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 56.51%, occurring on Mar 9, 2009. Recovery took 1162 trading sessions.
The current GMO International Developed Equity Allocation Fund drawdown is 0.22%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.51%Mar 2009 | 1y 4mo | 4y 7mo | 5y 11moNov 2007 - Oct 2013 |
COVID crash2020 | -39.29%Mar 2020 | 2y 1mo | 9mo 18d | 2y 11moJan 2018 - Jan 2021 |
2016 bear market2016 | -29.80%Feb 2016 | 1y 7mo | 1y 7mo | 3y 2moJul 2014 - Oct 2017 |
Bear market2022 | -29.68%Sep 2022 | 1y 3mo | 1y 3mo | 2y 6moJun 2021 - Dec 2023 |
2025 selloff2025 | -13.40%Apr 2025 | 19d | 20d | 1mo 9dMar 2025 - Apr 2025 |
Drawdown Indicators
| GIOTX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.51% | -56.78% | +0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.66% | -9.10% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -13.40% | -18.90% | +5.50% |
Max Drawdown (5Y)Largest decline over 5 years | -28.34% | -25.43% | -2.91% |
Max Drawdown (10Y)Largest decline over 10 years | -39.29% | -33.92% | -5.37% |
Current DrawdownCurrent decline from peak | -0.22% | -1.80% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -14.20% | -10.71% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.03% | +0.68% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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