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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GMO Resources Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
GMO Resources Fund (GOFIX) has returned 27.66% so far this year and 67.01% over the past 12 months. Looking at the last ten years, GOFIX has achieved an annualized return of 14.36%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
GMO Resources Fund
- 1D
- -0.22%
- 1M
- 4.63%
- YTD
- 27.66%
- 6M
- 39.62%
- 1Y
- 67.01%
- 3Y*
- 9.07%
- 5Y*
- 8.33%
- 10Y*
- 14.36%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2012, GOFIX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, your investment would double in approximately 6.7 years.
Historically, 55% of months were positive and 45% were negative. The best month was Nov 2020 with a return of +24.5%, while the worst month was Mar 2020 at -24.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GOFIX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +12.2%, while the worst single day was Mar 9, 2020 at -14.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 15.80% | 5.36% | 4.63% | 27.66% | |||||||||
| 2025 | 1.47% | -6.19% | -1.15% | -9.23% | 7.80% | 6.47% | 4.21% | 8.63% | 1.43% | 4.67% | 2.32% | 2.11% | 23.10% |
| 2024 | -9.70% | -0.48% | 6.58% | -0.23% | 4.73% | -8.43% | 0.90% | -0.24% | -0.75% | -4.65% | 1.39% | -7.27% | -17.91% |
| 2023 | 9.26% | -7.22% | -3.27% | 0.00% | -7.34% | 7.39% | 8.35% | -7.01% | -1.19% | -9.39% | 4.02% | 7.72% | -1.38% |
| 2022 | 2.21% | 1.31% | 5.00% | -9.46% | 8.31% | -15.82% | 6.22% | 1.72% | -11.17% | 7.54% | 13.02% | -5.27% | -0.80% |
| 2021 | 1.64% | 9.40% | 0.43% | 1.58% | 3.98% | 2.14% | -2.27% | -0.11% | -0.14% | 7.75% | -6.02% | 10.99% | 32.01% |
Benchmark Metrics
GMO Resources Fund has an annualized alpha of -2.31%, beta of 1.02, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since January 04, 2012.
- This fund participated in 118.28% of S&P 500 Index downside but only 99.29% of its upside — more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.31% versus S&P 500 Index — delivering less than market exposure alone would predict.
- With beta of 1.02 and R² of 0.51, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -2.31%
- Beta
- 1.02
- R²
- 0.51
- Upside Capture
- 99.29%
- Downside Capture
- 118.28%
Expense Ratio
GOFIX has an expense ratio of 0.72%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GOFIX ranks 94 for risk / return — in the top 94% 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 Resources Fund (GOFIX) and compare them to a chosen benchmark (S&P 500 Index).
| GOFIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 0.90 | +1.55 |
Sortino ratioReturn per unit of downside risk | 2.98 | 1.39 | +1.60 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.21 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 3.19 | 1.40 | +1.79 |
Martin ratioReturn relative to average drawdown | 14.88 | 6.61 | +8.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GOFIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
GMO Resources Fund provided a 3.43% dividend yield over the last twelve months, with an annual payout of $0.95 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.95 | $0.95 | $0.55 | $1.36 | $2.53 | $4.92 | $0.92 | $0.63 | $0.74 | $0.78 | $0.48 | $0.39 |
Dividend yield | 3.43% | 4.38% | 3.01% | 5.90% | 10.25% | 17.81% | 3.66% | 2.99% | 4.06% | 3.86% | 2.89% | 3.30% |
Monthly Dividends
The table displays the monthly dividend distributions for GMO Resources 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 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.90 | $0.95 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.55 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 | $1.36 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.00 | $0.00 | $1.82 | $2.53 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.92 | $4.92 |
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 Resources 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 Resources Fund was 51.77%, occurring on Jan 20, 2016. Recovery took 438 trading sessions.
The current GMO Resources Fund drawdown is 0.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.77% | Jun 24, 2014 | 397 | Jan 20, 2016 | 438 | Oct 13, 2017 | 835 |
| -45.98% | Jan 21, 2020 | 41 | Mar 18, 2020 | 169 | Nov 16, 2020 | 210 |
| -45.1% | Apr 5, 2022 | 755 | Apr 8, 2025 | 200 | Jan 26, 2026 | 955 |
| -21.11% | Feb 29, 2012 | 67 | Jun 4, 2012 | 163 | Jan 29, 2013 | 230 |
| -18.35% | May 22, 2018 | 150 | Dec 24, 2018 | 249 | Dec 19, 2019 | 399 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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