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ISIN
US3620141024
Issuer
GMO
Inception Date
Dec 27, 2011
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

GOFIX Performance Chart

GMO Resources Fund (GOFIX) is up 20.4% since the beginning of the year. GOFIX is currently trading at $26 per share. Investors who bought $1,000 worth of GOFIX shares 5 years ago would now be looking at an investment worth $1,378.


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S&P 500 Index

Returns By Period

GMO Resources Fund (GOFIX) has returned 20.42% so far this year and 46.36% over the past 12 months. Over the last ten years, GOFIX has returned 12.15% per year, falling short of the S&P 500 Index benchmark, which averaged 13.27% annually.


GMO Resources Fund

1D
-0.54%
1M
-4.25%
6M
11.34%
YTD
20.42%
1Y
46.36%
3Y*
5.90%
5Y*
6.63%
10Y*
12.15%

Benchmark (S&P 500 Index)

1D
-0.51%
1M
0.30%
6M
8.49%
YTD
10.05%
1Y
20.28%
3Y*
18.54%
5Y*
11.73%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOFIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2012, GOFIX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 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 12 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202615.80%5.36%6.57%3.10%-1.04%-11.35%2.39%20.42%
20251.47%-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%
20239.26%-7.22%-3.27%-0.00%-7.34%7.39%8.35%-7.01%-1.19%-9.39%4.02%7.72%-1.38%
20222.21%1.31%5.00%-9.46%8.31%-15.82%6.22%1.72%-11.17%7.54%13.02%-5.27%-0.80%
20211.64%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 -3.86%, beta of 1.02, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since January 03, 2012.

  • This fund participated in 122.96% of S&P 500 Index downside but only 95.18% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.86% 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
-3.86%
Beta
1.02
0.51
Upside Capture
95.18%
Downside Capture
122.96%

Expense Ratio

GOFIX has an expense ratio of 0.72%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GOFIX ranks 79 for risk / return — better than 79% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


GOFIX Risk / Return Rank: 7979
Overall Rank
GOFIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GOFIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
GOFIX Omega Ratio Rank: 7575
Omega Ratio Rank
GOFIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
GOFIX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for GMO Resources Fund (GOFIX) 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.


GOFIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.38

1.29

+0.08

Calmar ratioReturn relative to maximum drawdown

3.12

2.24

+0.88

Martin ratioReturn relative to average drawdown

11.09

9.71

+1.39

Dividends

Dividend History

GMO Resources Fund provided a 5.11% dividend yield over the last twelve months, with an annual payout of $1.31 per share.


5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.31$0.95$0.55$1.36$2.53$4.92$0.92$0.63$0.74$0.78$0.48$0.39

Dividend yield

5.11%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
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 11.46%.


Drawdown

Fall

Recovery

Underwater

Related event

-51.77%Jan 2016
1y 7mo1y 8mo
3y 3moJun 2014 - Oct 2017
-45.98%Mar 2020
1mo 27d8mo 3d
10moJan 2020 - Nov 2020
COVID crash2020
-45.10%Apr 2025
3y 4d9mo 23d
3y 9moApr 2022 - Jan 2026
2025 selloff2025
-21.11%Jun 2012
3mo 6d7mo 29d
11mo 5dFeb 2012 - Jan 2013
-18.35%Dec 2018
7mo 6d12mo
1y 7moMay 2018 - Dec 2019
Rate-hike selloffLate 2018

Drawdown Indicators


GOFIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-51.77%

-56.78%

+5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-9.10%

-5.41%

Max Drawdown (3Y)

Largest decline over 3 years

-41.28%

-18.90%

-22.38%

Max Drawdown (5Y)

Largest decline over 5 years

-45.10%

-25.43%

-19.67%

Max Drawdown (10Y)

Largest decline over 10 years

-45.98%

-33.92%

-12.06%

Current Drawdown

Current decline from peak

-11.46%

-1.00%

-10.46%

Average Drawdown

Average peak-to-trough decline

-13.56%

-10.70%

-2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

2.09%

+1.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with GOFIX

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