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GMO Quality Fund (GQETX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3620082608

Issuer

GMO

Inception Date

Feb 6, 2004

Min. Investment

$5,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
GQETX vs. TRBUX GQETX vs. GQLVX GQETX vs. GQSCX GQETX vs. VOO GQETX vs. QQQ GQETX vs. VTAPX GQETX vs. VUG GQETX vs. VXUS GQETX vs. VYM GQETX vs. VTIP
Popular comparisons:
GQETX vs. TRBUX GQETX vs. GQLVX GQETX vs. GQSCX GQETX vs. VOO GQETX vs. QQQ GQETX vs. VTAPX GQETX vs. VUG GQETX vs. VXUS GQETX vs. VYM GQETX vs. VTIP

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GMO Quality Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.29%
12.53%
GQETX (GMO Quality Fund)
Benchmark (^GSPC)

Returns By Period

GMO Quality Fund had a return of 20.32% year-to-date (YTD) and 24.44% in the last 12 months. Over the past 10 years, GMO Quality Fund had an annualized return of 14.71%, outperforming the S&P 500 benchmark which had an annualized return of 11.21%.


GQETX

YTD

20.32%

1M

0.55%

6M

7.29%

1Y

24.44%

5Y (annualized)

16.57%

10Y (annualized)

14.71%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of GQETX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.71%5.05%2.71%-3.77%3.49%3.97%1.20%3.03%1.60%-3.07%20.32%
20236.72%-3.45%5.47%3.19%2.75%5.34%2.68%-1.81%-5.01%-0.34%8.74%3.21%30.02%
2022-3.68%-4.23%1.46%-6.08%0.60%-6.77%7.12%-4.98%-8.35%7.66%7.15%-4.57%-15.33%
2021-1.68%3.22%5.16%5.71%1.56%1.19%2.95%1.83%-4.65%6.08%-3.14%10.58%31.67%
2020-0.61%-7.55%-9.05%11.20%3.26%1.05%4.57%6.06%-3.03%-3.65%11.99%5.15%18.33%
20196.28%2.91%3.55%2.86%-4.97%6.03%2.21%-1.49%1.05%3.25%3.59%3.17%31.77%
20186.10%-3.09%-3.42%0.66%2.21%1.16%5.38%3.84%0.87%-5.05%1.62%-8.69%0.50%
20171.90%5.60%1.50%2.41%3.58%0.38%1.03%1.47%0.62%4.48%2.64%0.36%29.11%
2016-2.22%0.42%6.06%-0.94%2.51%1.08%3.54%-0.14%0.10%-2.19%0.00%1.42%9.73%
2015-2.46%5.22%-2.09%0.58%0.97%-2.89%3.29%-6.22%-1.05%7.71%-0.61%-0.12%1.58%
2014-3.41%4.20%1.40%1.26%1.94%0.46%-0.93%3.45%-1.24%2.38%3.75%-1.13%12.48%
20134.83%1.67%3.61%2.76%0.67%-1.25%3.61%-3.50%1.61%4.45%3.04%1.54%25.24%

Expense Ratio

GQETX features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for GQETX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GQETX is 74, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of GQETX is 7474
Combined Rank
The Sharpe Ratio Rank of GQETX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GQETX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of GQETX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of GQETX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of GQETX is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for GMO Quality Fund (GQETX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for GQETX, currently valued at 2.22, compared to the broader market-1.000.001.002.003.004.005.002.222.53
The chart of Sortino ratio for GQETX, currently valued at 3.04, compared to the broader market0.005.0010.003.043.39
The chart of Omega ratio for GQETX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.47
The chart of Calmar ratio for GQETX, currently valued at 3.75, compared to the broader market0.005.0010.0015.0020.003.753.65
The chart of Martin ratio for GQETX, currently valued at 15.02, compared to the broader market0.0020.0040.0060.0080.00100.0015.0216.21
GQETX
^GSPC

The current GMO Quality Fund Sharpe ratio is 2.22. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of GMO Quality Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.22
2.53
GQETX (GMO Quality Fund)
Benchmark (^GSPC)

Dividends

Dividend History

GMO Quality Fund provided a 0.86% dividend yield over the last twelve months, with an annual payout of $0.30 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.30$0.28$0.30$1.60$0.35$0.36$0.39$0.41$0.35$0.42$0.49$0.88

Dividend yield

0.86%0.99%1.28%5.25%1.37%1.44%1.93%1.66%1.72%2.18%2.19%3.53%

Monthly Dividends

The table displays the monthly dividend distributions for GMO Quality Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.06
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.24$0.28
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.26$0.30
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$1.55$1.60
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.29$0.35
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.30$0.36
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.32$0.39
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.34$0.41
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.30$0.35
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.33$0.42
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.37$0.49
2013$0.41$0.00$0.00$0.00$0.00$0.47$0.88

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.71%
-0.53%
GQETX (GMO Quality Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the GMO Quality 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 Quality Fund was 39.99%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.

The current GMO Quality Fund drawdown is 1.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.99%Nov 1, 2007338Mar 9, 2009538Apr 26, 2011876
-30.44%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.22%Jan 4, 2022195Oct 12, 2022167Jun 13, 2023362
-16.88%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-11.98%Jul 25, 201113Aug 10, 201155Oct 27, 201168

Volatility

Volatility Chart

The current GMO Quality Fund volatility is 3.36%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.36%
3.97%
GQETX (GMO Quality Fund)
Benchmark (^GSPC)