GMO Quality Fund (GQETX)
The investment seeks total return. The fund is permitted to invest directly and indirectly (e.g., through underlying funds or derivatives) in equities of companies tied economically to any country in the world, including emerging countries. In addition, the fund may lend its portfolio securities. It also may invest in U.S. Treasury fund, in money market funds unaffiliated with GMO, and directly in the types of investments typically held by money market funds. It is non-diversified.
Fund Info
US3620082608
Feb 6, 2004
$5,000,000
Large-Cap
Blend
Expense Ratio
GQETX has an expense ratio of 0.49%, placing it in the medium range.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Returns By Period
GMO Quality Fund (GQETX) returned 0.09% year-to-date (YTD) and 8.28% over the past 12 months. Over the past 10 years, GQETX returned 9.14% annually, underperforming the S&P 500 benchmark at 10.31%.
GQETX
0.09%
10.35%
-1.39%
8.28%
17.14%
9.14%
^GSPC (Benchmark)
-4.26%
11.24%
-5.02%
8.55%
14.02%
10.31%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.18% | -0.99% | -4.95% | -0.59% | 1.71% | 0.09% | |||||||
| 2024 | 2.71% | 5.05% | 2.71% | -3.77% | 3.49% | 3.97% | 1.20% | 3.03% | 1.60% | -3.07% | 3.40% | -2.42% | 18.91% |
| 2023 | 6.72% | -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 | -0.60% | -7.55% | -9.05% | 11.20% | 3.26% | 1.05% | 4.57% | 6.06% | -3.03% | -3.65% | 11.99% | 5.15% | 18.33% |
| 2019 | 6.28% | 2.91% | 3.55% | 2.86% | -4.97% | 6.03% | 1.19% | -1.49% | 1.05% | 3.25% | 3.59% | -2.45% | 23.35% |
| 2018 | 6.10% | -3.09% | -3.42% | 0.66% | 2.21% | 1.16% | 1.32% | 3.84% | 0.87% | -5.05% | 1.62% | -19.99% | -15.32% |
| 2017 | 1.90% | 5.60% | 1.50% | 2.41% | 3.58% | 0.38% | 0.22% | 1.47% | 0.62% | 4.48% | 2.64% | -5.03% | 21.19% |
| 2016 | -2.22% | 0.42% | 6.06% | -0.94% | 2.51% | 1.08% | 2.11% | -0.14% | 0.09% | -2.19% | 0.00% | 0.99% | 7.75% |
| 2015 | -2.46% | 5.22% | -2.09% | 0.58% | 0.97% | -2.89% | -3.26% | -6.22% | -1.05% | 7.71% | -0.61% | -7.48% | -11.87% |
| 2014 | -3.41% | 4.20% | 1.40% | 1.26% | 1.94% | 0.46% | -10.59% | 3.45% | -1.24% | 2.38% | 3.75% | -10.76% | -8.37% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GQETX is 58, 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 Quality Fund (GQETX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
GMO Quality Fund provided a 4.92% dividend yield over the last twelve months, with an annual payout of $1.60 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.60 | $1.60 | $1.22 | $2.73 | $3.10 | $3.48 | $2.00 | $4.41 | $1.98 | $0.73 | $3.34 | $5.43 |
Dividend yield | 4.92% | 4.92% | 4.25% | 11.85% | 10.19% | 13.61% | 8.08% | 21.66% | 8.10% | 3.56% | 17.25% | 24.26% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.00 | $1.54 | $1.60 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $1.17 | $1.22 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.00 | $0.00 | $2.01 | $2.73 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.00 | $0.00 | $2.54 | $3.10 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.87 | $0.00 | $0.00 | $0.00 | $0.00 | $2.61 | $3.48 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.00 | $0.00 | $1.70 | $2.00 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.07 | $0.00 | $0.00 | $0.00 | $0.00 | $3.34 | $4.41 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.00 | $0.00 | $1.73 | $1.98 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.73 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.49 | $0.00 | $0.00 | $0.00 | $0.00 | $1.85 | $3.34 |
| 2014 | $2.70 | $0.00 | $0.00 | $0.00 | $0.00 | $2.73 | $5.43 |
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 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 41.46%, occurring on Mar 9, 2009. Recovery took 562 trading sessions.
The current GMO Quality Fund drawdown is 5.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.46% | Jun 5, 2007 | 442 | Mar 9, 2009 | 562 | May 31, 2011 | 1004 |
| -31.34% | Oct 2, 2018 | 370 | Mar 23, 2020 | 107 | Aug 24, 2020 | 477 |
| -29.85% | Jul 7, 2014 | 389 | Jan 20, 2016 | 448 | Oct 27, 2017 | 837 |
| -24.22% | Jan 4, 2022 | 195 | Oct 12, 2022 | 167 | Jun 13, 2023 | 362 |
| -15.54% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current GMO Quality Fund volatility is 9.66%, 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.