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BRK-B vs. GIOTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BRK-B vs. GIOTX

Last updated Apr 4, 2026

Compare and contrast key facts about Berkshire Hathaway Inc. (BRK-B) and GMO International Developed Equity Allocation Fund (GIOTX).

GIOTX is managed by GMO. It was launched on Jun 4, 2006.

Performance

BRK-B vs. GIOTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and GMO International Developed Equity Allocation Fund (GIOTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRK-B achieves a -5.03% return, which is significantly lower than GIOTX's 7.21% return. Over the past 10 years, BRK-B has outperformed GIOTX with an annualized return of 12.79%, while GIOTX has yielded a comparatively lower 11.20% annualized return.

BRK-B

1D
-0.24%
1M
-4.61%
YTD
-5.03%
6M
-4.29%
1Y
-3.28%
3Y*
15.44%
5Y*
13.08%
10Y*
12.79%

GIOTX

1D
-0.69%
1M
-0.24%
YTD
7.21%
6M
15.92%
1Y
52.38%
3Y*
24.11%
5Y*
13.07%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. GIOTX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.		-5.03%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%
GIOTX
GMO International Developed Equity Allocation Fund		7.21%43.70%10.66%21.03%-12.41%11.14%7.43%24.45%-19.66%26.38%

Correlation

The correlation between BRK-B and GIOTX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.

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Berkshire Hathaway Inc.

GMO International Developed Equity Allocation Fund

Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT
Often compared with GIOTX:
GIOTX vs. FDVVGIOTX vs. GWOAXGIOTX vs. DODFXGIOTX vs. GMWAXGIOTX vs. GMOQXGIOTX vs. GHVIXGIOTX vs. VYMI

Return for Risk

BRK-B vs. GIOTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BRK-B
BRK-B Risk / Return Rank: 1515
Overall Rank
BRK-B Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1515
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1414
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1515
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1616
Martin Ratio Rank
GIOTX
GIOTX Risk / Return Rank: 9494
Overall Rank
GIOTX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GIOTX Sortino Ratio Rank: 9393
Sortino Ratio Rank
GIOTX Omega Ratio Rank: 9292
Omega Ratio Rank
GIOTX Calmar Ratio Rank: 9696
Calmar Ratio Rank
GIOTX Martin Ratio Rank: 9595
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.

BRK-B vs. GIOTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and GMO International Developed Equity Allocation Fund (GIOTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

BRK-BGIOTXDifference

Sharpe ratio

Return per unit of total volatility

-0.62

2.35

-2.97

Sortino ratio

Return per unit of downside risk

-0.73

3.03

-3.76

Omega ratio

Gain probability vs. loss probability

0.90

1.45

-0.55

Calmar ratio

Return relative to maximum drawdown

-0.70

3.74

-4.44

Martin ratio

Return relative to average drawdown

-1.19

13.98

-15.18

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRK-B vs. GIOTX - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.62, which is lower than the GIOTX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of BRK-B and GIOTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

BRK-BGIOTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

2.35

-2.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.86

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.69

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.31

+0.17

Drawdowns

BRK-B vs. GIOTX - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, roughly equal to the maximum GIOTX drawdown of -56.51%. Use the drawdown chart below to compare losses from any high point for BRK-B and GIOTX.

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Drawdown Indicators

BRK-BGIOTXDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-56.51%

+2.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-10.66%

-4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-29.68%

+3.10%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-39.29%

+9.72%

Current Drawdown

Current decline from peak

-11.57%

-6.30%

-5.27%

Average Drawdown

Average peak-to-trough decline

-11.07%

-14.35%

+3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.75%

2.85%

+5.90%

Volatility

BRK-B vs. GIOTX - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 4.12%, while GMO International Developed Equity Allocation Fund (GIOTX) has a volatility of 7.14%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than GIOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BRK-BGIOTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

7.14%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.11%

11.84%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.30%

16.98%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

15.24%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

16.28%

+3.16%

Dividends

BRK-B vs. GIOTX - Dividend Comparison

BRK-B has not paid dividends to shareholders, while GIOTX's dividend yield for the trailing twelve months is around 7.50%.

TTM20252024202320222021202020192018201720162015
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GIOTX
GMO International Developed Equity Allocation Fund		7.50%8.04%5.07%6.54%4.45%6.67%4.48%3.74%3.90%3.15%4.04%3.39%