ESIM vs. GMOI

Last updated Jul 14, 2026

ESIM (Eventide International ETF) and GMOI (GMO International Value ETF) are both Foreign Large Cap Equities funds. ESIM is actively managed, while GMOI is passively managed. A 0.74 correlation means they provide meaningful diversification when combined. ESIM charges 0.59%/yr vs 0.60%/yr for GMOI.

Performance

ESIM vs. GMOI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide International ETF (ESIM) and GMO International Value ETF (GMOI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESIM achieves a 15.35% return, which is significantly higher than GMOI's 14.58% return.

ESIM

• 1D: -2.07%
• 1M: 0.00%
• 6M: 12.05%
• YTD: 15.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GMOI

• 1D: -0.03%
• 1M: 0.21%
• 6M: 11.78%
• YTD: 14.58%
• 1Y: 34.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIM vs. GMOI - Yearly Performance Comparison

	2026 (YTD)	2025
ESIM Eventide International ETF	15.35%	1.26%
GMOI GMO International Value ETF	14.58%	1.13%

Correlation

The correlation between ESIM and GMOI is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 17, 2025	0.74

Return for Risk

ESIM vs. GMOI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESIM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GMOI

GMOI Risk / Return Rank: 91
GMOI Sharpe Ratio Rank: 92
GMOI Sortino Ratio Rank: 92
GMOI Omega Ratio Rank: 90
GMOI Calmar Ratio Rank: 88
GMOI Martin Ratio Rank: 90

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.

ESIM vs. GMOI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide International ETF (ESIM) and GMO International Value ETF (GMOI). 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.

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.

	ESIM	GMOI	Difference
Sharpe ratio: Return per unit of total volatility	—	2.57	—
Sortino ratio: Return per unit of downside risk	—	3.58	—
Omega ratio: Gain probability vs. loss probability	—	1.46	—
Calmar ratio: Return relative to maximum drawdown	—	4.10	—
Martin ratio: Return relative to average drawdown	—	15.98	—

Drawdowns

ESIM vs. GMOI - Drawdown Comparison

The maximum ESIM drawdown since its inception was -11.26%, smaller than the maximum GMOI drawdown of -14.67%. Use the drawdown chart below to compare losses from any high point for ESIM and GMOI.

Drawdown Indicators

	ESIM	GMOI	Difference
Max Drawdown Largest peak-to-trough decline	-11.26%	-14.67%	+3.41%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.36%	—
Current Drawdown Current decline from peak	-3.50%	-0.29%	-3.21%
Average Drawdown Average peak-to-trough decline	-2.15%	-1.68%	-0.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.15%	—

Volatility

Volatility by Period

	ESIM	GMOI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.79%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.84%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.40%	13.39%	+4.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.40%	15.45%	+1.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.40%	15.45%	+1.95%

ESIM vs. GMOI - Expense Ratio Comparison

ESIM has a 0.59% expense ratio, which is lower than GMOI's 0.60% expense ratio.

Dividends

ESIM vs. GMOI - Dividend Comparison

ESIM's dividend yield for the trailing twelve months is around 1.21%, less than GMOI's 2.79% yield.

Position	TTM	2025	2024
ESIM Eventide International ETF	1.21%	0.03%	0.00%
GMOI GMO International Value ETF	2.79%	2.74%	0.54%

Frequently Asked Questions

Can I hold both ESIM and GMOI in my portfolio?

ESIM and GMOI have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ESIM or GMOI?

On fees, ESIM is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ESIM or GMOI?

ESIM is cheaper with a 0.59% expense ratio, compared with 0.60% for GMOI.

Which ETF pays a higher dividend yield, ESIM or GMOI?

GMOI has the higher dividend yield at 2.79%, compared with 1.21% for ESIM.

What is the main difference between ESIM and GMOI?

They also come from different issuers: Eventide and GMO. Their fees differ too: 0.59% for ESIM and 0.60% for GMOI.