EXOSX vs. GTMIX
Compare and contrast key facts about Manning & Napier Overseas Series (EXOSX) and GMO Tax-Managed International Equities Fund (GTMIX).
EXOSX is managed by Manning & Napier. It was launched on Jul 9, 2002. GTMIX is managed by GMO. It was launched on Jul 28, 1998.
Performance
EXOSX vs. GTMIX - Performance Comparison
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EXOSX vs. GTMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXOSX Manning & Napier Overseas Series | -7.05% | 16.21% | 3.33% | 19.89% | -24.26% | 11.50% | 27.07% | 27.52% | -17.23% | 23.92% |
GTMIX GMO Tax-Managed International Equities Fund | 5.80% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 7.50% | 23.35% | -21.23% | 28.45% |
Returns By Period
In the year-to-date period, EXOSX achieves a -7.05% return, which is significantly lower than GTMIX's 5.80% return. Over the past 10 years, EXOSX has underperformed GTMIX with an annualized return of 6.47%, while GTMIX has yielded a comparatively higher 9.60% annualized return.
EXOSX
- 1D
- 0.44%
- 1M
- -9.74%
- YTD
- -7.05%
- 6M
- -6.01%
- 1Y
- 3.66%
- 3Y*
- 6.53%
- 5Y*
- 1.56%
- 10Y*
- 6.47%
GTMIX
- 1D
- 0.35%
- 1M
- -6.82%
- YTD
- 5.80%
- 6M
- 15.97%
- 1Y
- 37.75%
- 3Y*
- 19.28%
- 5Y*
- 11.05%
- 10Y*
- 9.60%
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EXOSX vs. GTMIX - Expense Ratio Comparison
EXOSX has a 0.75% expense ratio, which is higher than GTMIX's 0.68% expense ratio.
Return for Risk
EXOSX vs. GTMIX — Risk / Return Rank
EXOSX
GTMIX
EXOSX vs. GTMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Overseas Series (EXOSX) and GMO Tax-Managed International Equities Fund (GTMIX). 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.
| EXOSX | GTMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 2.38 | -2.21 |
Sortino ratioReturn per unit of downside risk | 0.35 | 3.06 | -2.70 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.47 | -0.42 |
Calmar ratioReturn relative to maximum drawdown | 0.15 | 2.92 | -2.78 |
Martin ratioReturn relative to average drawdown | 0.56 | 14.29 | -13.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXOSX | GTMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 2.38 | -2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.75 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.60 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.39 | -0.01 |
Correlation
The correlation between EXOSX and GTMIX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EXOSX vs. GTMIX - Dividend Comparison
EXOSX's dividend yield for the trailing twelve months is around 1.22%, less than GTMIX's 21.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXOSX Manning & Napier Overseas Series | 1.22% | 1.13% | 1.29% | 1.27% | 0.82% | 1.85% | 0.86% | 1.72% | 0.91% | 1.79% | 1.71% | 1.84% |
GTMIX GMO Tax-Managed International Equities Fund | 21.21% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
Drawdowns
EXOSX vs. GTMIX - Drawdown Comparison
The maximum EXOSX drawdown since its inception was -55.50%, roughly equal to the maximum GTMIX drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for EXOSX and GTMIX.
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Drawdown Indicators
| EXOSX | GTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.50% | -58.31% | +2.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -11.24% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -37.71% | -28.81% | -8.90% |
Max Drawdown (10Y)Largest decline over 10 years | -37.71% | -40.32% | +2.61% |
Current DrawdownCurrent decline from peak | -11.38% | -6.82% | -4.56% |
Average DrawdownAverage peak-to-trough decline | -11.12% | -12.75% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.46% | +0.59% |
Volatility
EXOSX vs. GTMIX - Volatility Comparison
Manning & Napier Overseas Series (EXOSX) has a higher volatility of 5.78% compared to GMO Tax-Managed International Equities Fund (GTMIX) at 5.33%. This indicates that EXOSX's price experiences larger fluctuations and is considered to be riskier than GTMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXOSX | GTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 5.33% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 9.28% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 15.41% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 14.87% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 16.05% | +0.54% |