GABFX vs. XLF

In the year-to-date period, GABFX achieves a 2.89% return, which is significantly lower than XLF's 5.82% return. Over the past 10 years, GABFX has underperformed XLF with an annualized return of 0.24%, while XLF has yielded a comparatively higher 14.35% annualized return.

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GABFX has a 0.32% expense ratio, which is higher than XLF's 0.13% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for GMO Asset Allocation Bond Fund (GABFX) and Financial Select Sector SPDR Fund (XLF). 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.

The current GABFX Sharpe Ratio is 0.18, which is lower than the XLF Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of GABFX and XLF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GABFX's dividend yield for the trailing twelve months is around 5.02%, more than XLF's 1.40% yield.

The maximum GABFX drawdown since its inception was -27.84%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for GABFX and XLF.

GMO Asset Allocation Bond Fund (GABFX) and Financial Select Sector SPDR Fund (XLF) have volatilities of 4.64% and 4.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.