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GAOSX vs. GIMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAOSX vs. GIMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Global Allocation Fund (GAOSX) and GMO Implementation Fund (GIMFX). The values are adjusted to include any dividend payments, if applicable.

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GAOSX vs. GIMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAOSX
JPMorgan Global Allocation Fund
-5.26%14.96%8.21%13.02%-18.59%9.54%15.55%16.27%-5.81%17.12%
GIMFX
GMO Implementation Fund
4.96%25.37%2.67%14.75%-1.24%4.05%-7.25%13.24%-5.58%14.09%

Returns By Period

In the year-to-date period, GAOSX achieves a -5.26% return, which is significantly lower than GIMFX's 4.96% return. Both investments have delivered pretty close results over the past 10 years, with GAOSX having a 6.41% annualized return and GIMFX not far ahead at 6.46%.


GAOSX

1D
-0.10%
1M
-8.56%
YTD
-5.26%
6M
-3.79%
1Y
8.55%
3Y*
8.15%
5Y*
3.12%
10Y*
6.41%

GIMFX

1D
0.25%
1M
-5.36%
YTD
4.96%
6M
11.65%
1Y
25.30%
3Y*
14.62%
5Y*
8.53%
10Y*
6.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAOSX vs. GIMFX - Expense Ratio Comparison

GAOSX has a 0.77% expense ratio, which is higher than GIMFX's 0.02% expense ratio.


Return for Risk

GAOSX vs. GIMFX — Risk / Return Rank

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

GAOSX
GAOSX Risk / Return Rank: 3131
Overall Rank
GAOSX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GAOSX Sortino Ratio Rank: 3131
Sortino Ratio Rank
GAOSX Omega Ratio Rank: 3030
Omega Ratio Rank
GAOSX Calmar Ratio Rank: 3030
Calmar Ratio Rank
GAOSX Martin Ratio Rank: 3333
Martin Ratio Rank

GIMFX
GIMFX Risk / Return Rank: 9696
Overall Rank
GIMFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GIMFX Sortino Ratio Rank: 9797
Sortino Ratio Rank
GIMFX Omega Ratio Rank: 9696
Omega Ratio Rank
GIMFX Calmar Ratio Rank: 9696
Calmar Ratio Rank
GIMFX Martin Ratio Rank: 9696
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.

GAOSX vs. GIMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund (GAOSX) and GMO Implementation Fund (GIMFX). 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.


GAOSXGIMFXDifference

Sharpe ratio

Return per unit of total volatility

0.75

2.85

-2.10

Sortino ratio

Return per unit of downside risk

1.09

3.70

-2.60

Omega ratio

Gain probability vs. loss probability

1.15

1.57

-0.42

Calmar ratio

Return relative to maximum drawdown

0.85

3.48

-2.64

Martin ratio

Return relative to average drawdown

3.53

13.93

-10.39

GAOSX vs. GIMFX - Sharpe Ratio Comparison

The current GAOSX Sharpe Ratio is 0.75, which is lower than the GIMFX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of GAOSX and GIMFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GAOSXGIMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

2.85

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

1.01

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.73

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.64

-0.04

Correlation

The correlation between GAOSX and GIMFX is 0.77, 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

GAOSX vs. GIMFX - Dividend Comparison

GAOSX's dividend yield for the trailing twelve months is around 10.22%, more than GIMFX's 4.07% yield.


TTM20252024202320222021202020192018201720162015
GAOSX
JPMorgan Global Allocation Fund
10.22%10.23%2.52%0.00%4.86%10.17%1.67%2.65%2.71%3.18%2.76%1.16%
GIMFX
GMO Implementation Fund
4.07%4.28%3.39%5.93%3.59%3.28%2.25%3.99%4.59%2.95%1.98%0.00%

Drawdowns

GAOSX vs. GIMFX - Drawdown Comparison

The maximum GAOSX drawdown since its inception was -24.98%, roughly equal to the maximum GIMFX drawdown of -25.87%. Use the drawdown chart below to compare losses from any high point for GAOSX and GIMFX.


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Drawdown Indicators


GAOSXGIMFXDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-25.87%

+0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-6.79%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.98%

-14.02%

-10.96%

Max Drawdown (10Y)

Largest decline over 10 years

-24.98%

-25.87%

+0.89%

Current Drawdown

Current decline from peak

-8.93%

-5.36%

-3.57%

Average Drawdown

Average peak-to-trough decline

-4.74%

-4.33%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

1.75%

+0.40%

Volatility

GAOSX vs. GIMFX - Volatility Comparison

JPMorgan Global Allocation Fund (GAOSX) has a higher volatility of 4.67% compared to GMO Implementation Fund (GIMFX) at 3.70%. This indicates that GAOSX's price experiences larger fluctuations and is considered to be riskier than GIMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAOSXGIMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

3.70%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.42%

5.81%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

11.44%

8.81%

+2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.84%

8.46%

+2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.69%

8.93%

+1.76%