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GBMFX vs. HGLB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBMFX vs. HGLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Benchmark-Free Allocation Fund (GBMFX) and Highland Global Allocation Fund (HGLB). The values are adjusted to include any dividend payments, if applicable.

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GBMFX vs. HGLB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GBMFX
GMO Benchmark-Free Allocation Fund
5.61%22.89%4.33%13.46%-2.24%2.97%-2.50%6.40%
HGLB
Highland Global Allocation Fund
-8.19%51.74%-1.52%-6.15%14.53%53.22%-17.98%-31.46%

Returns By Period

In the year-to-date period, GBMFX achieves a 5.61% return, which is significantly higher than HGLB's -8.19% return.


GBMFX

1D
1.07%
1M
-3.00%
YTD
5.61%
6M
11.79%
1Y
23.90%
3Y*
14.40%
5Y*
8.00%
10Y*
6.41%

HGLB

1D
1.37%
1M
-9.86%
YTD
-8.19%
6M
-4.95%
1Y
9.83%
3Y*
9.35%
5Y*
13.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GBMFX vs. HGLB - Expense Ratio Comparison

GBMFX has a 0.74% expense ratio, which is higher than HGLB's 0.02% expense ratio.


Return for Risk

GBMFX vs. HGLB — Risk / Return Rank

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

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

HGLB
HGLB Risk / Return Rank: 1111
Overall Rank
HGLB Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
HGLB Sortino Ratio Rank: 1212
Sortino Ratio Rank
HGLB Omega Ratio Rank: 1212
Omega Ratio Rank
HGLB Calmar Ratio Rank: 1010
Calmar Ratio Rank
HGLB Martin Ratio Rank: 99
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.

GBMFX vs. HGLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Benchmark-Free Allocation Fund (GBMFX) and Highland Global Allocation Fund (HGLB). 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.


GBMFXHGLBDifference

Sharpe ratio

Return per unit of total volatility

3.02

0.39

+2.63

Sortino ratio

Return per unit of downside risk

4.00

0.71

+3.29

Omega ratio

Gain probability vs. loss probability

1.61

1.10

+0.51

Calmar ratio

Return relative to maximum drawdown

3.91

0.44

+3.47

Martin ratio

Return relative to average drawdown

15.09

1.16

+13.93

GBMFX vs. HGLB - Sharpe Ratio Comparison

The current GBMFX Sharpe Ratio is 3.02, which is higher than the HGLB Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of GBMFX and HGLB, 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


GBMFXHGLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.02

0.39

+2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.60

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.12

+0.84

Correlation

The correlation between GBMFX and HGLB is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GBMFX vs. HGLB - Dividend Comparison

GBMFX's dividend yield for the trailing twelve months is around 3.94%, less than HGLB's 12.86% yield.


TTM20252024202320222021202020192018201720162015
GBMFX
GMO Benchmark-Free Allocation Fund
3.94%4.16%5.14%5.64%3.20%2.46%3.73%3.35%3.67%2.39%1.60%2.10%
HGLB
Highland Global Allocation Fund
12.86%11.57%14.27%12.82%10.32%9.39%15.44%11.35%0.00%0.00%0.00%0.00%

Drawdowns

GBMFX vs. HGLB - Drawdown Comparison

The maximum GBMFX drawdown since its inception was -23.40%, smaller than the maximum HGLB drawdown of -70.40%. Use the drawdown chart below to compare losses from any high point for GBMFX and HGLB.


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Drawdown Indicators


GBMFXHGLBDifference

Max Drawdown

Largest peak-to-trough decline

-23.40%

-70.40%

+47.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.98%

-23.34%

+17.36%

Max Drawdown (5Y)

Largest decline over 5 years

-14.42%

-29.88%

+15.46%

Max Drawdown (10Y)

Largest decline over 10 years

-23.40%

Current Drawdown

Current decline from peak

-3.64%

-18.32%

+14.68%

Average Drawdown

Average peak-to-trough decline

-3.29%

-18.21%

+14.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

8.85%

-7.28%

Volatility

GBMFX vs. HGLB - Volatility Comparison

The current volatility for GMO Benchmark-Free Allocation Fund (GBMFX) is 3.44%, while Highland Global Allocation Fund (HGLB) has a volatility of 8.27%. This indicates that GBMFX experiences smaller price fluctuations and is considered to be less risky than HGLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBMFXHGLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

8.27%

-4.83%

Volatility (6M)

Calculated over the trailing 6-month period

5.30%

18.22%

-12.92%

Volatility (1Y)

Calculated over the trailing 1-year period

7.97%

25.37%

-17.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

22.36%

-15.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.97%

27.92%

-19.95%