PortfoliosLab logoPortfoliosLab logo
GBMFX vs. RPGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBMFX vs. RPGAX - Performance Comparison

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

Loading graphics...

GBMFX vs. RPGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBMFX
GMO Benchmark-Free Allocation Fund
4.49%22.89%4.33%13.46%-2.24%2.97%-2.50%11.62%-5.36%13.05%
RPGAX
T. Rowe Price Global Allocation Fund
-2.19%15.00%9.65%13.78%-14.54%9.17%14.80%20.37%-6.89%15.92%

Returns By Period

In the year-to-date period, GBMFX achieves a 4.49% return, which is significantly higher than RPGAX's -2.19% return. Over the past 10 years, GBMFX has underperformed RPGAX with an annualized return of 6.30%, while RPGAX has yielded a comparatively higher 7.40% annualized return.


GBMFX

1D
0.25%
1M
-4.66%
YTD
4.49%
6M
10.97%
1Y
22.63%
3Y*
13.99%
5Y*
7.82%
10Y*
6.30%

RPGAX

1D
-0.13%
1M
-6.58%
YTD
-2.19%
6M
0.28%
1Y
10.99%
3Y*
10.43%
5Y*
4.84%
10Y*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GBMFX vs. RPGAX - Expense Ratio Comparison

GBMFX has a 0.74% expense ratio, which is lower than RPGAX's 1.01% expense ratio.


Return for Risk

GBMFX vs. RPGAX — Risk / Return Rank

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

GBMFX
GBMFX Risk / Return Rank: 9696
Overall Rank
GBMFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GBMFX Sortino Ratio Rank: 9797
Sortino Ratio Rank
GBMFX Omega Ratio Rank: 9696
Omega Ratio Rank
GBMFX Calmar Ratio Rank: 9696
Calmar Ratio Rank
GBMFX Martin Ratio Rank: 9595
Martin Ratio Rank

RPGAX
RPGAX Risk / Return Rank: 6161
Overall Rank
RPGAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RPGAX Sortino Ratio Rank: 6161
Sortino Ratio Rank
RPGAX Omega Ratio Rank: 6464
Omega Ratio Rank
RPGAX Calmar Ratio Rank: 5555
Calmar Ratio Rank
RPGAX Martin Ratio Rank: 6060
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. RPGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Benchmark-Free Allocation Fund (GBMFX) and T. Rowe Price Global Allocation Fund (RPGAX). 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.


GBMFXRPGAXDifference

Sharpe ratio

Return per unit of total volatility

2.84

1.13

+1.71

Sortino ratio

Return per unit of downside risk

3.76

1.60

+2.16

Omega ratio

Gain probability vs. loss probability

1.57

1.24

+0.33

Calmar ratio

Return relative to maximum drawdown

3.51

1.33

+2.18

Martin ratio

Return relative to average drawdown

13.88

5.80

+8.08

GBMFX vs. RPGAX - Sharpe Ratio Comparison

The current GBMFX Sharpe Ratio is 2.84, which is higher than the RPGAX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of GBMFX and RPGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GBMFXRPGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

1.13

+1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.52

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.73

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.65

+0.30

Correlation

The correlation between GBMFX and RPGAX is 0.79, 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

GBMFX vs. RPGAX - Dividend Comparison

GBMFX's dividend yield for the trailing twelve months is around 3.98%, less than RPGAX's 7.19% yield.


TTM20252024202320222021202020192018201720162015
GBMFX
GMO Benchmark-Free Allocation Fund
3.98%4.16%5.14%5.64%3.20%2.46%3.73%3.35%3.67%2.39%1.60%2.10%
RPGAX
T. Rowe Price Global Allocation Fund
7.19%7.03%5.24%2.49%3.15%7.54%1.05%2.97%2.52%0.75%0.36%1.62%

Drawdowns

GBMFX vs. RPGAX - Drawdown Comparison

The maximum GBMFX drawdown since its inception was -23.40%, roughly equal to the maximum RPGAX drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for GBMFX and RPGAX.


Loading graphics...

Drawdown Indicators


GBMFXRPGAXDifference

Max Drawdown

Largest peak-to-trough decline

-23.40%

-24.42%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.05%

-7.66%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-14.42%

-21.79%

+7.37%

Max Drawdown (10Y)

Largest decline over 10 years

-23.40%

-24.42%

+1.02%

Current Drawdown

Current decline from peak

-4.66%

-6.75%

+2.09%

Average Drawdown

Average peak-to-trough decline

-3.29%

-3.88%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

1.76%

-0.19%

Volatility

GBMFX vs. RPGAX - Volatility Comparison

The current volatility for GMO Benchmark-Free Allocation Fund (GBMFX) is 3.22%, while T. Rowe Price Global Allocation Fund (RPGAX) has a volatility of 3.41%. This indicates that GBMFX experiences smaller price fluctuations and is considered to be less risky than RPGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GBMFXRPGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

3.41%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

5.21%

5.82%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

7.92%

9.82%

-1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.21%

9.38%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.96%

10.19%

-2.23%