GIMFX vs. DMO
Compare and contrast key facts about GMO Implementation Fund (GIMFX) and Dimensional Multi-Asset Fund (DMO).
GIMFX is managed by GMO. It was launched on Feb 29, 2012. DMO is managed by Dimensional Fund Advisors. It was launched on Dec 11, 2009.
Performance
GIMFX vs. DMO - Performance Comparison
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GIMFX vs. DMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIMFX GMO Implementation Fund | 6.27% | 25.37% | 2.67% | 14.75% | -1.24% | 4.05% | -7.25% | 13.24% | -5.58% | 14.09% |
DMO Dimensional Multi-Asset Fund | 0.42% | 6.95% | 20.24% | 16.79% | -21.64% | 17.12% | -22.32% | 9.10% | -2.04% | 23.46% |
Returns By Period
In the year-to-date period, GIMFX achieves a 6.27% return, which is significantly higher than DMO's 0.42% return. Over the past 10 years, GIMFX has outperformed DMO with an annualized return of 6.59%, while DMO has yielded a comparatively lower 4.48% annualized return.
GIMFX
- 1D
- 1.24%
- 1M
- -3.44%
- YTD
- 6.27%
- 6M
- 12.59%
- 1Y
- 26.76%
- 3Y*
- 15.09%
- 5Y*
- 8.75%
- 10Y*
- 6.59%
DMO
- 1D
- 0.00%
- 1M
- -3.98%
- YTD
- 0.42%
- 6M
- -2.43%
- 1Y
- 3.91%
- 3Y*
- 14.79%
- 5Y*
- 5.49%
- 10Y*
- 4.48%
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GIMFX vs. DMO - Expense Ratio Comparison
GIMFX has a 0.02% expense ratio, which is lower than DMO's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
GIMFX vs. DMO — Risk / Return Rank
GIMFX
DMO
GIMFX vs. DMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Implementation Fund (GIMFX) and Dimensional Multi-Asset Fund (DMO). 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.
| GIMFX | DMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.04 | 0.32 | +2.72 |
Sortino ratioReturn per unit of downside risk | 3.95 | 0.51 | +3.44 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.08 | +0.54 |
Calmar ratioReturn relative to maximum drawdown | 3.90 | 0.45 | +3.46 |
Martin ratioReturn relative to average drawdown | 15.18 | 1.15 | +14.03 |
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
| GIMFX | DMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.04 | 0.32 | +2.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 0.43 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.22 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.48 | +0.17 |
Correlation
The correlation between GIMFX and DMO is 0.20, 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
GIMFX vs. DMO - Dividend Comparison
GIMFX's dividend yield for the trailing twelve months is around 4.02%, less than DMO's 14.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIMFX GMO Implementation Fund | 4.02% | 4.28% | 3.39% | 5.93% | 3.59% | 3.28% | 2.25% | 3.99% | 4.59% | 2.95% | 1.98% | 0.00% |
DMO Dimensional Multi-Asset Fund | 14.14% | 14.01% | 12.92% | 11.46% | 11.51% | 8.88% | 10.95% | 9.63% | 18.93% | 13.30% | 13.19% | 14.09% |
Drawdowns
GIMFX vs. DMO - Drawdown Comparison
The maximum GIMFX drawdown since its inception was -25.87%, smaller than the maximum DMO drawdown of -49.16%. Use the drawdown chart below to compare losses from any high point for GIMFX and DMO.
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Drawdown Indicators
| GIMFX | DMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.87% | -49.16% | +23.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.72% | -8.37% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -14.02% | -29.04% | +15.02% |
Max Drawdown (10Y)Largest decline over 10 years | -25.87% | -49.16% | +23.29% |
Current DrawdownCurrent decline from peak | -4.18% | -5.65% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -4.33% | -9.68% | +5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 3.25% | -1.51% |
Volatility
GIMFX vs. DMO - Volatility Comparison
The current volatility for GMO Implementation Fund (GIMFX) is 3.95%, while Dimensional Multi-Asset Fund (DMO) has a volatility of 5.77%. This indicates that GIMFX experiences smaller price fluctuations and is considered to be less risky than DMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GIMFX | DMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 5.77% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 5.92% | 8.66% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.87% | 12.19% | -3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.47% | 12.88% | -4.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.94% | 19.97% | -11.03% |