GIMFX vs. DMO
GIMFX (GMO Implementation Fund) and DMO (Dimensional Multi-Asset Fund) are both Global Allocation funds. Over the past 10 years, GIMFX returned 7.14%/yr vs 3.74%/yr for DMO. Their 0.20 correlation means their historical movements had little consistent relationship. GIMFX charges 0.02%/yr vs 0.04%/yr for DMO.
Performance
GIMFX vs. DMO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GIMFX achieves a 14.93% return, which is significantly higher than DMO's 1.47% return. Over the past 10 years, GIMFX has outperformed DMO with an annualized return of 7.14%, while DMO has yielded a comparatively lower 3.74% annualized return.
GIMFX
- 1D
- -0.23%
- 1M
- 3.20%
- 6M
- 9.43%
- YTD
- 14.93%
- 1Y
- 29.10%
- 3Y*
- 16.00%
- 5Y*
- 10.84%
- 10Y*
- 7.14%
- ALL TIME*
- 6.30%
DMO
- 1D
- 0.48%
- 1M
- -1.97%
- 6M
- 1.09%
- YTD
- 1.47%
- 1Y
- -0.18%
- 3Y*
- 11.35%
- 5Y*
- 3.74%
- 10Y*
- 3.74%
- ALL TIME*
- 8.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $390.22K | $423.19K | $410.94K | |
| $0.00 | $0.00 | $0.00 |
GIMFX vs. DMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIMFX GMO Implementation Fund | 14.93% | 25.37% | 2.67% | 14.75% | -1.24% | 4.05% | -7.25% | 13.24% | -5.58% | 14.09% |
DMO Dimensional Multi-Asset Fund | 1.47% | 6.95% | 20.24% | 16.79% | -21.64% | 17.12% | -22.32% | 9.10% | -2.04% | 23.46% |
Correlation
The correlation between GIMFX and DMO is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.20 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GIMFX | DMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.67 | ||
| Sortino ratioReturn per unit of downside risk | +5.11 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.01 | +0.72 |
| Calmar ratioReturn relative to maximum drawdown | 4.54 | -0.02 | +4.57 |
| Martin ratioReturn relative to average drawdown | 16.61 | -0.05 | +16.66 |
Loading charts...
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.
Loading charts...
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 | -6.53% | -8.37% | +1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -8.02% | -9.04% | +1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -13.20% | -29.04% | +15.84% |
Max Drawdown (10Y)Largest decline over 10 years | -25.87% | -49.16% | +23.29% |
Current DrawdownCurrent decline from peak | -0.23% | -4.67% | +4.44% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -9.54% | +5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 3.59% | -1.81% |
Volatility
GIMFX vs. DMO - Volatility Comparison
GMO Implementation Fund (GIMFX) has a higher volatility of 2.10% compared to Dimensional Multi-Asset Fund (DMO) at 1.57%. This indicates that GIMFX's price experiences larger fluctuations and is considered to be riskier than DMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GIMFX | DMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 1.57% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 6.79% | 7.77% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.16% | 10.08% | -1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.64% | 12.61% | -3.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.94% | 19.92% | -10.98% |
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%.
Dividends
GIMFX vs. DMO - Dividend Comparison
GIMFX's dividend yield for the trailing twelve months is around 4.29%, less than DMO's 14.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 14.24% | 14.01% | 12.92% | 11.46% | 11.51% | 8.88% | 10.95% | 9.63% | 18.93% | 13.30% | 13.19% | 14.09% |
GIMFX GMO Implementation Fund | 4.29% | 4.28% | 3.39% | 5.93% | 3.59% | 3.28% | 2.25% | 3.99% | 4.59% | 2.95% | 1.98% | 0.00% |
Frequently Asked Questions
GIMFX and DMO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GIMFX has higher volatility (2.10%) compared to DMO (1.57%). In terms of maximum drawdown, GIMFX dropped -25.87% vs DMO's -49.16%.
GIMFX currently has the higher Sharpe Ratio (3.65 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for GIMFX and DMO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer