PortfoliosLab logoPortfoliosLab logo
GIMFX vs. GQETX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIMFX vs. GQETX - Performance Comparison

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

Loading graphics...

GIMFX vs. GQETX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIMFX
GMO Implementation Fund
6.27%25.37%2.67%14.75%-1.24%4.05%-7.25%13.24%-5.58%14.09%
GQETX
GMO Quality Fund
-7.00%19.61%17.76%28.94%-15.33%31.67%18.33%31.77%0.50%29.11%

Returns By Period

In the year-to-date period, GIMFX achieves a 6.27% return, which is significantly higher than GQETX's -7.00% return. Over the past 10 years, GIMFX has underperformed GQETX with an annualized return of 6.59%, while GQETX has yielded a comparatively higher 14.85% 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%

GQETX

1D
2.81%
1M
-6.44%
YTD
-7.00%
6M
-2.28%
1Y
12.44%
3Y*
15.83%
5Y*
11.72%
10Y*
14.85%
*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.


GIMFX vs. GQETX - Expense Ratio Comparison

GIMFX has a 0.02% expense ratio, which is lower than GQETX's 0.49% expense ratio.


Return for Risk

GIMFX vs. GQETX — Risk / Return Rank

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

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

GQETX
GQETX Risk / Return Rank: 3333
Overall Rank
GQETX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GQETX Sortino Ratio Rank: 3333
Sortino Ratio Rank
GQETX Omega Ratio Rank: 2929
Omega Ratio Rank
GQETX Calmar Ratio Rank: 3535
Calmar Ratio Rank
GQETX Martin Ratio Rank: 3636
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.

GIMFX vs. GQETX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Implementation Fund (GIMFX) and GMO Quality Fund (GQETX). 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.


GIMFXGQETXDifference

Sharpe ratio

Return per unit of total volatility

3.04

0.75

+2.30

Sortino ratio

Return per unit of downside risk

3.95

1.20

+2.76

Omega ratio

Gain probability vs. loss probability

1.61

1.16

+0.45

Calmar ratio

Return relative to maximum drawdown

3.90

1.01

+2.89

Martin ratio

Return relative to average drawdown

15.18

4.04

+11.13

GIMFX vs. GQETX - Sharpe Ratio Comparison

The current GIMFX Sharpe Ratio is 3.04, which is higher than the GQETX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of GIMFX and GQETX, 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


GIMFXGQETXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.04

0.75

+2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

0.74

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.87

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.68

-0.03

Correlation

The correlation between GIMFX and GQETX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GIMFX vs. GQETX - Dividend Comparison

GIMFX's dividend yield for the trailing twelve months is around 4.02%, less than GQETX's 12.00% yield.


TTM20252024202320222021202020192018201720162015
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%
GQETX
GMO Quality Fund
12.00%11.16%3.91%3.43%11.85%10.19%13.61%8.08%21.66%8.10%3.56%17.25%

Drawdowns

GIMFX vs. GQETX - Drawdown Comparison

The maximum GIMFX drawdown since its inception was -25.87%, smaller than the maximum GQETX drawdown of -39.99%. Use the drawdown chart below to compare losses from any high point for GIMFX and GQETX.


Loading graphics...

Drawdown Indicators


GIMFXGQETXDifference

Max Drawdown

Largest peak-to-trough decline

-25.87%

-39.99%

+14.12%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-12.76%

+6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-14.02%

-24.22%

+10.20%

Max Drawdown (10Y)

Largest decline over 10 years

-25.87%

-30.44%

+4.57%

Current Drawdown

Current decline from peak

-4.18%

-10.31%

+6.13%

Average Drawdown

Average peak-to-trough decline

-4.33%

-5.02%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

3.18%

-1.44%

Volatility

GIMFX vs. GQETX - Volatility Comparison

The current volatility for GMO Implementation Fund (GIMFX) is 3.95%, while GMO Quality Fund (GQETX) has a volatility of 5.64%. This indicates that GIMFX experiences smaller price fluctuations and is considered to be less risky than GQETX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GIMFXGQETXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

5.64%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

5.92%

9.71%

-3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

8.87%

16.62%

-7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.47%

15.85%

-7.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

17.03%

-8.09%