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GIOTX vs. FSGEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIOTX vs. FSGEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO International Developed Equity Allocation Fund (GIOTX) and Fidelity Series Global ex U.S. Index Fund (FSGEX). The values are adjusted to include any dividend payments, if applicable.

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GIOTX vs. FSGEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIOTX
GMO International Developed Equity Allocation Fund
2.84%43.70%10.66%21.03%-12.41%11.14%7.43%24.45%-19.66%26.38%
FSGEX
Fidelity Series Global ex U.S. Index Fund
-1.20%32.99%5.34%15.56%-15.75%7.77%10.75%21.41%-13.99%27.47%

Returns By Period

In the year-to-date period, GIOTX achieves a 2.84% return, which is significantly higher than FSGEX's -1.20% return. Over the past 10 years, GIOTX has outperformed FSGEX with an annualized return of 10.70%, while FSGEX has yielded a comparatively lower 8.55% annualized return.


GIOTX

1D
0.04%
1M
-10.02%
YTD
2.84%
6M
12.23%
1Y
34.27%
3Y*
22.69%
5Y*
12.41%
10Y*
10.70%

FSGEX

1D
-0.06%
1M
-11.07%
YTD
-1.20%
6M
3.57%
1Y
23.80%
3Y*
14.32%
5Y*
6.98%
10Y*
8.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIOTX vs. FSGEX - Expense Ratio Comparison

GIOTX has a 0.00% expense ratio, which is lower than FSGEX's 0.01% 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

GIOTX vs. FSGEX — Risk / Return Rank

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

GIOTX
GIOTX Risk / Return Rank: 9191
Overall Rank
GIOTX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GIOTX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GIOTX Omega Ratio Rank: 8989
Omega Ratio Rank
GIOTX Calmar Ratio Rank: 9292
Calmar Ratio Rank
GIOTX Martin Ratio Rank: 9292
Martin Ratio Rank

FSGEX
FSGEX Risk / Return Rank: 7878
Overall Rank
FSGEX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FSGEX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FSGEX Omega Ratio Rank: 7676
Omega Ratio Rank
FSGEX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSGEX Martin Ratio Rank: 7777
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.

GIOTX vs. FSGEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO International Developed Equity Allocation Fund (GIOTX) and Fidelity Series Global ex U.S. Index Fund (FSGEX). 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.


GIOTXFSGEXDifference

Sharpe ratio

Return per unit of total volatility

1.99

1.43

+0.56

Sortino ratio

Return per unit of downside risk

2.59

1.93

+0.67

Omega ratio

Gain probability vs. loss probability

1.39

1.29

+0.10

Calmar ratio

Return relative to maximum drawdown

2.81

1.89

+0.92

Martin ratio

Return relative to average drawdown

11.30

7.46

+3.84

GIOTX vs. FSGEX - Sharpe Ratio Comparison

The current GIOTX Sharpe Ratio is 1.99, which is higher than the FSGEX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of GIOTX and FSGEX, 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


GIOTXFSGEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.43

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.46

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.53

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.36

-0.06

Correlation

The correlation between GIOTX and FSGEX is 0.95, 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

GIOTX vs. FSGEX - Dividend Comparison

GIOTX's dividend yield for the trailing twelve months is around 7.82%, more than FSGEX's 3.06% yield.


TTM20252024202320222021202020192018201720162015
GIOTX
GMO International Developed Equity Allocation Fund
7.82%8.04%5.07%6.54%4.45%6.67%4.48%3.74%3.90%3.15%4.04%3.39%
FSGEX
Fidelity Series Global ex U.S. Index Fund
3.06%3.02%2.98%2.90%2.78%2.59%1.68%2.10%2.86%2.48%2.56%2.61%

Drawdowns

GIOTX vs. FSGEX - Drawdown Comparison

The maximum GIOTX drawdown since its inception was -56.51%, which is greater than FSGEX's maximum drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for GIOTX and FSGEX.


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Drawdown Indicators


GIOTXFSGEXDifference

Max Drawdown

Largest peak-to-trough decline

-56.51%

-34.74%

-21.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-11.24%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.68%

-29.66%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-39.29%

-34.74%

-4.55%

Current Drawdown

Current decline from peak

-10.13%

-11.24%

+1.11%

Average Drawdown

Average peak-to-trough decline

-14.35%

-8.51%

-5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.86%

-0.03%

Volatility

GIOTX vs. FSGEX - Volatility Comparison

The current volatility for GMO International Developed Equity Allocation Fund (GIOTX) is 6.77%, while Fidelity Series Global ex U.S. Index Fund (FSGEX) has a volatility of 7.21%. This indicates that GIOTX experiences smaller price fluctuations and is considered to be less risky than FSGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIOTXFSGEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

7.21%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

10.85%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

16.09%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

15.14%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

16.12%

+0.13%