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GIOTX vs. VIHAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GIOTX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO International Developed Equity Allocation Fund (GIOTX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GIOTX achieves a 20.64% return, which is significantly higher than VIHAX's 17.32% return. Over the past 10 years, GIOTX has outperformed VIHAX with an annualized return of 12.13%, while VIHAX has yielded a comparatively lower 11.24% annualized return.


GIOTX

1D
-0.59%
1M
2.95%
6M
12.62%
YTD
20.64%
1Y
40.94%
3Y*
26.35%
5Y*
15.19%
10Y*
12.13%
ALL TIME*
6.50%

VIHAX

1D
-0.62%
1M
4.34%
6M
10.32%
YTD
17.32%
1Y
34.48%
3Y*
21.86%
5Y*
14.01%
10Y*
11.24%
ALL TIME*
11.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

GIOTX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIOTX
GMO International Developed Equity Allocation Fund
20.64%43.70%10.66%21.03%-12.41%11.14%7.43%24.45%-19.66%26.38%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
17.32%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%

Correlation

The correlation between GIOTX and VIHAX is 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.93

Correlation (3Y)
Balances recent behavior with more history.

0.94

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2016

0.94

The correlation between GIOTX and VIHAX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

GIOTX vs. VIHAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GIOTX
GIOTX Risk / Return Rank: 9292
Overall Rank
GIOTX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GIOTX Sortino Ratio Rank: 9191
Sortino Ratio Rank
GIOTX Omega Ratio Rank: 8888
Omega Ratio Rank
GIOTX Calmar Ratio Rank: 9393
Calmar Ratio Rank
GIOTX Martin Ratio Rank: 9494
Martin Ratio Rank

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9393
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GIOTX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO International Developed Equity Allocation Fund (GIOTX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


GIOTXVIHAXDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.46

1.53

-0.06

Calmar ratioReturn relative to maximum drawdown

3.89

3.63

+0.26

Martin ratioReturn relative to average drawdown

15.11

13.90

+1.21

GIOTX vs. VIHAX - Sharpe Ratio Comparison

The current GIOTX Sharpe Ratio is 2.56, which is comparable to the VIHAX Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of GIOTX and VIHAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GIOTX vs. VIHAX - Drawdown Comparison

The maximum GIOTX drawdown since its inception was -56.51%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for GIOTX and VIHAX.


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Drawdown Indicators


GIOTXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-56.51%

-38.80%

-17.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-9.53%

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-13.40%

-12.29%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-28.34%

-23.92%

-4.42%

Max Drawdown (10Y)

Largest decline over 10 years

-39.29%

-38.80%

-0.49%

Current Drawdown

Current decline from peak

-0.59%

-0.62%

+0.03%

Average Drawdown

Average peak-to-trough decline

-14.13%

-5.94%

-8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.49%

+0.25%

Volatility

GIOTX vs. VIHAX - Volatility Comparison

GMO International Developed Equity Allocation Fund (GIOTX) has a higher volatility of 5.03% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.46%. This indicates that GIOTX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIOTXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

3.46%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

10.28%

+3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

12.13%

+4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

13.76%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.18%

15.55%

+0.63%

GIOTX vs. VIHAX - Expense Ratio Comparison

GIOTX has a 0.00% expense ratio, which is lower than VIHAX's 0.16% 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

GIOTX vs. VIHAX - Dividend Comparison

GIOTX's dividend yield for the trailing twelve months is around 8.44%, more than VIHAX's 3.45% yield.


PositionTTM20252024202320222021202020192018201720162015
GIOTX
GMO International Developed Equity Allocation Fund
8.44%8.04%5.07%6.54%4.45%6.67%4.48%3.74%3.90%3.15%4.04%3.39%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.45%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%0.00%

Frequently Asked Questions


With a correlation of 0.93, GIOTX and VIHAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GIOTX has higher volatility (5.03%) compared to VIHAX (3.46%). In terms of maximum drawdown, GIOTX dropped -56.51% vs VIHAX's -38.80%.

VIHAX currently has the higher Sharpe Ratio (2.86 vs 2.56), 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.

Portfolio Optimizer

Find the right allocation for GIOTX and VIHAX

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