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GMGEX vs. GAAVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMGEX vs. GAAVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Global Equity Allocation Fund (GMGEX) and GMO Alternative Allocation Fund (GAAVX). The values are adjusted to include any dividend payments, if applicable.

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GMGEX vs. GAAVX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GMGEX
GMO Global Equity Allocation Fund
3.72%29.14%4.12%22.27%-17.07%14.99%9.55%13.85%
GAAVX
GMO Alternative Allocation Fund
3.33%15.19%-5.70%6.07%3.63%-5.12%-0.28%3.49%

Returns By Period

In the year-to-date period, GMGEX achieves a 3.72% return, which is significantly higher than GAAVX's 3.33% return.


GMGEX

1D
2.68%
1M
-5.76%
YTD
3.72%
6M
10.13%
1Y
30.15%
3Y*
16.98%
5Y*
8.06%
10Y*
9.93%

GAAVX

1D
0.00%
1M
-0.37%
YTD
3.33%
6M
10.87%
1Y
13.78%
3Y*
5.94%
5Y*
3.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMGEX vs. GAAVX - Expense Ratio Comparison

GMGEX has a 0.01% expense ratio, which is lower than GAAVX's 0.61% expense ratio.


Return for Risk

GMGEX vs. GAAVX — Risk / Return Rank

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

GMGEX
GMGEX Risk / Return Rank: 9090
Overall Rank
GMGEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GMGEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GMGEX Omega Ratio Rank: 8888
Omega Ratio Rank
GMGEX Calmar Ratio Rank: 8989
Calmar Ratio Rank
GMGEX Martin Ratio Rank: 9191
Martin Ratio Rank

GAAVX
GAAVX Risk / Return Rank: 9090
Overall Rank
GAAVX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GAAVX Sortino Ratio Rank: 9494
Sortino Ratio Rank
GAAVX Omega Ratio Rank: 8686
Omega Ratio Rank
GAAVX Calmar Ratio Rank: 9696
Calmar Ratio Rank
GAAVX Martin Ratio Rank: 8383
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.

GMGEX vs. GAAVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Global Equity Allocation Fund (GMGEX) and GMO Alternative Allocation Fund (GAAVX). 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.


GMGEXGAAVXDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.95

-0.01

Sortino ratio

Return per unit of downside risk

2.63

3.08

-0.45

Omega ratio

Gain probability vs. loss probability

1.39

1.38

+0.02

Calmar ratio

Return relative to maximum drawdown

2.59

3.79

-1.20

Martin ratio

Return relative to average drawdown

11.30

9.05

+2.25

GMGEX vs. GAAVX - Sharpe Ratio Comparison

The current GMGEX Sharpe Ratio is 1.94, which is comparable to the GAAVX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of GMGEX and GAAVX, 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


GMGEXGAAVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.95

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.63

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.47

-0.25

Correlation

The correlation between GMGEX and GAAVX is 0.47, 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

GMGEX vs. GAAVX - Dividend Comparison

GMGEX's dividend yield for the trailing twelve months is around 4.52%, less than GAAVX's 8.49% yield.


TTM20252024202320222021202020192018201720162015
GMGEX
GMO Global Equity Allocation Fund
4.52%4.69%0.29%5.62%7.81%7.76%3.83%3.14%3.14%2.90%3.71%4.20%
GAAVX
GMO Alternative Allocation Fund
8.49%8.78%0.00%5.18%0.91%4.10%2.41%2.61%0.00%0.00%0.00%0.00%

Drawdowns

GMGEX vs. GAAVX - Drawdown Comparison

The maximum GMGEX drawdown since its inception was -58.47%, which is greater than GAAVX's maximum drawdown of -9.59%. Use the drawdown chart below to compare losses from any high point for GMGEX and GAAVX.


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Drawdown Indicators


GMGEXGAAVXDifference

Max Drawdown

Largest peak-to-trough decline

-58.47%

-9.59%

-48.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-3.09%

-8.53%

Max Drawdown (5Y)

Largest decline over 5 years

-28.58%

-9.59%

-18.99%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

Current Drawdown

Current decline from peak

-6.81%

-1.20%

-5.61%

Average Drawdown

Average peak-to-trough decline

-16.84%

-3.11%

-13.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

1.54%

+1.12%

Volatility

GMGEX vs. GAAVX - Volatility Comparison

GMO Global Equity Allocation Fund (GMGEX) has a higher volatility of 6.09% compared to GMO Alternative Allocation Fund (GAAVX) at 1.85%. This indicates that GMGEX's price experiences larger fluctuations and is considered to be riskier than GAAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMGEXGAAVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

1.85%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

4.81%

+4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

6.82%

+8.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

5.81%

+8.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

5.87%

+10.15%