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GMGEX vs. GMCDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMGEX vs. GMCDX - Performance Comparison

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

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GMGEX vs. GMCDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMGEX
GMO Global Equity Allocation Fund
3.72%29.14%4.12%22.27%-17.07%14.99%9.55%25.45%-13.04%26.39%
GMCDX
GMO Emerging Country Debt Fund
2.31%22.34%13.39%17.63%-16.30%6.56%7.25%14.28%-5.89%12.49%

Returns By Period

In the year-to-date period, GMGEX achieves a 3.72% return, which is significantly higher than GMCDX's 2.31% return. Over the past 10 years, GMGEX has outperformed GMCDX with an annualized return of 9.93%, while GMCDX has yielded a comparatively lower 7.62% annualized 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%

GMCDX

1D
0.30%
1M
-2.54%
YTD
2.31%
6M
8.44%
1Y
20.37%
3Y*
17.91%
5Y*
9.25%
10Y*
7.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMGEX vs. GMCDX - Expense Ratio Comparison

GMGEX has a 0.01% expense ratio, which is lower than GMCDX's 0.53% expense ratio.


Return for Risk

GMGEX vs. GMCDX — 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

GMCDX
GMCDX Risk / Return Rank: 9797
Overall Rank
GMCDX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GMCDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
GMCDX Omega Ratio Rank: 9898
Omega Ratio Rank
GMCDX Calmar Ratio Rank: 9595
Calmar Ratio Rank
GMCDX Martin Ratio Rank: 9797
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. GMCDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Global Equity Allocation Fund (GMGEX) and GMO Emerging Country Debt Fund (GMCDX). 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.


GMGEXGMCDXDifference

Sharpe ratio

Return per unit of total volatility

1.94

3.12

-1.18

Sortino ratio

Return per unit of downside risk

2.63

4.54

-1.91

Omega ratio

Gain probability vs. loss probability

1.39

1.76

-0.36

Calmar ratio

Return relative to maximum drawdown

2.59

3.55

-0.96

Martin ratio

Return relative to average drawdown

11.30

17.85

-6.55

GMGEX vs. GMCDX - Sharpe Ratio Comparison

The current GMGEX Sharpe Ratio is 1.94, which is lower than the GMCDX Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of GMGEX and GMCDX, 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


GMGEXGMCDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

3.12

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.83

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.82

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.30

-0.08

Correlation

The correlation between GMGEX and GMCDX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GMGEX vs. GMCDX - Dividend Comparison

GMGEX's dividend yield for the trailing twelve months is around 4.52%, less than GMCDX's 6.13% 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%
GMCDX
GMO Emerging Country Debt Fund
6.13%6.27%6.88%10.26%13.73%17.75%9.66%6.60%7.76%7.06%6.00%2.50%

Drawdowns

GMGEX vs. GMCDX - Drawdown Comparison

The maximum GMGEX drawdown since its inception was -58.47%, smaller than the maximum GMCDX drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for GMGEX and GMCDX.


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Drawdown Indicators


GMGEXGMCDXDifference

Max Drawdown

Largest peak-to-trough decline

-58.47%

-68.24%

+9.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-5.69%

-5.93%

Max Drawdown (5Y)

Largest decline over 5 years

-28.58%

-26.02%

-2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

-26.02%

-8.96%

Current Drawdown

Current decline from peak

-6.81%

-3.56%

-3.25%

Average Drawdown

Average peak-to-trough decline

-16.84%

-17.75%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

1.14%

+1.52%

Volatility

GMGEX vs. GMCDX - Volatility Comparison

GMO Global Equity Allocation Fund (GMGEX) has a higher volatility of 6.09% compared to GMO Emerging Country Debt Fund (GMCDX) at 2.27%. This indicates that GMGEX's price experiences larger fluctuations and is considered to be riskier than GMCDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMGEXGMCDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

2.27%

+3.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

3.92%

+5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

6.72%

+9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

11.16%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

9.31%

+6.71%