GMOIX vs. VOO
Compare and contrast key facts about GMO International Equity Fund (GMOIX) and Vanguard S&P 500 ETF (VOO).
GMOIX is managed by GMO. It was launched on Mar 30, 1987. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
GMOIX vs. VOO - Performance Comparison
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GMOIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMOIX GMO International Equity Fund | 1.83% | 43.94% | 11.54% | 20.51% | -10.38% | 12.11% | 7.47% | 24.56% | -20.55% | 25.73% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, GMOIX achieves a 1.83% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, GMOIX has underperformed VOO with an annualized return of 10.80%, while VOO has yielded a comparatively higher 14.05% annualized return.
GMOIX
- 1D
- 0.00%
- 1M
- -10.73%
- YTD
- 1.83%
- 6M
- 11.47%
- 1Y
- 33.57%
- 3Y*
- 22.45%
- 5Y*
- 12.99%
- 10Y*
- 10.80%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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GMOIX vs. VOO - Expense Ratio Comparison
GMOIX has a 0.66% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
GMOIX vs. VOO — Risk / Return Rank
GMOIX
VOO
GMOIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO International Equity Fund (GMOIX) and Vanguard S&P 500 ETF (VOO). 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.
| GMOIX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 0.98 | +0.86 |
Sortino ratioReturn per unit of downside risk | 2.44 | 1.50 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.23 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.53 | +1.16 |
Martin ratioReturn relative to average drawdown | 10.53 | 7.29 | +3.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GMOIX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.98 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.70 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.78 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.83 | -0.50 |
Correlation
The correlation between GMOIX and VOO is 0.77, 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
GMOIX vs. VOO - Dividend Comparison
GMOIX's dividend yield for the trailing twelve months is around 5.52%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMOIX GMO International Equity Fund | 5.52% | 5.62% | 2.77% | 7.54% | 4.32% | 6.40% | 4.56% | 3.49% | 3.74% | 3.11% | 4.00% | 3.26% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
GMOIX vs. VOO - Drawdown Comparison
The maximum GMOIX drawdown since its inception was -59.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GMOIX and VOO.
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Drawdown Indicators
| GMOIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.00% | -33.99% | -25.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -11.98% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -28.69% | -24.52% | -4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -40.14% | -33.99% | -6.15% |
Current DrawdownCurrent decline from peak | -11.08% | -6.29% | -4.79% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -3.72% | -9.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.52% | +0.47% |
Volatility
GMOIX vs. VOO - Volatility Comparison
GMO International Equity Fund (GMOIX) has a higher volatility of 7.54% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that GMOIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMOIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 5.29% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.55% | 9.44% | +3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 18.10% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 16.82% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 17.99% | -1.24% |