GMUEX vs. FXAIX

In the year-to-date period, GMUEX achieves a -1.27% return, which is significantly lower than FXAIX's 1.34% return. Over the past 10 years, GMUEX has underperformed FXAIX with an annualized return of 11.36%, while FXAIX has yielded a comparatively higher 12.68% annualized return.

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GMUEX has a 0.47% expense ratio, which is higher than FXAIX's 0.02% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Equity Fund (GMUEX) and Fidelity 500 Index Fund (FXAIX). 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.

The current GMUEX Sharpe Ratio is 0.33, which is lower than the FXAIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of GMUEX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GMUEX's dividend yield for the trailing twelve months is around 17.54%, more than FXAIX's 1.55% yield.

The maximum GMUEX drawdown since its inception was -48.17%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for GMUEX and FXAIX.

GMO U.S. Equity Fund (GMUEX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.69% and 4.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.