GMUEX vs. GMOIX
Compare and contrast key facts about GMO U.S. Equity Fund (GMUEX) and GMO International Equity Fund (GMOIX).
GMUEX is managed by GMO. It was launched on Sep 18, 1985. GMOIX is managed by GMO. It was launched on Mar 30, 1987.
Performance
GMUEX vs. GMOIX - Performance Comparison
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GMUEX vs. GMOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMUEX GMO U.S. Equity Fund | -2.06% | 22.24% | 20.97% | 22.02% | -12.66% | 24.28% | 13.56% | 28.62% | -9.77% | 18.46% |
GMOIX GMO International Equity Fund | 5.23% | 43.94% | 11.54% | 20.51% | -10.38% | 12.11% | 7.47% | 24.56% | -20.55% | 25.73% |
Returns By Period
In the year-to-date period, GMUEX achieves a -2.06% return, which is significantly lower than GMOIX's 5.23% return. Over the past 10 years, GMUEX has outperformed GMOIX with an annualized return of 12.58%, while GMOIX has yielded a comparatively lower 11.16% annualized return.
GMUEX
- 1D
- 3.04%
- 1M
- -4.55%
- YTD
- -2.06%
- 6M
- 3.90%
- 1Y
- 26.43%
- 3Y*
- 18.36%
- 5Y*
- 10.84%
- 10Y*
- 12.58%
GMOIX
- 1D
- 3.34%
- 1M
- -6.49%
- YTD
- 5.23%
- 6M
- 14.84%
- 1Y
- 37.98%
- 3Y*
- 23.80%
- 5Y*
- 13.44%
- 10Y*
- 11.16%
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GMUEX vs. GMOIX - Expense Ratio Comparison
GMUEX has a 0.47% expense ratio, which is lower than GMOIX's 0.66% expense ratio.
Return for Risk
GMUEX vs. GMOIX — Risk / Return Rank
GMUEX
GMOIX
GMUEX vs. GMOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Equity Fund (GMUEX) and GMO International Equity Fund (GMOIX). 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.
| GMUEX | GMOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 2.13 | -0.73 |
Sortino ratioReturn per unit of downside risk | 2.01 | 2.80 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.41 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 3.16 | -1.01 |
Martin ratioReturn relative to average drawdown | 9.73 | 12.33 | -2.60 |
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
| GMUEX | GMOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 2.13 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.85 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.67 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.33 | -0.06 |
Correlation
The correlation between GMUEX and GMOIX is 0.58, 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
GMUEX vs. GMOIX - Dividend Comparison
GMUEX's dividend yield for the trailing twelve months is around 11.93%, more than GMOIX's 5.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMUEX GMO U.S. Equity Fund | 11.93% | 11.68% | 17.31% | 12.10% | 6.99% | 14.17% | 9.16% | 12.24% | 21.90% | 11.22% | 11.27% | 12.88% |
GMOIX GMO International Equity Fund | 5.34% | 5.62% | 2.77% | 7.54% | 4.32% | 6.40% | 4.56% | 3.49% | 3.74% | 3.11% | 4.00% | 3.26% |
Drawdowns
GMUEX vs. GMOIX - Drawdown Comparison
The maximum GMUEX drawdown since its inception was -60.66%, roughly equal to the maximum GMOIX drawdown of -59.00%. Use the drawdown chart below to compare losses from any high point for GMUEX and GMOIX.
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Drawdown Indicators
| GMUEX | GMOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.66% | -59.00% | -1.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -11.67% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -28.95% | -28.69% | -0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -40.14% | +6.24% |
Current DrawdownCurrent decline from peak | -6.43% | -8.11% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -17.33% | -12.97% | -4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.99% | -0.14% |
Volatility
GMUEX vs. GMOIX - Volatility Comparison
The current volatility for GMO U.S. Equity Fund (GMUEX) is 5.69%, while GMO International Equity Fund (GMOIX) has a volatility of 8.39%. This indicates that GMUEX experiences smaller price fluctuations and is considered to be less risky than GMOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMUEX | GMOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 8.39% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 12.94% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.41% | 18.00% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.80% | 15.94% | +3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.45% | 16.78% | +2.67% |