GMUEX vs. GOFIX
Compare and contrast key facts about GMO U.S. Equity Fund (GMUEX) and GMO Resources Fund (GOFIX).
GMUEX is managed by GMO. It was launched on Sep 18, 1985. GOFIX is managed by GMO. It was launched on Dec 27, 2011.
Performance
GMUEX vs. GOFIX - Performance Comparison
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GMUEX vs. GOFIX - 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% |
GOFIX GMO Resources Fund | 30.03% | 23.10% | -17.91% | -1.38% | -0.80% | 32.01% | 22.47% | 20.10% | -6.73% | 28.42% |
Returns By Period
In the year-to-date period, GMUEX achieves a -2.06% return, which is significantly lower than GOFIX's 30.03% return. Over the past 10 years, GMUEX has underperformed GOFIX with an annualized return of 12.58%, while GOFIX has yielded a comparatively higher 14.57% 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%
GOFIX
- 1D
- 1.85%
- 1M
- 5.29%
- YTD
- 30.03%
- 6M
- 39.95%
- 1Y
- 68.15%
- 3Y*
- 9.73%
- 5Y*
- 8.52%
- 10Y*
- 14.57%
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GMUEX vs. GOFIX - Expense Ratio Comparison
GMUEX has a 0.47% expense ratio, which is lower than GOFIX's 0.72% expense ratio.
Return for Risk
GMUEX vs. GOFIX — Risk / Return Rank
GMUEX
GOFIX
GMUEX vs. GOFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Equity Fund (GMUEX) and GMO Resources Fund (GOFIX). 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 | GOFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 2.61 | -1.22 |
Sortino ratioReturn per unit of downside risk | 2.01 | 3.14 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.45 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 3.48 | -1.34 |
Martin ratioReturn relative to average drawdown | 9.73 | 16.25 | -6.52 |
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 | GOFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 2.61 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.34 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.57 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.34 | -0.07 |
Correlation
The correlation between GMUEX and GOFIX is 0.66, 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. GOFIX - Dividend Comparison
GMUEX's dividend yield for the trailing twelve months is around 11.93%, more than GOFIX's 3.37% 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% |
GOFIX GMO Resources Fund | 3.37% | 4.38% | 3.01% | 5.90% | 10.25% | 17.81% | 3.66% | 2.99% | 4.06% | 3.86% | 2.89% | 3.30% |
Drawdowns
GMUEX vs. GOFIX - Drawdown Comparison
The maximum GMUEX drawdown since its inception was -60.66%, which is greater than GOFIX's maximum drawdown of -51.77%. Use the drawdown chart below to compare losses from any high point for GMUEX and GOFIX.
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Drawdown Indicators
| GMUEX | GOFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.66% | -51.77% | -8.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -19.68% | +6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -28.95% | -45.10% | +16.15% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -45.98% | +12.08% |
Current DrawdownCurrent decline from peak | -6.43% | 0.00% | -6.43% |
Average DrawdownAverage peak-to-trough decline | -17.33% | -13.74% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 4.22% | -1.37% |
Volatility
GMUEX vs. GOFIX - Volatility Comparison
GMO U.S. Equity Fund (GMUEX) and GMO Resources Fund (GOFIX) have volatilities of 5.69% and 5.78%, 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.
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Volatility by Period
| GMUEX | GOFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 5.78% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 15.52% | -4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.41% | 26.98% | -7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.80% | 25.31% | -5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.45% | 25.57% | -6.12% |