GMUEX vs. GQETX
Compare and contrast key facts about GMO U.S. Equity Fund (GMUEX) and GMO Quality Fund (GQETX).
GMUEX is managed by GMO. It was launched on Sep 18, 1985. GQETX is managed by GMO. It was launched on Feb 6, 2004.
Performance
GMUEX vs. GQETX - Performance Comparison
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GMUEX vs. GQETX - 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% |
GQETX GMO Quality Fund | -7.00% | 19.61% | 17.76% | 28.94% | -15.33% | 31.67% | 18.33% | 31.77% | 0.50% | 29.11% |
Returns By Period
In the year-to-date period, GMUEX achieves a -2.06% return, which is significantly higher than GQETX's -7.00% return. Over the past 10 years, GMUEX has underperformed GQETX with an annualized return of 12.58%, while GQETX has yielded a comparatively higher 14.85% 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%
GQETX
- 1D
- 2.81%
- 1M
- -6.44%
- YTD
- -7.00%
- 6M
- -2.28%
- 1Y
- 12.44%
- 3Y*
- 15.83%
- 5Y*
- 11.72%
- 10Y*
- 14.85%
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GMUEX vs. GQETX - Expense Ratio Comparison
GMUEX has a 0.47% expense ratio, which is lower than GQETX's 0.49% expense ratio.
Return for Risk
GMUEX vs. GQETX — Risk / Return Rank
GMUEX
GQETX
GMUEX vs. GQETX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Equity Fund (GMUEX) and GMO Quality Fund (GQETX). 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 | GQETX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 0.75 | +0.65 |
Sortino ratioReturn per unit of downside risk | 2.01 | 1.20 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.16 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.01 | +1.14 |
Martin ratioReturn relative to average drawdown | 9.73 | 4.04 | +5.69 |
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 | GQETX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 0.75 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.74 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.87 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.68 | -0.40 |
Correlation
The correlation between GMUEX and GQETX is 0.92, 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
GMUEX vs. GQETX - Dividend Comparison
GMUEX's dividend yield for the trailing twelve months is around 11.93%, which matches GQETX's 12.00% 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% |
GQETX GMO Quality Fund | 12.00% | 11.16% | 3.91% | 3.43% | 11.85% | 10.19% | 13.61% | 8.08% | 21.66% | 8.10% | 3.56% | 17.25% |
Drawdowns
GMUEX vs. GQETX - Drawdown Comparison
The maximum GMUEX drawdown since its inception was -60.66%, which is greater than GQETX's maximum drawdown of -39.99%. Use the drawdown chart below to compare losses from any high point for GMUEX and GQETX.
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Drawdown Indicators
| GMUEX | GQETX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.66% | -39.99% | -20.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -12.76% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -28.95% | -24.22% | -4.73% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -30.44% | -3.46% |
Current DrawdownCurrent decline from peak | -6.43% | -10.31% | +3.88% |
Average DrawdownAverage peak-to-trough decline | -17.33% | -5.02% | -12.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 3.18% | -0.33% |
Volatility
GMUEX vs. GQETX - Volatility Comparison
GMO U.S. Equity Fund (GMUEX) and GMO Quality Fund (GQETX) have volatilities of 5.69% and 5.64%, 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 | GQETX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 5.64% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 9.71% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.41% | 16.62% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.80% | 15.85% | +3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.45% | 17.03% | +2.42% |