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GMWAX vs. GBFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMWAX vs. GBFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Global Asset Allocation Fund (GMWAX) and GMO Benchmark-Free Fund (GBFFX). The values are adjusted to include any dividend payments, if applicable.

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GMWAX vs. GBFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMWAX
GMO Global Asset Allocation Fund
3.33%23.40%0.23%16.17%-12.71%7.03%6.15%17.70%-7.21%15.73%
GBFFX
GMO Benchmark-Free Fund
5.76%24.07%0.40%15.24%-3.36%4.38%-3.35%13.79%-7.12%17.06%

Returns By Period

In the year-to-date period, GMWAX achieves a 3.33% return, which is significantly lower than GBFFX's 5.76% return. Both investments have delivered pretty close results over the past 10 years, with GMWAX having a 6.83% annualized return and GBFFX not far behind at 6.70%.


GMWAX

1D
1.68%
1M
-4.34%
YTD
3.33%
6M
8.68%
1Y
23.07%
3Y*
12.37%
5Y*
5.62%
10Y*
6.83%

GBFFX

1D
1.05%
1M
-2.94%
YTD
5.76%
6M
12.11%
1Y
24.44%
3Y*
13.80%
5Y*
7.51%
10Y*
6.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMWAX vs. GBFFX - Expense Ratio Comparison

GMWAX has a 0.00% expense ratio, which is lower than GBFFX's 0.35% expense ratio.


Return for Risk

GMWAX vs. GBFFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GMWAX
GMWAX Risk / Return Rank: 9393
Overall Rank
GMWAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GMWAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
GMWAX Omega Ratio Rank: 9292
Omega Ratio Rank
GMWAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
GMWAX Martin Ratio Rank: 9393
Martin Ratio Rank

GBFFX
GBFFX Risk / Return Rank: 9797
Overall Rank
GBFFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GBFFX Sortino Ratio Rank: 9797
Sortino Ratio Rank
GBFFX Omega Ratio Rank: 9797
Omega Ratio Rank
GBFFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
GBFFX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GMWAX vs. GBFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Global Asset Allocation Fund (GMWAX) and GMO Benchmark-Free Fund (GBFFX). 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.


GMWAXGBFFXDifference

Sharpe ratio

Return per unit of total volatility

2.23

3.08

-0.85

Sortino ratio

Return per unit of downside risk

3.02

4.08

-1.06

Omega ratio

Gain probability vs. loss probability

1.45

1.63

-0.18

Calmar ratio

Return relative to maximum drawdown

2.90

3.94

-1.04

Martin ratio

Return relative to average drawdown

11.96

15.49

-3.53

GMWAX vs. GBFFX - Sharpe Ratio Comparison

The current GMWAX Sharpe Ratio is 2.23, which is comparable to the GBFFX Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of GMWAX and GBFFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GMWAXGBFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

3.08

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.94

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.74

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.65

-0.35

Correlation

The correlation between GMWAX and GBFFX is 0.91, 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

GMWAX vs. GBFFX - Dividend Comparison

GMWAX's dividend yield for the trailing twelve months is around 4.72%, less than GBFFX's 4.84% yield.


TTM20252024202320222021202020192018201720162015
GMWAX
GMO Global Asset Allocation Fund
4.72%4.88%0.14%5.47%3.78%6.16%4.00%4.00%3.77%2.50%2.25%3.13%
GBFFX
GMO Benchmark-Free Fund
4.84%5.11%1.81%5.72%5.48%4.60%3.32%4.00%3.92%2.90%2.72%6.67%

Drawdowns

GMWAX vs. GBFFX - Drawdown Comparison

The maximum GMWAX drawdown since its inception was -41.69%, which is greater than GBFFX's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for GMWAX and GBFFX.


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Drawdown Indicators


GMWAXGBFFXDifference

Max Drawdown

Largest peak-to-trough decline

-41.69%

-26.62%

-15.07%

Max Drawdown (1Y)

Largest decline over 1 year

-8.00%

-6.04%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-22.47%

-15.91%

-6.56%

Max Drawdown (10Y)

Largest decline over 10 years

-25.12%

-26.62%

+1.50%

Current Drawdown

Current decline from peak

-5.09%

-3.58%

-1.51%

Average Drawdown

Average peak-to-trough decline

-11.29%

-4.42%

-6.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

1.56%

+0.38%

Volatility

GMWAX vs. GBFFX - Volatility Comparison

GMO Global Asset Allocation Fund (GMWAX) has a higher volatility of 4.25% compared to GMO Benchmark-Free Fund (GBFFX) at 3.36%. This indicates that GMWAX's price experiences larger fluctuations and is considered to be riskier than GBFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMWAXGBFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

3.36%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

6.70%

5.27%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

10.52%

7.98%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.96%

8.02%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.30%

9.07%

+1.23%