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GMWAX vs. IPIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMWAX vs. IPIRX - Performance Comparison

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

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GMWAX vs. IPIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMWAX
GMO Global Asset Allocation Fund
1.62%23.40%0.23%16.17%-12.71%7.03%6.15%17.70%-7.21%15.73%
IPIRX
Voya Global Perspectives Portfolio
-3.05%14.21%7.31%10.65%-17.52%6.06%16.10%18.35%-9.87%15.00%

Returns By Period

In the year-to-date period, GMWAX achieves a 1.62% return, which is significantly higher than IPIRX's -3.05% return. Over the past 10 years, GMWAX has outperformed IPIRX with an annualized return of 6.66%, while IPIRX has yielded a comparatively lower 5.44% annualized return.


GMWAX

1D
0.10%
1M
-6.59%
YTD
1.62%
6M
7.26%
1Y
21.34%
3Y*
11.75%
5Y*
5.45%
10Y*
6.66%

IPIRX

1D
-1.07%
1M
-7.88%
YTD
-3.05%
6M
-1.28%
1Y
10.48%
3Y*
7.95%
5Y*
2.82%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMWAX vs. IPIRX - Expense Ratio Comparison

GMWAX has a 0.00% expense ratio, which is lower than IPIRX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GMWAX vs. IPIRX — Risk / Return Rank

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

GMWAX
GMWAX Risk / Return Rank: 9191
Overall Rank
GMWAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GMWAX Sortino Ratio Rank: 9292
Sortino Ratio Rank
GMWAX Omega Ratio Rank: 9090
Omega Ratio Rank
GMWAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
GMWAX Martin Ratio Rank: 9191
Martin Ratio Rank

IPIRX
IPIRX Risk / Return Rank: 4747
Overall Rank
IPIRX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IPIRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
IPIRX Omega Ratio Rank: 5050
Omega Ratio Rank
IPIRX Calmar Ratio Rank: 3535
Calmar Ratio Rank
IPIRX Martin Ratio Rank: 4242
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. IPIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Global Asset Allocation Fund (GMWAX) and Voya Global Perspectives Portfolio (IPIRX). 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.


GMWAXIPIRXDifference

Sharpe ratio

Return per unit of total volatility

2.05

1.02

+1.03

Sortino ratio

Return per unit of downside risk

2.77

1.52

+1.25

Omega ratio

Gain probability vs. loss probability

1.41

1.21

+0.20

Calmar ratio

Return relative to maximum drawdown

2.54

0.98

+1.56

Martin ratio

Return relative to average drawdown

10.61

4.41

+6.20

GMWAX vs. IPIRX - Sharpe Ratio Comparison

The current GMWAX Sharpe Ratio is 2.05, which is higher than the IPIRX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of GMWAX and IPIRX, 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


GMWAXIPIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

1.02

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.27

+0.28

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

0.29

0.52

-0.23

Correlation

The correlation between GMWAX and IPIRX is 0.88, 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. IPIRX - Dividend Comparison

GMWAX's dividend yield for the trailing twelve months is around 4.80%, less than IPIRX's 5.82% yield.


TTM20252024202320222021202020192018201720162015
GMWAX
GMO Global Asset Allocation Fund
4.80%4.88%0.14%5.47%3.78%6.16%4.00%4.00%3.77%2.50%2.25%3.13%
IPIRX
Voya Global Perspectives Portfolio
5.82%5.64%3.25%14.65%13.55%6.34%6.25%7.80%1.30%2.78%2.78%7.16%

Drawdowns

GMWAX vs. IPIRX - Drawdown Comparison

The maximum GMWAX drawdown since its inception was -41.69%, which is greater than IPIRX's maximum drawdown of -24.97%. Use the drawdown chart below to compare losses from any high point for GMWAX and IPIRX.


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Drawdown Indicators


GMWAXIPIRXDifference

Max Drawdown

Largest peak-to-trough decline

-41.69%

-24.97%

-16.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.00%

-7.88%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-22.47%

-24.97%

+2.50%

Max Drawdown (10Y)

Largest decline over 10 years

-25.12%

-24.97%

-0.15%

Current Drawdown

Current decline from peak

-6.65%

-7.88%

+1.23%

Average Drawdown

Average peak-to-trough decline

-11.29%

-4.89%

-6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

1.99%

-0.08%

Volatility

GMWAX vs. IPIRX - Volatility Comparison

GMO Global Asset Allocation Fund (GMWAX) has a higher volatility of 3.79% compared to Voya Global Perspectives Portfolio (IPIRX) at 3.44%. This indicates that GMWAX's price experiences larger fluctuations and is considered to be riskier than IPIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMWAXIPIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.44%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

6.50%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

10.42%

11.05%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.93%

10.73%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.28%

9.69%

+0.59%