GOFIX vs. GMUEX
Compare and contrast key facts about GMO Resources Fund (GOFIX) and GMO U.S. Equity Fund (GMUEX).
GOFIX is managed by GMO. It was launched on Dec 27, 2011. GMUEX is managed by GMO. It was launched on Sep 18, 1985.
Performance
GOFIX vs. GMUEX - Performance Comparison
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GOFIX vs. GMUEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOFIX GMO Resources Fund | 30.03% | 23.10% | -17.91% | -1.38% | -0.80% | 32.01% | 22.47% | 20.10% | -6.73% | 28.42% |
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% |
Returns By Period
In the year-to-date period, GOFIX achieves a 30.03% return, which is significantly higher than GMUEX's -2.06% return. Over the past 10 years, GOFIX has outperformed GMUEX with an annualized return of 14.57%, while GMUEX has yielded a comparatively lower 12.58% annualized return.
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%
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%
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GOFIX vs. GMUEX - Expense Ratio Comparison
GOFIX has a 0.72% expense ratio, which is higher than GMUEX's 0.47% expense ratio.
Return for Risk
GOFIX vs. GMUEX — Risk / Return Rank
GOFIX
GMUEX
GOFIX vs. GMUEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Resources Fund (GOFIX) and GMO U.S. Equity Fund (GMUEX). 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.
| GOFIX | GMUEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.61 | 1.39 | +1.22 |
Sortino ratioReturn per unit of downside risk | 3.14 | 2.01 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.30 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.48 | 2.15 | +1.34 |
Martin ratioReturn relative to average drawdown | 16.25 | 9.73 | +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
| GOFIX | GMUEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.61 | 1.39 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.55 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.65 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.27 | +0.07 |
Correlation
The correlation between GOFIX and GMUEX 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
GOFIX vs. GMUEX - Dividend Comparison
GOFIX's dividend yield for the trailing twelve months is around 3.37%, less than GMUEX's 11.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
GOFIX vs. GMUEX - Drawdown Comparison
The maximum GOFIX drawdown since its inception was -51.77%, smaller than the maximum GMUEX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for GOFIX and GMUEX.
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Drawdown Indicators
| GOFIX | GMUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.77% | -60.66% | +8.89% |
Max Drawdown (1Y)Largest decline over 1 year | -19.68% | -12.92% | -6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -45.10% | -28.95% | -16.15% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -33.90% | -12.08% |
Current DrawdownCurrent decline from peak | 0.00% | -6.43% | +6.43% |
Average DrawdownAverage peak-to-trough decline | -13.74% | -17.33% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 2.85% | +1.37% |
Volatility
GOFIX vs. GMUEX - Volatility Comparison
GMO Resources Fund (GOFIX) and GMO U.S. Equity Fund (GMUEX) have volatilities of 5.78% and 5.69%, 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
| GOFIX | GMUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 5.69% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.52% | 10.89% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.98% | 19.41% | +7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.31% | 19.80% | +5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.57% | 19.45% | +6.12% |