GQETX vs. IICAX
Compare and contrast key facts about GMO Quality Fund (GQETX) and Asset Management Fund Large Cap Equity Fund (IICAX).
GQETX is managed by GMO. It was launched on Feb 6, 2004. IICAX is managed by BlackRock. It was launched on Jun 30, 1953.
Performance
GQETX vs. IICAX - Performance Comparison
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GQETX vs. IICAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQETX GMO Quality Fund | -6.09% | 19.61% | 17.76% | 28.94% | -15.33% | 31.67% | 18.33% | 31.77% | 0.50% | 29.11% |
IICAX Asset Management Fund Large Cap Equity Fund | -0.37% | 12.59% | 18.66% | 21.70% | -12.87% | 33.00% | 11.90% | 26.48% | -6.25% | -0.30% |
Returns By Period
In the year-to-date period, GQETX achieves a -6.09% return, which is significantly lower than IICAX's -0.37% return. Over the past 10 years, GQETX has outperformed IICAX with an annualized return of 14.96%, while IICAX has yielded a comparatively lower 10.51% annualized return.
GQETX
- 1D
- 0.98%
- 1M
- -4.36%
- YTD
- -6.09%
- 6M
- -1.84%
- 1Y
- 12.88%
- 3Y*
- 16.21%
- 5Y*
- 11.94%
- 10Y*
- 14.96%
IICAX
- 1D
- 0.35%
- 1M
- -3.67%
- YTD
- -0.37%
- 6M
- 1.11%
- 1Y
- 15.60%
- 3Y*
- 15.99%
- 5Y*
- 11.69%
- 10Y*
- 10.51%
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GQETX vs. IICAX - Expense Ratio Comparison
GQETX has a 0.49% expense ratio, which is lower than IICAX's 1.71% expense ratio.
Return for Risk
GQETX vs. IICAX — Risk / Return Rank
GQETX
IICAX
GQETX vs. IICAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Quality Fund (GQETX) and Asset Management Fund Large Cap Equity Fund (IICAX). 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.
| GQETX | IICAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.96 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.50 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.23 | -0.17 |
Martin ratioReturn relative to average drawdown | 4.16 | 5.46 | -1.29 |
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
| GQETX | IICAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.96 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.74 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.48 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.01 | +0.67 |
Correlation
The correlation between GQETX and IICAX is 0.90, 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
GQETX vs. IICAX - Dividend Comparison
GQETX's dividend yield for the trailing twelve months is around 11.88%, more than IICAX's 11.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQETX GMO Quality Fund | 11.88% | 11.16% | 3.91% | 3.43% | 11.85% | 10.19% | 13.61% | 8.08% | 21.66% | 8.10% | 3.56% | 17.25% |
IICAX Asset Management Fund Large Cap Equity Fund | 11.29% | 11.22% | 6.32% | 9.33% | 9.58% | 5.38% | 3.83% | 5.15% | 13.41% | 0.85% | 30.91% | 8.23% |
Drawdowns
GQETX vs. IICAX - Drawdown Comparison
The maximum GQETX drawdown since its inception was -39.99%, smaller than the maximum IICAX drawdown of -96.26%. Use the drawdown chart below to compare losses from any high point for GQETX and IICAX.
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Drawdown Indicators
| GQETX | IICAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.99% | -96.26% | +56.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -7.25% | -5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -24.22% | -22.79% | -1.43% |
Max Drawdown (10Y)Largest decline over 10 years | -30.44% | -39.01% | +8.57% |
Current DrawdownCurrent decline from peak | -9.42% | -70.19% | +60.77% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -68.17% | +63.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.65% | +0.59% |
Volatility
GQETX vs. IICAX - Volatility Comparison
GMO Quality Fund (GQETX) has a higher volatility of 5.69% compared to Asset Management Fund Large Cap Equity Fund (IICAX) at 4.42%. This indicates that GQETX's price experiences larger fluctuations and is considered to be riskier than IICAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQETX | IICAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 4.42% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 8.31% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 17.09% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 15.96% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 21.90% | -4.87% |