LVAGX vs. GMGEX
Compare and contrast key facts about LSV Global Value Fund (LVAGX) and GMO Global Equity Allocation Fund (GMGEX).
LVAGX is managed by LSV. It was launched on Jun 24, 2014. GMGEX is managed by GMO. It was launched on Nov 25, 1996.
Performance
LVAGX vs. GMGEX - Performance Comparison
Loading graphics...
LVAGX vs. GMGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVAGX LSV Global Value Fund | 4.94% | 26.84% | 12.88% | 18.76% | -8.44% | 21.07% | 0.15% | 21.99% | -15.70% | 21.70% |
GMGEX GMO Global Equity Allocation Fund | 3.72% | 29.14% | 4.12% | 22.27% | -17.07% | 14.99% | 9.55% | 25.45% | -13.04% | 26.39% |
Returns By Period
In the year-to-date period, LVAGX achieves a 4.94% return, which is significantly higher than GMGEX's 3.72% return. Over the past 10 years, LVAGX has outperformed GMGEX with an annualized return of 10.72%, while GMGEX has yielded a comparatively lower 9.93% annualized return.
LVAGX
- 1D
- 2.44%
- 1M
- -3.99%
- YTD
- 4.94%
- 6M
- 10.63%
- 1Y
- 29.35%
- 3Y*
- 19.77%
- 5Y*
- 11.75%
- 10Y*
- 10.72%
GMGEX
- 1D
- 2.68%
- 1M
- -5.76%
- YTD
- 3.72%
- 6M
- 10.13%
- 1Y
- 30.15%
- 3Y*
- 16.98%
- 5Y*
- 8.06%
- 10Y*
- 9.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LVAGX vs. GMGEX - Expense Ratio Comparison
LVAGX has a 1.15% expense ratio, which is higher than GMGEX's 0.01% expense ratio.
Return for Risk
LVAGX vs. GMGEX — Risk / Return Rank
LVAGX
GMGEX
LVAGX vs. GMGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV Global Value Fund (LVAGX) and GMO Global Equity Allocation Fund (GMGEX). 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.
| LVAGX | GMGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 1.94 | -0.12 |
Sortino ratioReturn per unit of downside risk | 2.47 | 2.63 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 2.59 | -0.24 |
Martin ratioReturn relative to average drawdown | 11.55 | 11.30 | +0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| LVAGX | GMGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.94 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.55 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.62 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.22 | +0.31 |
Correlation
The correlation between LVAGX and GMGEX is 0.93, 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
LVAGX vs. GMGEX - Dividend Comparison
LVAGX's dividend yield for the trailing twelve months is around 6.08%, more than GMGEX's 4.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVAGX LSV Global Value Fund | 6.08% | 6.38% | 7.93% | 2.69% | 1.52% | 2.04% | 1.66% | 1.99% | 4.71% | 1.86% | 2.54% | 2.35% |
GMGEX GMO Global Equity Allocation Fund | 4.52% | 4.69% | 0.29% | 5.62% | 7.81% | 7.76% | 3.83% | 3.14% | 3.14% | 2.90% | 3.71% | 4.20% |
Drawdowns
LVAGX vs. GMGEX - Drawdown Comparison
The maximum LVAGX drawdown since its inception was -42.32%, smaller than the maximum GMGEX drawdown of -58.47%. Use the drawdown chart below to compare losses from any high point for LVAGX and GMGEX.
Loading graphics...
Drawdown Indicators
| LVAGX | GMGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.32% | -58.47% | +16.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -11.62% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -28.58% | +4.81% |
Max Drawdown (10Y)Largest decline over 10 years | -42.32% | -34.98% | -7.34% |
Current DrawdownCurrent decline from peak | -4.70% | -6.81% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -7.04% | -16.84% | +9.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.66% | -0.07% |
Volatility
LVAGX vs. GMGEX - Volatility Comparison
The current volatility for LSV Global Value Fund (LVAGX) is 5.39%, while GMO Global Equity Allocation Fund (GMGEX) has a volatility of 6.09%. This indicates that LVAGX experiences smaller price fluctuations and is considered to be less risky than GMGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| LVAGX | GMGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 6.09% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 9.78% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 15.72% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.38% | 14.74% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 16.02% | +0.96% |