RMEAX vs. GMGEX
Compare and contrast key facts about Aspiriant Risk-Managed Equity Allocation Fund (RMEAX) and GMO Global Equity Allocation Fund (GMGEX).
RMEAX is managed by Aspiriant. It was launched on Apr 3, 2013. GMGEX is managed by GMO. It was launched on Nov 25, 1996.
Performance
RMEAX vs. GMGEX - Performance Comparison
Loading graphics...
RMEAX vs. GMGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMEAX Aspiriant Risk-Managed Equity Allocation Fund | -5.53% | 17.69% | 6.55% | 16.31% | -13.67% | 14.78% | 3.98% | 16.82% | -3.75% | 21.78% |
GMGEX GMO Global Equity Allocation Fund | 1.01% | 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, RMEAX achieves a -5.53% return, which is significantly lower than GMGEX's 1.01% return. Over the past 10 years, RMEAX has underperformed GMGEX with an annualized return of 7.22%, while GMGEX has yielded a comparatively higher 9.64% annualized return.
RMEAX
- 1D
- 0.07%
- 1M
- -7.96%
- YTD
- -5.53%
- 6M
- -1.56%
- 1Y
- 9.48%
- 3Y*
- 9.84%
- 5Y*
- 5.70%
- 10Y*
- 7.22%
GMGEX
- 1D
- -0.23%
- 1M
- -8.94%
- YTD
- 1.01%
- 6M
- 7.79%
- 1Y
- 26.97%
- 3Y*
- 15.95%
- 5Y*
- 7.75%
- 10Y*
- 9.64%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RMEAX vs. GMGEX - Expense Ratio Comparison
RMEAX has a 0.28% expense ratio, which is higher than GMGEX's 0.01% expense ratio.
Return for Risk
RMEAX vs. GMGEX — Risk / Return Rank
RMEAX
GMGEX
RMEAX vs. GMGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aspiriant Risk-Managed Equity Allocation Fund (RMEAX) 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.
| RMEAX | GMGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.73 | -0.94 |
Sortino ratioReturn per unit of downside risk | 1.18 | 2.35 | -1.17 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.35 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 2.15 | -1.22 |
Martin ratioReturn relative to average drawdown | 4.00 | 9.50 | -5.50 |
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
| RMEAX | GMGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.73 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.53 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.60 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.22 | +0.31 |
Correlation
The correlation between RMEAX and GMGEX 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
RMEAX vs. GMGEX - Dividend Comparison
RMEAX's dividend yield for the trailing twelve months is around 12.49%, more than GMGEX's 4.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMEAX Aspiriant Risk-Managed Equity Allocation Fund | 12.49% | 11.80% | 0.00% | 5.30% | 2.16% | 2.46% | 1.64% | 4.69% | 4.53% | 2.67% | 2.27% | 1.79% |
GMGEX GMO Global Equity Allocation Fund | 4.64% | 4.69% | 0.29% | 5.62% | 7.81% | 7.76% | 3.83% | 3.14% | 3.14% | 2.90% | 3.71% | 4.20% |
Drawdowns
RMEAX vs. GMGEX - Drawdown Comparison
The maximum RMEAX drawdown since its inception was -23.70%, smaller than the maximum GMGEX drawdown of -58.47%. Use the drawdown chart below to compare losses from any high point for RMEAX and GMGEX.
Loading graphics...
Drawdown Indicators
| RMEAX | GMGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.70% | -58.47% | +34.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -11.62% | +2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.79% | -28.58% | +6.79% |
Max Drawdown (10Y)Largest decline over 10 years | -23.70% | -34.98% | +11.28% |
Current DrawdownCurrent decline from peak | -8.35% | -9.24% | +0.89% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -16.84% | +12.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.63% | -0.50% |
Volatility
RMEAX vs. GMGEX - Volatility Comparison
The current volatility for Aspiriant Risk-Managed Equity Allocation Fund (RMEAX) is 3.87%, while GMO Global Equity Allocation Fund (GMGEX) has a volatility of 5.26%. This indicates that RMEAX 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
| RMEAX | GMGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 5.26% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.33% | 9.43% | -2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 15.54% | -3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.91% | 14.69% | -2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.79% | 16.00% | -4.21% |