GBMSX — GMO Benchmark-Free Allocation Fund
Data updated: 2026-07-29
GBMSX — GMO Benchmark-Free Allocation Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. United States Multi-Cap / All-Cap Blend / Core Equity · $2.60B AUM · 1.35% expense ratio · 30.6% 1-yr return. From SEC regulatory filings.
GBMSX Fund Overview
GBMSX — GMO Benchmark-Free Allocation Fund is a US mutual fund managed by Gmo Trust, categorised as United States Multi-Cap / All-Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Gmo Trust
- Category: United States Multi-Cap / All-Cap Blend / Core Equity
- Assets under management: $2.60B
- 1-year return: 30.6%
- Ticker: GBMSX
- SEC CIK: 0000772129
- SEC series ID: S000005485
- Share class ID: C000213373
GBMSX Holdings
Top 6 holdings of GMO Benchmark-Free Allocation Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| GMO Implementation Fund | 83.70% |
| GMO Alternative Allocation Fund | 12.27% |
| GMO Opportunistic Income Fund | 1.88% |
| GMO Climate Change Fund | 1.11% |
| GMO High Yield Fund | 0.99% |
| State Street Global Advisors | 0.13% |
GBMSX Portfolio Allocation
Asset-class allocation of GMO Benchmark-Free Allocation Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 99.9% |
| Cash & Equivalents | 0.1% |
GBMSX Performance
Total returns for GBMSX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 9.6% |
| 1 year | 30.6% |
| 3 years (annualised) | 15.7% |
| 5 years (annualised) | 9.4% |
GBMSX Risk Information
Risk metrics for GBMSX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 5.4%
GBMSX Costs and Fees
GBMSX costs about $135 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.35%
- Gross expense ratio: 1.50%
- Portfolio turnover: 11%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
GBMSX Cashflows
Over the 12 months to 2026-02, GMO Benchmark-Free Allocation Fund had net outflows of $299.10M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-02 | −$33.80M |
| 2026-01 | −$15.65M |
| 2025-12 | $3.20M |
| 2025-11 | −$10.15M |
| 2025-10 | −$9.33M |
| 2025-09 | −$10.68M |
GBMSX Debt Constituents
No individual debt constituents are reported in GMO Benchmark-Free Allocation Fund's latest SEC N-PORT filing.
GBMSX Prospectus and SEC Filings
Official GMO Benchmark-Free Allocation Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other United States Multi-Cap / All-Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.