GIOTX Performance — GMO International Developed Equity Allocation Fund, Class III
Data updated: 2026-09-29
GIOTX returned +18.14% year to date and +41.89% over one year to May 2026. Annualised returns are +29.43% over 3 years and +14.01% over 5 years. The fund beat its International Multi-Cap Blend category average: $100 invested three years ago grew to $217, against $170 for the category, and to $142 over one year, against $126. Volatility over the past three years was 12.93% a year. In the 12 months to May 2026 the fund lost a net $191.8M, and assets reached $222.92M.
GIOTX Growth of $100
What $100 invested in GMO International Developed Equity Allocation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Multi-Cap Blend category average over the same months.
| Period | GIOTX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $142 | $126 |
| 3 years (Jun 2023 – May 2026) | $217 | $170 |
| 5 years (Jun 2021 – May 2026) | $193 | $153 |
| Since data start (Sep 2019 – May 2026) | $277 | $206 |
GIOTX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +18.14% |
| 1 year | +41.89% |
| 3 years (annualised) | +29.43% |
| 5 years (annualised) | +14.01% |
GIOTX Annual Returns
Calendar-year total returns of GMO International Developed Equity Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +18.14% |
| 2025 | +43.71% |
| 2024 | +10.64% |
| 2023 | +20.98% |
| 2022 | −12.37% |
| 2021 | +11.15% |
| 2020 | +7.43% |
| 2019 (Sep–Dec) | +16.46% |
GIOTX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.3% | +7.5% | −7.2% | +7.0% | +4.1% | — | — | — | — | — | — | — |
| 2025 | +4.5% | +3.2% | +2.1% | +4.3% | +4.2% | +2.9% | −0.4% | +5.3% | +1.9% | +1.0% | +4.8% | +3.1% |
| 2024 | 0.0% | +2.0% | +4.3% | −1.9% | +5.3% | −3.5% | +4.2% | +3.0% | +1.5% | −5.5% | −0.3% | +1.6% |
| 2023 | +7.3% | −1.8% | +1.7% | +1.7% | −3.8% | +6.6% | +4.1% | −3.1% | −1.6% | −3.8% | +8.6% | +4.5% |
| 2022 | −1.0% | −3.6% | −1.5% | −5.8% | +3.0% | −9.4% | +2.8% | −4.5% | −8.2% | +6.0% | +12.4% | −1.1% |
| 2021 | −0.4% | +3.4% | +4.2% | +2.4% | +4.5% | −2.4% | −0.7% | +0.9% | −3.4% | +1.6% | −5.0% | +5.9% |
| 2020 | −2.2% | −7.2% | −16.2% | +7.8% | +4.3% | +3.5% | +3.9% | +3.0% | −1.3% | −3.8% | +12.5% | +6.2% |
| 2019 | — | — | — | — | — | — | — | — | +4.6% | +4.8% | +1.3% | +4.8% |
GIOTX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 12.93%
- 3-year Sharpe ratio: 1.93 (vs 4.5% risk-free rate)
- Best month: +8.55% (Nov 2023)
- Worst month: −7.23% (Mar 2026)
GIOTX Fund Flows
Monthly money in and out of GMO International Developed Equity Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: −$191.8M
- 12-month gross sales (incl. reinvestments): $33.6M
- Sales ÷ redemptions: 0.15×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $2.0M | $1.1M | $945K |
| Apr 2026 | $1.5M | $551K | $902K |
| Mar 2026 | $1.3M | $757K | $561K |
| Feb 2026 | $2.3M | $1.5M | $787K |
| Jan 2026 | $3.2M | $543K | $2.7M |
| Dec 2025 | $15.1M | $13.5M | $1.6M |
| Nov 2025 | $866K | $835K | $31K |
| Oct 2025 | $1.3M | $603K | $705K |
| Sep 2025 | $1.7M | $414K | $1.3M |
| Aug 2025 | $785K | $598K | $186K |
| Jul 2025 | $2.0M | $204.5M | −$202.5M |
| Jun 2025 | $1.4M | $433K | $975K |
GIOTX Assets Under Management
Net assets of GMO International Developed Equity Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $222.92M |
| 2026-02-28 | $213.16M |
| 2025-11-30 | $190.18M |
| 2025-08-31 | $174.33M |
| 2025-05-31 | $355.56M |
| 2025-02-28 | $317.16M |
| 2024-11-30 | $289.79M |
| 2024-08-31 | $300.37M |
| 2024-05-31 | $287.91M |
| 2024-02-29 | $265.42M |
| 2023-11-30 | $252.73M |
| 2023-08-31 | $244.97M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.