GQLIX Performance — GMO Quality Fund, Class I
Data updated: 2026-09-29
GQLIX returned +6.02% year to date and +23.62% over one year to May 2026. Annualised returns are +19.32% over 3 years and +12.76% over 5 years. Against its US Large Value category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $170, against $165 for the category, and to $124 over one year, against $124. Volatility over the past three years was 12.80% a year. In the 12 months to May 2026 the fund took in a net $830.9M, and assets reached $12.67B.
GQLIX Growth of $100
What $100 invested in GMO Quality Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | GQLIX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $124 | $124 |
| 3 years (Jun 2023 – May 2026) | $170 | $165 |
| 5 years (Jun 2021 – May 2026) | $182 | $163 |
| Since data start (Sep 2019 – May 2026) | $273 | $223 |
GQLIX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +6.02% |
| 1 year | +23.62% |
| 3 years (annualised) | +19.32% |
| 5 years (annualised) | +12.76% |
GQLIX Annual Returns
Calendar-year total returns of GMO Quality Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +6.02% |
| 2025 | +19.54% |
| 2024 | +18.83% |
| 2023 | +29.85% |
| 2022 | −15.30% |
| 2021 | +26.09% |
| 2020 | +18.32% |
| 2019 (Sep–Dec) | +10.61% |
GQLIX 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 | +1.4% | −1.0% | −7.4% | +9.4% | +4.2% | — | — | — | — | — | — | — |
| 2025 | +5.2% | −1.0% | −4.9% | −0.6% | +4.2% | +4.6% | −1.2% | +2.9% | +3.3% | +2.9% | +2.2% | +1.0% |
| 2024 | +2.7% | +5.0% | +2.7% | −3.8% | +3.5% | +4.0% | +1.2% | +3.0% | +1.6% | −3.1% | +3.4% | −2.4% |
| 2023 | +6.7% | −3.5% | +5.5% | +3.2% | +2.7% | +5.4% | +2.7% | −1.8% | −5.0% | −0.3% | +8.7% | +3.2% |
| 2022 | −3.7% | −4.2% | +1.5% | −6.1% | +0.6% | −6.8% | +7.3% | −5.0% | −8.4% | +7.7% | +7.1% | −4.6% |
| 2021 | −1.7% | +3.2% | +5.2% | +5.7% | +1.6% | +1.2% | +2.9% | +1.8% | −4.7% | +6.1% | −3.1% | +6.0% |
| 2020 | −0.6% | −7.6% | −9.1% | +11.2% | +3.3% | +1.1% | +4.6% | +6.1% | −3.1% | −3.7% | +12.0% | +5.2% |
| 2019 | — | — | — | — | — | — | — | — | +0.4% | +3.2% | +3.6% | +3.1% |
GQLIX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 12.80%
- 3-year Sharpe ratio: 1.16 (vs 4.5% risk-free rate)
- Best month: +9.41% (Apr 2026)
- Worst month: −7.45% (Mar 2026)
GQLIX Fund Flows
Monthly money in and out of GMO Quality Fund, from SEC Form N-PORT.
- 12-month net flow: $830.9M
- 12-month gross sales (incl. reinvestments): $3.8B
- Sales ÷ redemptions: 1.28×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $202.4M | $288.2M | −$85.8M |
| Apr 2026 | $268.0M | $352.3M | −$84.3M |
| Mar 2026 | $139.3M | $82.3M | $57.0M |
| Feb 2026 | $872.0M | $801.2M | $70.8M |
| Jan 2026 | $176.2M | $92.5M | $83.7M |
| Dec 2025 | $947.7M | $410.3M | $537.4M |
| Nov 2025 | $317.7M | $62.1M | $255.7M |
| Oct 2025 | $121.8M | $137.3M | −$15.5M |
| Sep 2025 | $138.2M | $90.6M | $47.6M |
| Aug 2025 | $93.1M | $54.0M | $39.2M |
| Jul 2025 | $417.6M | $122.7M | $294.9M |
| Jun 2025 | $69.8M | $439.6M | −$369.8M |
GQLIX Assets Under Management
Net assets of GMO Quality Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $12.67B |
| 2026-02-28 | $12.11B |
| 2025-11-30 | $12.23B |
| 2025-08-31 | $10.99B |
| 2025-05-31 | $10.62B |
| 2025-02-28 | $11.09B |
| 2024-11-30 | $10.84B |
| 2024-08-31 | $10.79B |
| 2024-05-31 | $9.85B |
| 2024-02-29 | $9.52B |
| 2023-11-30 | $8.20B |
| 2023-08-31 | $7.86B |
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.