GSXMX Performance — GMO International Equity Allocation Fund, Class R6
Data updated: 2026-09-29
GSXMX returned +24.26% year to date and +49.90% over one year to May 2026. Annualised returns are +30.04% over 3 years and +12.04% over 5 years. The fund beat its International Multi-Cap Blend category average: $100 invested three years ago grew to $220, against $170 for the category, and to $150 over one year, against $126. Volatility over the past three years was 13.28% a year. In the 12 months to May 2026 the fund lost a net $71.6M, and assets reached $384.95M.
GSXMX Growth of $100
What $100 invested in GMO International 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 | GSXMX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $150 | $126 |
| 3 years (Jun 2023 – May 2026) | $220 | $170 |
| 5 years (Jun 2021 – May 2026) | $177 | $153 |
| Since data start (Sep 2019 – May 2026) | $248 | $206 |
GSXMX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +24.26% |
| 1 year | +49.90% |
| 3 years (annualised) | +30.04% |
| 5 years (annualised) | +12.04% |
GSXMX Annual Returns
Calendar-year total returns of GMO International Equity Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +24.26% |
| 2025 | +40.85% |
| 2024 | +8.39% |
| 2023 | +20.22% |
| 2022 | −18.90% |
| 2021 | +7.95% |
| 2020 | +6.96% |
| 2019 (Sep–Dec) | +16.18% |
GSXMX 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 | +7.4% | +7.4% | −8.1% | +7.7% | +8.8% | — | — | — | — | — | — | — |
| 2025 | +3.6% | +2.1% | +2.2% | +3.2% | +4.7% | +3.7% | +0.5% | +4.8% | +2.5% | +1.6% | +2.9% | +3.1% |
| 2024 | −0.7% | +2.4% | +3.1% | −1.0% | +4.4% | −2.3% | +3.0% | +2.7% | +2.1% | −5.1% | −0.7% | +0.6% |
| 2023 | +7.8% | −3.4% | +1.7% | +1.3% | −3.3% | +5.6% | +4.8% | −4.0% | −1.2% | −3.2% | +8.6% | +5.1% |
| 2022 | −1.2% | −6.1% | −3.5% | −5.8% | +2.5% | −8.6% | +1.5% | −3.3% | −9.3% | +4.0% | +13.1% | −1.9% |
| 2021 | +0.8% | +2.8% | +3.1% | +1.8% | +4.0% | −2.0% | −1.8% | +1.5% | −3.5% | +1.4% | −4.9% | +5.2% |
| 2020 | −3.4% | −6.4% | −15.9% | +8.1% | +3.6% | +3.8% | +4.7% | +2.2% | −1.8% | −2.4% | +11.3% | +6.0% |
| 2019 | — | — | — | — | — | — | — | — | +4.2% | +4.5% | +1.0% | +5.6% |
GSXMX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 13.28%
- 3-year Sharpe ratio: 1.92 (vs 4.5% risk-free rate)
- Best month: +8.84% (May 2026)
- Worst month: −8.14% (Mar 2026)
GSXMX Fund Flows
Monthly money in and out of GMO International Equity Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: −$71.6M
- 12-month gross sales (incl. reinvestments): $47.6M
- Sales ÷ redemptions: 0.40×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $344K | $6.4M | −$6.1M |
| Apr 2026 | $1.0M | $181K | $857K |
| Mar 2026 | $2.6M | $10.0M | −$7.4M |
| Feb 2026 | $2.7M | $84.1M | −$81.4M |
| Jan 2026 | $11.5M | $1.3M | $10.3M |
| Dec 2025 | $22.4M | $2.0M | $20.3M |
| Nov 2025 | $1.9M | $1.4M | $548K |
| Oct 2025 | $612K | $3.8M | −$3.2M |
| Sep 2025 | $1.1M | $734K | $339K |
| Aug 2025 | $1.5M | $5.6M | −$4.1M |
| Jul 2025 | $1.3M | $3.3M | −$2.0M |
| Jun 2025 | $559K | $451K | $108K |
GSXMX Assets Under Management
Net assets of GMO International Equity Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $384.95M |
| 2026-02-28 | $370.25M |
| 2025-11-30 | $373.29M |
| 2025-08-31 | $350.51M |
| 2025-05-31 | $327.13M |
| 2025-02-28 | $321.00M |
| 2024-11-30 | $299.55M |
| 2024-08-31 | $315.30M |
| 2024-05-31 | $309.57M |
| 2024-02-29 | $305.53M |
| 2023-11-30 | $293.14M |
| 2023-08-31 | $376.36M |
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.