GTMIX Performance — GMO International Opportunistic Value Fund, Class III
Data updated: 2026-07-29
GTMIX returned +14.53% year to date and +39.47% over one year to May 2026. Annualised returns are +26.50% over 3 years and +12.68% over 5 years. The fund beat its International Large Blend category average: $100 invested three years ago grew to $202, against $161 for the category, and to $139 over one year, against $122. Volatility over the past three years was 12.35% a year. In the 12 months to May 2026 the fund lost a net $138.1M, and assets reached $336.05M.
GTMIX Growth of $100
What $100 invested in GMO International Opportunistic Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Large Blend category average over the same months.
| Period | GTMIX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $139 | $122 |
| 3 years (Jun 2023 – May 2026) | $202 | $161 |
| 5 years (Jun 2021 – May 2026) | $182 | $144 |
| Since data start (Sep 2019 – May 2026) | $256 | $194 |
GTMIX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.53% |
| 1 year | +39.47% |
| 3 years (annualised) | +26.50% |
| 5 years (annualised) | +12.68% |
GTMIX Annual Returns
Calendar-year total returns of GMO International Opportunistic Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +14.53% |
| 2025 | +46.29% |
| 2024 | +5.27% |
| 2023 | +17.89% |
| 2022 | −9.86% |
| 2021 | +10.80% |
| 2020 | +7.48% |
| 2019 (Sep–Dec) | +14.60% |
GTMIX 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% | +6.8% | −4.5% | +4.0% | +1.6% | — | — | — | — | — | — | — |
| 2025 | +4.1% | +5.4% | +2.3% | +2.1% | +4.8% | +2.4% | +0.1% | +6.3% | +2.0% | +0.7% | +3.9% | +4.8% |
| 2024 | −1.6% | +1.0% | +4.8% | −1.3% | +5.2% | −4.2% | +4.5% | +3.3% | +1.5% | −4.6% | −1.0% | −1.8% |
| 2023 | +6.6% | −1.9% | +1.8% | +1.9% | −5.2% | +6.5% | +4.4% | −3.1% | −0.9% | −4.5% | +7.4% | +4.9% |
| 2022 | −0.7% | −2.8% | −0.5% | −5.6% | +2.8% | −9.9% | +1.9% | −3.8% | −8.1% | +6.6% | +12.6% | −0.7% |
| 2021 | −1.1% | +3.3% | +4.1% | +2.9% | +4.5% | −2.0% | −0.6% | +0.7% | −3.2% | +1.7% | −5.2% | +6.0% |
| 2020 | −2.1% | −6.9% | −15.5% | +7.2% | +4.5% | +3.6% | +4.0% | +1.9% | −1.5% | −4.3% | +13.1% | +6.5% |
| 2019 | — | — | — | — | — | — | — | — | +4.0% | +4.1% | +1.4% | +4.4% |
GTMIX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 12.35%
- 3-year Sharpe ratio: 1.78 (vs 4.5% risk-free rate)
- Best month: +7.38% (Nov 2023)
- Worst month: −4.58% (Oct 2024)
GTMIX Fund Flows
Monthly money in and out of GMO International Opportunistic Value Fund, from SEC Form N-PORT.
- 12-month net flow: −$138.1M
- 12-month gross sales (incl. reinvestments): $137.9M
- Sales ÷ redemptions: 0.50×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $7.7M | $2.8M | $5.0M |
| Apr 2026 | $965K | $2.2M | −$1.3M |
| Mar 2026 | $1.0M | $10.6M | −$9.6M |
| Feb 2026 | $831K | $17.0M | −$16.2M |
| Jan 2026 | $3.7M | $2.2M | $1.5M |
| Dec 2025 | $51.8M | $12.6M | $39.2M |
| Nov 2025 | $2.2M | $2.6M | −$363K |
| Oct 2025 | $205K | $2.7M | −$2.5M |
| Sep 2025 | $74K | $7.0M | −$6.9M |
| Aug 2025 | $1.7M | $6.4M | −$4.7M |
| Jul 2025 | $48.4M | $95.4M | −$47.0M |
| Jun 2025 | $19.2M | $114.5M | −$95.3M |
GTMIX Assets Under Management
Net assets of GMO International Opportunistic Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $336.05M |
| 2026-02-28 | $339.59M |
| 2025-11-30 | $306.87M |
| 2025-08-31 | $297.00M |
| 2025-05-31 | $434.83M |
| 2025-02-28 | $410.22M |
| 2024-11-30 | $392.49M |
| 2024-08-31 | $424.87M |
| 2024-05-31 | $403.99M |
| 2024-02-29 | $363.84M |
| 2023-11-30 | $313.75M |
| 2023-08-31 | $323.79M |
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.