See what your fund actually adds

GMO International Developed Equity Allocation Fund Class III GIOTX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

GIOTX compared with its replication portfolio
MeasureGIOTXReplication
Annualized growth15.0%12.2%
Annualized volatility15.4%15.3%
Sharpe ratio0.990.83
Maximum drawdown27.9%25.8%
Replication fit (R²)0.95 · Tracking error 3.6%

Replication portfolio

The published portfolio below is the investable basket used to model GIOTX’s historical return behavior.

GIOTX replication basket weights
TickerBuilding blockWeight
EFVIntl · Value73.2%
VEAIntl · Developed16.2%
VSSIntl · Small Cap6.1%
MTUMFactor · Momentum2.3%
ICVTFI · Convertibles2.2%