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GMO Opportunistic Income Fund Class VI GMODX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GMODX | Replication |
|---|---|---|
| Annualized growth | 3.7% | 2.0% |
| Annualized volatility | 1.9% | 2.1% |
| Sharpe ratio | 1.95 | 0.97 |
| Maximum drawdown | 4.3% | 6.2% |
| Replication fit (R²) | 0.75 · Tracking error 0.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model GMODX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 61.6% |
| VCSH | FI · Short Corp | 27.5% |
| STIP | FI · Short TIPS | 7.3% |
| MUB | FI · Municipal | 3.6% |