Returns Chart

Key Stats

Net Expense Ratio Total Assets Under Management Weighted Average Dividend Yield Turnover Ratio (Generic)
1.23% 2.530B -- 24.00%
1 Year Fund Level Flows 1 Year Total Returns (Daily) Annualized Total Returns Since Inception (Daily) Max Drawdown (Since Inception)
-381.82M 28.09%

Basic Info

Investment Strategy
The Fund seeks a positive return, regardless of market direction. The Fund will not seek to control risk relative to a particular securities market index or benchmark. The Fund is a fund of funds and invests in shares of the GMO International Equity Funds, the GMO U.S. Equity Funds, and the GMO Fixed Income Funds.
General
Security Type Mutual Fund
Equity Style --
Broad Asset Class Alternative
Broad Category Alternative Strategies
Global Peer Group Alternative Global Macro
Peer Group Alternative Global Macro Funds
Global Macro Liquid Alternatives
US Macro Alternative Equity Funds
YCharts Categorization --
YCharts Benchmark --
Prospectus Objective Alternative Global Macro Funds
Fund Owner Firm Name GMO
Broad Asset Class Benchmark Index
^MSACWINTR 100.0%

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Net Fund Flows Versus Peer Group

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1M
3M
6M
YTD
1Y
3Y
5Y
10Y
 
80.00B
60.00B
40.00B
20.00B
0
-20.00B
1 Month
% Rank: 84
-32.18M Peer Group Low
328.32M Peer Group High
1 Year
% Rank: 95
-381.82M
-2.931B Peer Group Low
1.666B Peer Group High
3 Months
% Rank: 95
-273.55M Peer Group Low
583.81M Peer Group High
3 Years
% Rank: 90
-7.144B Peer Group Low
2.298B Peer Group High
6 Months
% Rank: 95
-1.929B Peer Group Low
1.247B Peer Group High
5 Years
% Rank: 95
-9.477B Peer Group Low
2.256B Peer Group High
YTD
% Rank: 83
-32.18M Peer Group Low
328.32M Peer Group High
10 Years
% Rank: 84
-20.12B Peer Group Low
2.816B Peer Group High
Date Unavailable

Performance Versus Peer Group

 
20%
15%
10%
5%
0
Name
1M
3M
YTD
1Y
3Y
5Y
10Y
15Y
Total Return (NAV)
12.00%
12.00%
12.00%
12.00%
12.00%
12.00%
12.00%
12.00%
Peer Group Rtn. (NAV)
12.00%
12.00%
12.00%
12.00%
12.00%
12.00%
12.00%
12.00%
% Rank in Peer Group (NAV)
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
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Annual Total Returns Versus Peers

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Name
2019
2020
2021
2022
2023
2024
2025
YTD
11.62%
-2.46%
2.92%
-2.25%
13.40%
4.29%
22.89%
5.81%
26.60%
16.25%
18.54%
-18.36%
22.20%
17.49%
22.34%
1.29%
16.31%
0.70%
11.59%
-12.21%
9.44%
7.51%
13.02%
3.89%
16.07%
14.17%
10.04%
-17.81%
15.41%
5.29%
13.36%
2.18%
21.36%
13.08%
13.34%
-13.71%
15.24%
13.71%
16.31%
1.22%
13.78%
-3.36%
4.37%
-3.32%
15.21%
4.63%
24.07%
5.85%
As of February 06, 2026.

Fundamentals

General
Distribution Yield --
Dividend Yield TTM (2-4-26) 3.97%
30-Day SEC Yield --
7-Day SEC Yield --
Number of Holdings 7

Fund Details

Key Dates
Inception Date 5/1/2020
Share Classes
GBMBX Other
GBMFX Other
GBMIX Other
Attributes
Inverse Fund No
Leveraged Fund --
Currency Hedged Fund --
Socially Responsible Fund No

Asset Allocation

As of August 31, 2025.
Type % Net
Cash 1.08%
Stock 8.29%
Bond 9.71%
Convertible 0.00%
Preferred 0.03%
Other 80.89%
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Top 7 Holdings

Name % Weight Price % Change
GMO Implementation 82.94% 16.29 -0.31%
GMO Alternative Allocation Fund VI 13.03% 19.05 0.32%
GMO Opportunistic Income Fund VI 1.96% 24.47 0.20%
GMO High Yield Fund VI 1.03% 17.30 -0.12%
GMO Climate Change Fund III 1.00% 27.39 -2.84%
State Street Institutional Treasury MM Fund Inv 0.10% 1.00 0.00%
Other Assets less Liabilities
-0.06% -- --

Fees & Availability

Fees
Actual 12B-1 Fee --
Actual Management Fee 0.75%
Administration Fee --
Maximum Front Load --
Maximum Deferred Load --
Maximum Redemption Fee --
General Availability
Available for Insurance Product No
Available for RRSP No
Purchase Details
Open to New Investors Yes
Minimum Initial Investment 0.00 None
Minimum Subsequent Investment 0.00 None

Basic Info

Investment Strategy
The Fund seeks a positive return, regardless of market direction. The Fund will not seek to control risk relative to a particular securities market index or benchmark. The Fund is a fund of funds and invests in shares of the GMO International Equity Funds, the GMO U.S. Equity Funds, and the GMO Fixed Income Funds.
General
Security Type Mutual Fund
Equity Style --
Broad Asset Class Alternative
Broad Category Alternative Strategies
Global Peer Group Alternative Global Macro
Peer Group Alternative Global Macro Funds
Global Macro Liquid Alternatives
US Macro Alternative Equity Funds
YCharts Categorization --
YCharts Benchmark --
Prospectus Objective Alternative Global Macro Funds
Fund Owner Firm Name GMO
Broad Asset Class Benchmark Index
^MSACWINTR 100.0%

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Fundamentals

General
Distribution Yield --
Dividend Yield TTM (2-4-26) 3.97%
30-Day SEC Yield --
7-Day SEC Yield --
Number of Holdings 7

Fund Details

Key Dates
Inception Date 5/1/2020
Share Classes
GBMBX Other
GBMFX Other
GBMIX Other
Attributes
Inverse Fund No
Leveraged Fund --
Currency Hedged Fund --
Socially Responsible Fund No

Top Portfolio Holders

Name % Weight
Portfolio A 5.00%
Portfolio B 3.50%
Portfolio C 2.25%
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Excel Add-In Codes

Name: =YCI("M:GBMSX", "name")
Broad Asset Class: =YCI("M:GBMSX", "broad_asset_class")
Broad Category: =YCI("M:GBMSX", "broad_category_group")
Prospectus Objective: =YCI("M:GBMSX", "prospectus_objective")
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.
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