GMO Quality Competition

GQLIX Fund

USD 33.90 -0.20 -0.59%

The fund is listed under the Large Blend category and is part of the GMO family. Gmo Quality Fund is often compared with BlackRock LifePath, MASSACHUSETTS INVESTORS, ARTISAN HIGH, BlackRock Equity, and GOLDMAN SACHS and additional peers. This provides context for comparative analysis. Peer comparison for GMO Quality provides quick context before deeper valuation work.

Correlation: GMO Quality vs EATON VANCE Overview

Modest diversification

For the present investment horizon, the measured correlation between GQLIX and EATVX stands at 0.22, or Modest diversification. The cleaner interpretation is to review correlation beside volatility, expected return, and the role each holding plays in the portfolio.

Specify up to 10 symbols:

The mean reversion principle applied to GMO Quality's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.

Hype

Prediction

Low	Estimated	High
33.17	33.90	34.63

Details

Intrinsic

Valuation

Low	Real	High
33.44	34.17	34.90

Details

Naive

Forecast

Low	Next	High
32.54	33.27	34.00

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
33.90	34.73	35.57

Details

Peer comparison enriches GMO Quality analysis by revealing how the company ranks against competitors on key metrics. This relative perspective often changes investment conclusions drawn from standalone fundamental analysis.

GMO Quality Competition Correlation Matrix

Correlation analysis between Gmo Quality Fund and its competitors helps investors understand whether diversification is real or only superficial inside the same peer group. This matrix is most informative when investors want to know whether adding another peer would improve diversification, increase crowding, or leave total risk largely unchanged.

	LIJIX	MIGHX	APDFX	MDDVX	GVIRX	PEMMX	VSVNX	DNLAX	HHDVX	EATVX
LIJIX		-0.41	0.66	0.81	0.66	0.95	0.99	0.9	0.95	0.91	LIJIX
MIGHX	-0.41		-0.04	-0.34	-0.04	-0.56	-0.29	-0.69	-0.54	-0.46	MIGHX
APDFX	0.66	-0.04		0.7	0.62	0.66	0.73	0.56	0.65	0.74	APDFX
MDDVX	0.81	-0.34	0.7		0.89	0.8	0.82	0.78	0.86	0.91	MDDVX
GVIRX	0.66	-0.04	0.62	0.89		0.56	0.7	0.54	0.68	0.75	GVIRX
PEMMX	0.95	-0.56	0.66	0.8	0.56		0.93	0.96	0.94	0.92	PEMMX
VSVNX	0.99	-0.29	0.73	0.82	0.7	0.93		0.85	0.92	0.9	VSVNX
DNLAX	0.9	-0.69	0.56	0.78	0.54	0.96	0.85		0.92	0.9	DNLAX
HHDVX	0.95	-0.54	0.65	0.86	0.68	0.94	0.92	0.92		0.95	HHDVX
EATVX	0.91	-0.46	0.74	0.91	0.75	0.92	0.9	0.9	0.95		EATVX
	LIJIX	MIGHX	APDFX	MDDVX	GVIRX	PEMMX	VSVNX	DNLAX	HHDVX	EATVX

Please upgrade your account to get full access to Macroaxis premium features

High positive correlations

VSVNX	+ 0.99	LIJIX
DNLAX	+ 0.96	PEMMX
PEMMX	+ 0.95	LIJIX
HHDVX	+ 0.95	LIJIX
EATVX	+ 0.95	HHDVX
HHDVX	+ 0.94	PEMMX

High negative correlations

DNLAX	- 0.69	MIGHX
PEMMX	- 0.56	MIGHX
HHDVX	- 0.54	MIGHX
EATVX	- 0.46	MIGHX
MIGHX	- 0.41	LIJIX
MDDVX	- 0.34	MIGHX

Risk-Adjusted Indicators

There is a big difference between GMO Mutual Fund performing well and GMO Quality Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze GMO Quality's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
LIJIX	0.35	0.03	0.07	0.05	0.45	-0.35	0.65	-0.74	2.52
MIGHX	0.59	-0.07	0.00	-0.11	0.00	0.00	0.94	-1.39	3.37
APDFX	0.10	0.00	0.07	-0.15	0.04	-0.21	0.33	-0.22	0.99
MDDVX	0.62	0.15	0.21	2.57	0.58	-0.71	1.33	-1.22	7.92
GVIRX	0.52	0.09	0.14	0.10	0.52	-0.61	0.78	-1.05	7.32
PEMMX	0.78	0.13	0.13	-1.12	1.00	-0.90	1.90	-1.13	7.13
VSVNX	0.50	0.04	0.06	0.04	0.65	-0.51	0.82	-1.10	3.84
DNLAX	1.04	0.33	0.22	-2.76	1.20	-1.12	2.45	-2.91	6.37
HHDVX	0.49	0.07	0.11	0.10	0.55	-0.52	0.89	-1.10	3.49
EATVX	0.58	0.12	0.18	-0.79	0.54	-0.65	1.41	-1.27	4.58

GMO Quality Competitive Analysis

Investors who closely follow GMO Quality should also examine its competitive environment to provide context for its financials. GMO Quality's performance relative to peers often reveals whether its results are driven by company-specific factors or broader industry trends.

Better Than Average

Worse Than Peers

View Performance Chart

	GQLIX	LIJIX	MIGHX	APDFX	MDDVX	GVIRX	PEMMX	VSVNX	DNLAX	HHDVX
	0.59 33.90 GMO	0.14 21.65 BlackRock	0.62 38.57 MASSACHUSETTS	0.33 9.08 ARTISAN	0.1 21.01 BlackRock	0.06 18.16 GOLDMAN	1.01 19.93 Putnam	0.06 32.36 Vanguard	0.55 56.64 DREYFUS	0.46 37.04 Hamlin
Market Volatility (90 Days Market Risk)	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low
Market Performance (90 Days Performance)	Weak	Mild	Weak	Mild	Mild	Moderate	Moderate	Mild	Constructive	Contained
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Under Valued	Under Valued	Fairly Valued	Under Valued	Fairly Valued
Buy or Sell Analysis (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Hold	Strong Hold	Strong Hold	Cautious Hold	Cautious Hold	Strong Buy	Hold	Strong Hold	Strong Hold	Buy
Net Asset	5.84 B	11.84 B	7.28 B	10.7 B	19.74 B	3.5 B	688.03 M	460.42 M	1.21 B	1.72 B
Minimum Initial Investment	N/A	2 M	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A
Price To Book	N/A	1.9	4.57	N/A	1.9	2.64	1.6	N/A	1.58	2.16
Five Year Return	14.3	7.61	8.99	5.14	9.8	12.06	5.0	N/A	17.41	11.75
One Year Return	16.85	17.26	5.38	6.22	17.26	16.19	42.25	N/A	45.09	9.97
Last Dividend Paid	N/A	0.12	N/A	0.05	0.07	0.04	0.02	N/A	0.28	0.36
Price To Earning	3.89	17.55	21.81	N/A	17.24	17.8	13.17	N/A	19.12	15.74
Price To Sales	N/A	1.58	2.56	N/A	1.6	1.76	1.31	N/A	0.85	1.34
Cash Position Weight	0.3	4.0	0.97	11.91	5.3	20.27	1.02	N/A	2.85	3.07
Equity Positions Weight	99.45	71.84	99.03	N/A	94.69	79.72	98.98	N/A	97.15	96.93
Three Year Return	21.43	13.69	13.15	8.99	15.01	17.42	21.07	N/A	12.12	14.72
Annual Yield	0.008	0.0261	0.0043	0.0693	0.0171	0.0102	0.0051	0.0171	0.0176	0.0175
Year To Date Return	0.46	2.67	0.98	0.12	1.4	0.88	8.91	N/A	20.0	3.59
Bond Positions Weight	N/A	23.87	N/A	19.23	N/A	N/A	N/A	N/A	N/A	N/A
Ten Year Return	13.91	N/A	14.45	N/A	9.93	10.53	3.68	N/A	1.58	N/A
Day Typical Price	33.9	21.65	38.57	9.08	21.01	18.16	19.93	32.36	56.64	37.04
Daily Balance Of Power	0	0	0	9.2 T	9.2 T	0	9.2 T	9.2 T	9.2 T	0
Period Momentum Indicator	-0.20	-0.03	-0.24	0.03	0.02	-0.01	0.2	0.02	0.31	-0.17
Rate Of Daily Change	0.99	1.0	0.99	1.0	1.0	1.0	1.01	1.0	1.01	1.0
Day Median Price	33.9	21.65	38.57	9.08	21.01	18.16	19.93	32.36	56.64	37.04
Price Action Indicator	-0.10	-0.01	-0.12	0.015	0.01	-0.01	0.1	0.01	0.16	-0.09
Relative Strength Index	N/A	47.39	39.98	N/A	44.32	51.25	47.78	46.56	N/A	46.35
Coefficient Of Variation	-2,566	1454.39	-1,050	1894.05	642.82	970.82	743.72	1647.64	403.78	890.94
Mean Deviation	0.5677	0.3463	0.5949	0.0961	0.619	0.516	0.7836	0.5024	1.04	0.4921
Jensen Alpha	-0.03	0.0274	-0.07	-0.0014	0.1507	0.0934	0.1327	0.0389	0.3299	0.0723
Total Risk Alpha	-0.03	0.029	-0.07	0.0011	0.1669	0.0983	0.1519	0.041	0.3541	0.0751
Sortino Ratio	N/A	0.0663	N/A	0.0655	0.2053	0.1436	0.1285	0.0591	0.2201	0.1081
Downside Variance	N/A	0.2649	N/A	0.0291	0.6278	0.4469	1.31	0.5229	2.44	0.5057
Standard Deviation	0.7086	0.4571	0.7692	0.1609	1.03	0.9063	1.07	0.6605	1.38	0.6612
Kurtosis	-0.52	0.8063	0.7479	5.57	17.57	21.99	4.76	0.9966	0.6146	0.9265
Potential Upside	1.03	0.65	0.9441	0.3315	1.33	0.7839	1.9	0.8182	2.45	0.8922
Treynor Ratio	-0.05	0.0452	-0.11	-0.15	2.57	0.1049	-1.12	0.0434	-2.76	0.1002
Maximum Drawdown	2.95	2.52	3.37	0.9934	7.92	7.32	7.13	3.84	6.37	3.49
Variance	0.5021	0.209	0.5916	0.0259	1.06	0.8214	1.15	0.4362	1.9	0.4372
Market Risk Adjusted Performance	-0.04	0.0552	-0.10	-0.14	2.58	0.1149	-1.11	0.0534	-2.75	0.1102
Risk Adjusted Performance	-0.03	0.0461	-0.07	0.0028	0.1223	0.0808	0.1064	0.0451	0.1951	0.0848
Skewness	-0.16	-0.37	-0.52	1.71	2.88	3.5	-1.05	-0.40	-0.55	0.243
Semi Deviation	N/A	0.4528	N/A	0.0378	0.5763	0.5192	0.9973	0.6452	1.2	0.5465
Information Ratio	-0.04	0.0746	-0.09	0.0694	0.1582	0.106	0.137	0.0647	0.2496	0.1163
Value At Risk	-1.26	-0.74	-1.39	-0.22	-1.22	-1.05	-1.13	-1.10	-2.91	-1.10
Expected Short fall	N/A	-0.35	N/A	-0.21	-0.71	-0.61	-0.90	-0.51	-1.12	-0.52
Downside Deviation	N/A	0.5147	N/A	0.1706	0.7924	0.6685	1.14	0.7231	1.56	0.7111
Semi Variance	N/A	0.205	N/A	0.0014	0.3321	0.2695	0.9946	0.4163	1.43	0.2986

GMO Quality Peer Performance Charts

How to Analyze GMO Quality Against Peers

GMO Quality's peer analysis compares GMO Quality with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:

Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
Check valuation dispersion: Review whether GMO Quality trades at a premium or discount versus peers and why.
Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
Document the thesis: Record where GMO Quality leads or lags and what catalysts could close or widen the gap.

Use this as an educational baseline, then validate conclusions with current filings, market conditions, and portfolio objectives.

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC

GMO Quality Competition

Correlation: GMO Quality vs EATON VANCE Overview

Modest diversification

Specify up to 10 symbols:

GMO Quality Competition Correlation Matrix

High positive correlations

High negative correlations

Risk-Adjusted Indicators

GMO Quality Competitive Analysis

GMO Quality Peer Performance Charts

How to Analyze GMO Quality Against Peers

COMMON DESTINATIONS

MAIN CATEGORIES

COMPANY