GMO U.S. Treasury Fund (GUSTX)
Under normal circumstances, the fund invests at least 80% of its assets in Direct U.S. Treasury Obligations and repurchase agreements collateralized by these Obligations. "Direct U.S. Treasury Obligations" include U.S. Treasury bills, bonds and notes and other securities issued by the U.S. Treasury, as well as Separately Traded Registered Interest and Principal Securities (STRIPS) and other zero-coupon securities. GMO normally seeks to maintain an estimated interest rate duration of one year or less for the fund's portfolio.
Fund Info
US3620133690
Mar 16, 2009
$5,000,000
Expense Ratio
GUSTX has an expense ratio of 0.01%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GMO U.S. Treasury Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
GMO U.S. Treasury Fund had a return of 2.64% year-to-date (YTD) and 3.11% in the last 12 months. Over the past 10 years, GMO U.S. Treasury Fund had an annualized return of 1.04%, while the S&P 500 had an annualized return of 11.06%, indicating that GMO U.S. Treasury Fund did not perform as well as the benchmark.
GUSTX
2.64%
0.00%
0.52%
3.11%
1.88%
1.04%
^GSPC (Benchmark)
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
Monthly Returns
The table below presents the monthly returns of GUSTX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.40% | 0.40% | 0.48% | 0.48% | 0.52% | 0.12% | 0.20% | -0.00% | 0.00% | 0.00% | 0.00% | 2.64% | |
| 2023 | 0.22% | 0.02% | 0.01% | 0.58% | 0.44% | 0.46% | 0.42% | 0.46% | 0.46% | 0.46% | 0.44% | 0.48% | 4.56% |
| 2022 | -0.18% | -0.18% | 0.04% | -0.12% | 0.08% | -0.08% | 0.16% | 0.20% | 0.03% | 0.24% | 0.33% | 0.43% | 0.95% |
| 2021 | 0.01% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | -0.20% | 0.02% | 0.02% | -0.12% |
| 2020 | 0.34% | 0.33% | 0.26% | 0.23% | 0.02% | 0.02% | 0.02% | 0.01% | 0.02% | 0.02% | 0.02% | 0.01% | 1.30% |
| 2019 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.18% | 0.19% | 0.18% | 0.15% | 0.35% | -0.06% | 0.13% | 1.14% |
| 2018 | 0.00% | -0.04% | 0.00% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | -0.04% | 0.00% | 0.04% | -0.02% | -0.02% |
| 2017 | 0.00% | 0.00% | -0.04% | 0.00% | -0.04% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | -0.04% | 0.00% | -0.08% |
| 2016 | 0.04% | 0.00% | 0.04% | 0.00% | -0.04% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.01% | 0.10% |
| 2015 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | -0.04% | 0.00% | 0.00% | 0.00% |
| 2014 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% |
| 2013 | 0.00% | 0.00% | 0.00% | 0.04% | 0.00% | 0.00% | 0.01% | -0.00% | -0.04% | 0.00% | 0.00% | 0.02% | 0.03% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 98, GUSTX is among the top 2% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for GMO U.S. Treasury Fund (GUSTX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
GMO U.S. Treasury Fund provided a 3.06% dividend yield over the last twelve months, with an annual payout of $0.15 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.15 | $0.20 | $0.10 | $0.00 | $0.02 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
Dividend yield | 3.06% | 4.05% | 1.95% | 0.08% | 0.49% | 1.13% | 0.00% | 0.00% | 0.05% | 0.04% | 0.01% | 0.03% |
Monthly Dividends
The table displays the monthly dividend distributions for GMO U.S. Treasury Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.20 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 | $0.02 | $0.10 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2020 | $0.01 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.06 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2013 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the GMO U.S. Treasury Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the GMO U.S. Treasury Fund was 0.72%, occurring on Jun 13, 2022. Recovery took 97 trading sessions.
The current GMO U.S. Treasury Fund drawdown is 0.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.72% | Oct 5, 2021 | 174 | Jun 13, 2022 | 97 | Oct 31, 2022 | 271 |
| -0.2% | Jan 25, 2023 | 1 | Jan 25, 2023 | 1 | Jan 26, 2023 | 2 |
| -0.2% | Jun 7, 2024 | 1 | Jun 7, 2024 | 2 | Jun 11, 2024 | 3 |
| -0.2% | Jun 12, 2024 | 1 | Jun 12, 2024 | 1 | Jun 13, 2024 | 2 |
| -0.2% | Jun 20, 2024 | 1 | Jun 20, 2024 | 5 | Jun 27, 2024 | 6 |
Volatility
Volatility Chart
The current GMO U.S. Treasury Fund volatility is 0.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.