DPIGX vs. GUSTX
DPIGX (Dupree Intermediate Government Bond Series) and GUSTX (GMO U.S. Treasury Fund) are both Government Bonds funds. Over the past 10 years, DPIGX returned 1.59%/yr vs -13.75%/yr for GUSTX. At a 0.12 correlation, their price movements are largely independent. DPIGX charges 0.70%/yr vs 0.01%/yr for GUSTX.
Performance
DPIGX vs. GUSTX - Performance Comparison
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Returns By Period
In the year-to-date period, DPIGX achieves a -0.18% return, which is significantly lower than GUSTX's 1.26% return. Over the past 10 years, DPIGX has outperformed GUSTX with an annualized return of 1.59%, while GUSTX has yielded a comparatively lower -13.75% annualized return.
DPIGX
- 1D
- 0.00%
- 1M
- 0.39%
- YTD
- -0.18%
- 6M
- 0.21%
- 1Y
- 2.59%
- 3Y*
- 4.05%
- 5Y*
- 1.76%
- 10Y*
- 1.59%
GUSTX
- 1D
- 0.00%
- 1M
- 0.14%
- YTD
- 1.26%
- 6M
- 1.59%
- 1Y
- 3.69%
- 3Y*
- 3.04%
- 5Y*
- 1.91%
- 10Y*
- -13.75%
DPIGX vs. GUSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DPIGX Dupree Intermediate Government Bond Series | -0.18% | 5.66% | 3.67% | 3.90% | -3.50% | -1.47% | 3.92% | 4.50% | 0.68% | 1.35% |
GUSTX GMO U.S. Treasury Fund | 1.26% | 4.45% | 2.21% | 2.52% | -0.73% | -0.06% | 0.89% | 0.14% | -79.59% | 0.43% |
Correlation
The correlation between DPIGX and GUSTX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2010 | 0.12 |
Over the past year, DPIGX and GUSTX have become more correlated (0.39) than their long-term average of 0.12, meaning their price movements have been converging.
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Return for Risk
DPIGX vs. GUSTX — Risk / Return Rank
DPIGX
GUSTX
DPIGX vs. GUSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dupree Intermediate Government Bond Series (DPIGX) and GMO U.S. Treasury Fund (GUSTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DPIGX | GUSTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -7.37 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 5.56 | -4.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 19.28 | -17.50 |
| Martin ratioReturn relative to average drawdown | 5.16 | 54.86 | -49.70 |
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Drawdowns
DPIGX vs. GUSTX - Drawdown Comparison
The maximum DPIGX drawdown since its inception was -10.25%, smaller than the maximum GUSTX drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for DPIGX and GUSTX.
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Drawdown Indicators
| DPIGX | GUSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.25% | -79.98% | +69.73% |
Max Drawdown (1Y)Largest decline over 1 year | -1.46% | -0.20% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -1.46% | -1.19% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -5.89% | -1.19% | -4.70% |
Max Drawdown (10Y)Largest decline over 10 years | -6.59% | -79.98% | +73.39% |
Current DrawdownCurrent decline from peak | -0.93% | -77.72% | +76.79% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -36.15% | +34.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.50% | 0.07% | +0.43% |
Volatility
DPIGX vs. GUSTX - Volatility Comparison
Dupree Intermediate Government Bond Series (DPIGX) has a higher volatility of 0.73% compared to GMO U.S. Treasury Fund (GUSTX) at 0.49%. This indicates that DPIGX's price experiences larger fluctuations and is considered to be riskier than GUSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DPIGX | GUSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 0.49% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 1.65% | 0.89% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.17% | 1.24% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.14% | 1.76% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.32% | 25.44% | -23.12% |
DPIGX vs. GUSTX - Expense Ratio Comparison
DPIGX has a 0.70% expense ratio, which is higher than GUSTX's 0.01% expense ratio.
Dividends
DPIGX vs. GUSTX - Dividend Comparison
DPIGX's dividend yield for the trailing twelve months is around 3.43%, less than GUSTX's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPIGX Dupree Intermediate Government Bond Series | 3.43% | 4.00% | 3.39% | 2.84% | 2.51% | 1.91% | 2.29% | 2.39% | 2.76% | 2.55% | 2.51% | 2.51% |
GUSTX GMO U.S. Treasury Fund | 3.83% | 4.15% | 1.98% | 2.28% | 0.26% | 0.14% | 0.09% | 0.14% | 8.96% | 0.50% | 0.05% | 0.04% |
Frequently Asked Questions
DPIGX and GUSTX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DPIGX has higher volatility (0.73%) compared to GUSTX (0.49%). In terms of maximum drawdown, DPIGX dropped -10.25% vs GUSTX's -79.98%.
GUSTX currently has the higher Sharpe Ratio (3.11 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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