GUSTX vs. BND
Compare and contrast key facts about GMO U.S. Treasury Fund (GUSTX) and Vanguard Total Bond Market ETF (BND).
GUSTX is managed by GMO. It was launched on Mar 16, 2009. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GUSTX or BND.
Key characteristics
| GUSTX | BND | |
|---|---|---|
| YTD Return | 2.64% | 2.21% |
| 1Y Return | 3.58% | 7.89% |
| 3Y Return (Ann) | 2.73% | -2.35% |
| 5Y Return (Ann) | 1.91% | -0.03% |
| 10Y Return (Ann) | 1.04% | 1.48% |
| Sharpe Ratio | 2.56 | 1.41 |
| Sortino Ratio | 7.19 | 2.07 |
| Omega Ratio | 3.94 | 1.25 |
| Calmar Ratio | 17.86 | 0.52 |
| Martin Ratio | 60.57 | 5.09 |
| Ulcer Index | 0.06% | 1.62% |
| Daily Std Dev | 1.40% | 5.85% |
| Max Drawdown | -0.72% | -18.84% |
| Current Drawdown | -0.00% | -8.62% |
Correlation
The correlation between GUSTX and BND is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GUSTX vs. BND - Performance Comparison
In the year-to-date period, GUSTX achieves a 2.64% return, which is significantly higher than BND's 2.21% return. Over the past 10 years, GUSTX has underperformed BND with an annualized return of 1.04%, while BND has yielded a comparatively higher 1.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GUSTX vs. BND - Expense Ratio Comparison
GUSTX has a 0.01% expense ratio, which is lower than BND's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
GUSTX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Treasury Fund (GUSTX) and Vanguard Total Bond Market ETF (BND). 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.
Dividends
GUSTX vs. BND - Dividend Comparison
GUSTX's dividend yield for the trailing twelve months is around 3.51%, less than BND's 3.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GUSTX GMO U.S. Treasury Fund | 3.51% | 4.05% | 1.95% | 0.08% | 0.49% | 1.13% | 0.00% | 0.00% | 0.05% | 0.04% | 0.01% | 0.03% |
BND Vanguard Total Bond Market ETF | 3.55% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
GUSTX vs. BND - Drawdown Comparison
The maximum GUSTX drawdown since its inception was -0.72%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for GUSTX and BND. For additional features, visit the drawdowns tool.
Volatility
GUSTX vs. BND - Volatility Comparison
The current volatility for GMO U.S. Treasury Fund (GUSTX) is 0.00%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.65%. This indicates that GUSTX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.