GUSTX vs. BSV

In the year-to-date period, GUSTX achieves a 1.61% return, which is significantly lower than BSV's 2.49% return. Over the past 10 years, GUSTX has underperformed BSV with an annualized return of 1.45%, while BSV has yielded a comparatively higher 1.76% annualized return.

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GUSTX has a 0.01% expense ratio, which is lower than BSV's 0.04% 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%.

This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Treasury Fund (GUSTX) and Vanguard Short-Term Bond ETF (BSV). 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.

The current GUSTX Sharpe Ratio is 3.20, which is comparable to the BSV Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of GUSTX and BSV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GUSTX's dividend yield for the trailing twelve months is around 4.56%, more than BSV's 3.55% yield.

The maximum GUSTX drawdown since its inception was -0.67%, smaller than the maximum BSV drawdown of -8.62%. Use the drawdown chart below to compare losses from any high point for GUSTX and BSV.

The current volatility for GMO U.S. Treasury Fund (GUSTX) is 0.36%, while Vanguard Short-Term Bond ETF (BSV) has a volatility of 0.72%. This indicates that GUSTX experiences smaller price fluctuations and is considered to be less risky than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.