GUSTX vs. BSV
Compare and contrast key facts about GMO U.S. Treasury Fund (GUSTX) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV).
GUSTX is managed by GMO. It was launched on Mar 16, 2009. BSV is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007.
Performance
GUSTX vs. BSV - Performance Comparison
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GUSTX vs. BSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GUSTX GMO U.S. Treasury Fund | 0.51% | 4.45% | 2.21% | 2.52% | -0.73% | -0.06% | 0.89% | 0.14% | -79.59% | 0.43% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 0.13% | 6.00% | 3.78% | 4.90% | -5.49% | -1.09% | 4.70% | 4.98% | 1.34% | 1.20% |
Returns By Period
In the year-to-date period, GUSTX achieves a 0.51% return, which is significantly higher than BSV's 0.13% return. Over the past 10 years, GUSTX has underperformed BSV with an annualized return of -13.82%, while BSV has yielded a comparatively higher 1.97% annualized return.
GUSTX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.51%
- 6M
- 1.51%
- 1Y
- 3.69%
- 3Y*
- 3.15%
- 5Y*
- 1.76%
- 10Y*
- -13.82%
BSV
- 1D
- 0.14%
- 1M
- -0.78%
- YTD
- 0.13%
- 6M
- 1.33%
- 1Y
- 4.13%
- 3Y*
- 4.27%
- 5Y*
- 1.68%
- 10Y*
- 1.97%
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GUSTX vs. BSV - Expense Ratio Comparison
GUSTX has a 0.01% expense ratio, which is lower than BSV'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%.
Return for Risk
GUSTX vs. BSV — Risk / Return Rank
GUSTX
BSV
GUSTX vs. BSV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Treasury Fund (GUSTX) and Vanguard Short-Term Bond Index Fund ETF Shares (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.
| GUSTX | BSV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.37 | 2.08 | +1.29 |
Sortino ratioReturn per unit of downside risk | 11.88 | 3.31 | +8.56 |
Omega ratioGain probability vs. loss probability | 7.72 | 1.41 | +6.31 |
Calmar ratioReturn relative to maximum drawdown | 20.50 | 3.25 | +17.25 |
Martin ratioReturn relative to average drawdown | 59.51 | 12.45 | +47.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GUSTX | BSV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.37 | 2.08 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.62 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.55 | 0.83 | -1.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.44 | 0.86 | -1.30 |
Correlation
The correlation between GUSTX and BSV is 0.07, 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.
Dividends
GUSTX vs. BSV - Dividend Comparison
GUSTX's dividend yield for the trailing twelve months is around 3.62%, less than BSV's 3.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GUSTX GMO U.S. Treasury Fund | 3.62% | 4.15% | 1.98% | 2.28% | 0.26% | 0.14% | 0.09% | 0.14% | 8.96% | 0.50% | 0.05% | 0.04% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 3.90% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
Drawdowns
GUSTX vs. BSV - Drawdown Comparison
The maximum GUSTX drawdown since its inception was -79.98%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for GUSTX and BSV.
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Drawdown Indicators
| GUSTX | BSV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.98% | -8.54% | -71.44% |
Max Drawdown (1Y)Largest decline over 1 year | -0.20% | -1.29% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -1.19% | -8.54% | +7.35% |
Max Drawdown (10Y)Largest decline over 10 years | -79.98% | -8.54% | -71.44% |
Current DrawdownCurrent decline from peak | -77.89% | -0.78% | -77.11% |
Average DrawdownAverage peak-to-trough decline | -35.60% | -0.98% | -34.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 0.34% | -0.27% |
Volatility
GUSTX vs. BSV - Volatility Comparison
The current volatility for GMO U.S. Treasury Fund (GUSTX) is 0.29%, while Vanguard Short-Term Bond Index Fund ETF Shares (BSV) has a volatility of 0.77%. 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.
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Volatility by Period
| GUSTX | BSV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.29% | 0.77% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 0.83% | 1.19% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.27% | 2.00% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.73% | 2.71% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.44% | 2.37% | +23.07% |