GUSTX vs. BSV
Compare and contrast key facts about GMO U.S. Treasury Fund (GUSTX) and Vanguard Short-Term Bond ETF (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 Barclays U.S. 1-5 Year Government/Credit Float Adjusted 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 BSV.
Key characteristics
| GUSTX | BSV | |
|---|---|---|
| YTD Return | 2.64% | 3.38% |
| 1Y Return | 3.58% | 6.39% |
| 3Y Return (Ann) | 2.73% | 0.67% |
| 5Y Return (Ann) | 1.91% | 1.30% |
| 10Y Return (Ann) | 1.04% | 1.60% |
| Sharpe Ratio | 2.56 | 2.33 |
| Sortino Ratio | 7.19 | 3.63 |
| Omega Ratio | 3.94 | 1.46 |
| Calmar Ratio | 17.86 | 1.27 |
| Martin Ratio | 60.57 | 10.81 |
| Ulcer Index | 0.06% | 0.57% |
| Daily Std Dev | 1.40% | 2.62% |
| Max Drawdown | -0.72% | -8.54% |
| Current Drawdown | -0.00% | -1.24% |
Correlation
The correlation between GUSTX and BSV is 0.10, 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. BSV - Performance Comparison
In the year-to-date period, GUSTX achieves a 2.64% return, which is significantly lower than BSV's 3.38% return. Over the past 10 years, GUSTX has underperformed BSV with an annualized return of 1.04%, while BSV has yielded a comparatively higher 1.60% 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. BSV - Expense Ratio Comparison
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%.
Risk-Adjusted Performance
GUSTX vs. BSV - Risk-Adjusted Performance Comparison
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.
Dividends
GUSTX vs. BSV - Dividend Comparison
GUSTX's dividend yield for the trailing twelve months is around 3.51%, more than BSV's 3.26% 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% |
BSV Vanguard Short-Term Bond ETF | 3.26% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% | 1.48% |
Drawdowns
GUSTX vs. BSV - Drawdown Comparison
The maximum GUSTX drawdown since its inception was -0.72%, smaller than the maximum BSV drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for GUSTX and BSV. For additional features, visit the drawdowns tool.
Volatility
GUSTX vs. BSV - Volatility Comparison
The current volatility for GMO U.S. Treasury Fund (GUSTX) is 0.00%, while Vanguard Short-Term Bond ETF (BSV) has a volatility of 0.54%. 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.