GUSTX vs. BTTRX

Last updated Jun 3, 2026

GUSTX (GMO U.S. Treasury Fund) and BTTRX (American Century Zero Coupon 2025 Fund) are both Government Bonds funds. At a 0.05 correlation, their price movements are largely independent. GUSTX charges 0.01%/yr vs 0.54%/yr for BTTRX.

Performance

GUSTX vs. BTTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO U.S. Treasury Fund (GUSTX) and American Century Zero Coupon 2025 Fund (BTTRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GUSTX

• 1D: 0.00%
• 1M: 0.34%
• YTD: 1.46%
• 6M: 1.79%
• 1Y: 3.90%
• 3Y*: 3.18%
• 5Y*: 1.95%
• 10Y*: -13.74%

BTTRX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GUSTX vs. BTTRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GUSTX GMO U.S. Treasury Fund	1.46%	4.45%	2.21%	2.52%	-0.73%	-0.06%	0.89%	0.14%	-79.59%	0.43%
BTTRX American Century Zero Coupon 2025 Fund	0.00%	2.79%	9.54%	7.82%	-7.63%	-2.65%	17.73%	11.43%	5.77%	1.22%

Correlation

The correlation between GUSTX and BTTRX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (10Y) Calculated over the trailing 10-year period	0.08
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010	0.05

Return for Risk

GUSTX vs. BTTRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GUSTX

GUSTX Risk / Return Rank: 99
GUSTX Sharpe Ratio Rank: 95
GUSTX Sortino Ratio Rank: 99
GUSTX Omega Ratio Rank: 100
GUSTX Calmar Ratio Rank: 100
GUSTX Martin Ratio Rank: 99

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GUSTX vs. BTTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Treasury Fund (GUSTX) and American Century Zero Coupon 2025 Fund (BTTRX). 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	BTTRX	Difference
Sharpe ratio Return per unit of total volatility	3.34	—	—
Sortino ratio Return per unit of downside risk	11.33	—	—
Omega ratio Gain probability vs. loss probability	7.41	—	—
Calmar ratio Return relative to maximum drawdown	21.48	—	—
Martin ratio Return relative to average drawdown	62.37	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GUSTX	BTTRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.34	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.14	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.44	—	—

Drawdowns

Drawdown Indicators

	GUSTX	BTTRX	Difference
Max Drawdown Largest peak-to-trough decline	-79.98%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-0.20%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-1.19%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-1.19%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-79.98%	—	—
Current Drawdown Current decline from peak	-77.68%	—	—
Average Drawdown Average peak-to-trough decline	-36.03%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.07%	—	—

Volatility

Volatility by Period

	GUSTX	BTTRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.34%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.87%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.22%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.75%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.45%	—	—

GUSTX vs. BTTRX - Expense Ratio Comparison

GUSTX has a 0.01% expense ratio, which is lower than BTTRX's 0.54% expense ratio.

Dividends

GUSTX vs. BTTRX - Dividend Comparison

GUSTX's dividend yield for the trailing twelve months is around 3.82%, while BTTRX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BTTRX American Century Zero Coupon 2025 Fund	0.00%	0.00%	4.96%	4.00%	3.47%	3.27%	7.69%	3.90%	5.25%	1.05%	3.42%	2.85%
GUSTX GMO U.S. Treasury Fund	3.82%	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

Can I hold both GUSTX and BTTRX in my portfolio?

GUSTX and BTTRX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.